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G

George Tauchen

Duke University

47H指数
166论文数
1.8W被引数
收录论文 37
发表时间
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New directions in nonlinear structural estimation: Bayes and Frequentist
errJOURNAL OF ECONOMETRICS
IF4
err2022-05-01
err0
errOAAI
errTauchen, George
err分享
err收藏
Variation and efficiency of high-frequency betas
errJOURNAL OF ECONOMETRICS
IF4
err2022-05-01
err2
errOAAI
errZhang, Congshan; Li, Jia; Todorov, Viktor; Tauchen, George
err分享
err收藏
Exact Bayesian moment based inference for the distribution of the small-time movements of an Ito semimartingale
errJOURNAL OF ECONOMETRICS
IF4
err2018-07-01
err0
PREAI
errGallant, A. Ronald; Tauchen, George
err分享
err收藏
Mixed-scale jump regressions with bootstrap inference基于bootstrap推理的混合尺度跳跃回归
errJOURNAL OF ECONOMETRICS
IF4
err2017-12-01
err8
errOAAI
errLi, Jia; Todorov, Viktor; Tauchen, George; Chen, Rui
err分享
err收藏
Adaptive estimation of continuous-time regression models using high-frequency data基于高频数据的连续时间回归模型的自适应估计
errJOURNAL OF ECONOMETRICS
IF4
err2017-09-01
err31
errOAAI
errLi, Jia; Todorov, Viktor; Tauchen, George
err分享
err收藏
Robust Jump Regressions稳健跳跃回归
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2017-05-03
err12
errOAAI
errLi, Jia; Todorov, Viktor; Tauchen, George
err分享
err收藏
JUMP REGRESSIONS
errECONOMETRICA
IF7.1
err2017-01-01
err52
errOAAI
errLi, Jia; Todorov, Viktor; Tauchen, George
err分享
err收藏
Inference theory for volatility functional dependencies
errJOURNAL OF ECONOMETRICS
IF4
err2016-07-01
err12
errOAAI
errLi, Jia; Todorov, Viktor; Tauchen, George
err分享
err收藏
The fine structure of equity-index option dynamics
errJOURNAL OF ECONOMETRICS
IF4
err2015-08-01
err20
errOAAI
errAndersen, Torben G.; Bondarenko, Oleg; Todorov, Viktor; Tauchen, George
err分享
err收藏
Volatility activity: Specification and estimation
errJOURNAL OF ECONOMETRICS
IF4
err2014-01-01
err14
errOAAI
errTodorov, Viktor; Tauchen, George; Grynkiv, Laryna
err分享
err收藏
Inverse Realized Laplace Transforms for Nonparametric Volatility Density Estimation in Jump-Diffusions
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2012-06-01
err16
PREAI
errTodorov, Viktor; Tauchen, George
err分享
err收藏
REALIZED LAPLACE TRANSFORMS FOR PURE-JUMP SEMIMARTINGALES
errANNALS OF STATISTICS
IF3.7
err2012-04-01
err21
errOAAI
errTodorov, Viktor; Tauchen, George
err分享
err收藏
The Realized Laplace Transform of Volatility
errECONOMETRICA
IF7.1
err2012-01-01
err54
errOAAI
errTodorov, Viktor; Tauchen, George
err分享
err收藏
Realized Laplace transforms for estimation of jump diffusive volatility models
errJOURNAL OF ECONOMETRICS
IF4
err2011-10-01
err21
PREAI
errTodorov, Viktor; Tauchen, George; Grynkiv, Iaryna
err分享
err收藏
Volatility in Equilibrium: Asymmetries and Dynamic Dependencies
errREVIEW OF FINANCE
IF8.4
err2011-03-23
err71
errOAAI
errBollerslev, Tim; Sizova, Natalia; Tauchen, George
err分享
err收藏
Realized jumps on financial markets and predicting credit spreads
errJOURNAL OF ECONOMETRICS
IF4
err2011-01-01
err120
errOAAI
errTauchen, George; Zhou, Hao
err分享
err收藏
Activity signature functions for high-frequency data analysis
errJOURNAL OF ECONOMETRICS
IF4
err2010-02-01
err55
PREAI
errTodorov, Viktor; Tauchen, George
err分享
err收藏
A discrete-time model for daily S & P500 returns and realized variations: Jumps and leverage effects
errJOURNAL OF ECONOMETRICS
IF4
err2009-06-01
err128
PREAI
errBollerslev, Tim; Kretschmer, Uta; Pigorsch, Christian; Tauchen, George
err分享
err收藏
Expected Stock Returns and Variance Risk Premia
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2009-02-12
err890
errOAAI
errBollerslev, Tim; Tauchen, George; Zhou, Hao
err分享
err收藏
Risk, jumps, and diversification
errJOURNAL OF ECONOMETRICS
IF4
err2008-05-01
err175
PREAI
errBollerslev, Tim; Law, Tzuo Hann; Tauchen, George
err分享
err收藏

研究方向

暂无研究方向
合作学者
合作期刊
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H 指数: 76 · 论文数: 359
T
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李
李家 (Jia Li)
H 指数: 66 · 论文数: 1.0K
É
Éric Ghysels
H 指数: 66 · 论文数: 475
T
Torben G. Andersen
H 指数: 60 · 论文数: 208
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