George Tauchen

Identifiers

• name variant George Tauchen 0.60 · backfill

Papers (5)

1. Limit theorems for the empirical distribution function of scaled increments of It\^{o} semimartingales at high frequencies math.PR · 2014 · author #2
2. Nonparametric test for a constant beta between \Ito semi-martingales based on high-frequency data math.ST · 2014 · author #3
3. Volatility occupation times math.ST · 2013 · author #3
4. Realized Laplace transforms for pure-jump semimartingales math.ST · 2012 · author #2
5. Limit theorems for power variations of pure-jump processes with application to activity estimation math.PR · 2011 · author #2

Mentions

• 1407.0518 #2 · backfill · confidence 0.70 George Tauchen
• 1403.0349 #3 · backfill · confidence 0.70 George Tauchen
• 1309.4667 #3 · backfill · confidence 0.70 George Tauchen
• 1207.5615 #2 · backfill · confidence 0.70 George Tauchen
• 1104.1064 #2 · backfill · confidence 0.70 George Tauchen

Frequent Coauthors

• Viktor Todorov 5 shared papers
• Jia Li 1 shared papers
• Markus Rei{\ss} 1 shared papers