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George Tauchen

  • PhD
  • Professor
  • Duke University
  • 26h-indexImpact measure calculated using publication and citation counts. Updated daily.
  • 3816CitationsNumber of citations received by George's publications. Updated daily.

Recent publications

  • Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale

    • Ronald Gallant A
    • Tauchen G
    N/AReaders
    0Citations
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  • Adaptive estimation of continuous-time regression models using high-frequency data

    • Li J
    • Todorov V
    • Tauchen G
    N/AReaders
    6Citations
    Get full text

Professional experience

Professor

Duke University

September 1977 - Present

Research interests

Groups

Co-authors (32)

  • Eber Chen
  • Barbara Będowska-Sójka
  • Chen Wang

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