Standout Papers

Expected Stock Returns and Variance ... 1983 2026 1997 2011 1.2k
  1. Expected Stock Returns and Variance Risk Premia (2009)
    Tim Bollerslev, George Tauchen et al. Review of Financial Studies
  2. The Price Variability-Volume Relationship on Speculative Markets (1983)
    George Tauchen, Mark Pitts Econometrica
  3. Stock Prices and Volume (1992)
    A. Ronald Gallant, Peter E. Rossi et al. Review of Financial Studies
  4. Finite state markov-chain approximations to univariate and vector autoregressions (1986)
    George Tauchen Economics Letters
  5. Alternative models for stock price dynamics (2003)
    Mikhail Chernov, A. Ronald Gallant et al. Journal of Econometrics
  6. Which Moments to Match? (1996)
    A. Ronald Gallant, George Tauchen Econometric Theory
  7. Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models (1991)
    George Tauchen, Robert Hussey Econometrica

Immediate Impact

15 by Nobel laureates 2 from Science/Nature 101 standout
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Citing Papers

Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
2025 Standout
The Price of Political Uncertainty: Theory and Evidence from the Option Market
2016 Standout

Works of George Tauchen being referenced

Expected Stock Returns and Variance Risk Premia
2009 Standout
Alternative models for stock price dynamics
2003 Standout

Author Peers

Author Last Decade Papers Cites
George Tauchen 8018 6768 3119 106 10.6k
Kenneth J. Singleton 13181 7684 5824 91 16.9k
Charles R. Nelson 5971 8737 8051 117 13.2k
Adrian Pagan 3173 5034 3697 98 7.3k
David E. Runkle 7400 7662 3489 44 10.1k
Christian Gouriéroux 3618 3931 1853 224 7.7k
Jonathan H. Wright 5512 5295 5427 163 8.5k
Larry G. Epstein 6057 7885 2596 94 11.5k
Jonathan E. Ingersoll 11124 6014 2477 57 12.9k
Francis A. Longstaff 11425 4961 2115 108 12.7k
Andrew Weiss 5592 7014 2187 63 12.3k

All Works

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2026