George Tauchen

111 papers and 10.7k indexed citations i.

About

George Tauchen has authored 111 papers that have received a total of 10.7k indexed citations. This includes 90 papers in Finance, 62 papers in Economics and Econometrics and 29 papers in General Economics, Econometrics and Finance. The topics of these papers are Financial Risk and Volatility Modeling (70 papers), Stochastic processes and financial applications (50 papers) and Complex Systems and Time Series Analysis (38 papers). George Tauchen is often cited by papers focused on Financial Risk and Volatility Modeling (70 papers), Stochastic processes and financial applications (50 papers) and Complex Systems and Time Series Analysis (38 papers) and collaborates with scholars based in United States, Germany and China. George Tauchen's co-authors include A. Ronald Gallant, Viktor Todorov, Tim Bollerslev, Tim Bollerslev and Jia Li and has published in prestigious journals such as The Journal of Finance, Journal of the American Statistical Association and Journal of Financial Economics

In The Last Decade

Rankless by CCL
2025