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Disambiguation of "Tauchen, George"

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Frontiers of financial econometrics and financial engineering

, and . Journal of Econometrics, 116 (1-2): 1--7 (00 2003)

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Tauchen Ting

Anika Tauchen

George Mertzios

Combinatorial optimization and recognition of graph classes with applications to related models. TU Aachen, (2009)

Andrew George

George Teodoru

 

Other publications of authors with the same name

Notes on financial econometrics. Journal of Econometrics, 100 (1): 57--64 (January 2001)A note on the asymptotic lower bound for the covariance matrix of the GMM estimator of the parameters of agents' utility functions. Economics Letters, 20 (2): 151--155 (1986)The relative efficiency of method of moments estimators, and . Journal of Econometrics, 92 (1): 149--172 (September 1999)Alternative models for stock price dynamics, , , and . Journal of Econometrics, 116 (1-2): 225--257 (00 2003)Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models, and . Econometrica, 59 (2): 371-396 (March 1991)The bias of tests for a risk premium in forward exchange rates. Journal of Empirical Finance, 8 (5): 695--704 (December 2001)Frontiers of financial econometrics and financial engineering, and . Journal of Econometrics, 116 (1-2): 1--7 (00 2003)Nonparametric estimation of structural models for high-frequency currency market data, , , and . Journal of Econometrics, 66 (1-2): 251--287 (00 1995)Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution, , and . Journal of Econometrics, 45 (1-2): 141--179 (00 1990)Diagnostic testing and evaluation of maximum likelihood models. Journal of Econometrics, 30 (1-2): 415--443 (00 1985)