A. Tauchen: search on Z-Library

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1

Expected Stock Returns and Variance Risk Premia

Bollerslev, T., Tauchen, G., Zhou, H.

Journal:

Review of Financial Studies

Year:

2009

Language:

english

File:

PDF, 304 KB

english, 2009

2

The Price Variability-Volume Relationship on Speculative Markets

George E. Tauchen and Mark Pitts

Journal:

Year:

1983

Language:

english

File:

PDF, 586 KB

english, 1983

3

Risk, jumps, and diversification

Tim Bollerslev, Tzuo Hann Law, George Tauchen

Journal:

Journal of Econometrics

Year:

2008

Language:

english

File:

PDF, 2.09 MB

english, 2008

4

Alternative models for stock price dynamics

Mikhail Chernov, A. Ronald Gallant, Eric Ghysels, George Tauchen

Journal:

Journal of Econometrics

Year:

2003

Language:

english

File:

PDF, 551 KB

english, 2003

5

Which Moments to Match?

Gallant, A. Ronald, Tauchen, George

Journal:

Econometric Theory

Year:

1996

Language:

english

File:

PDF, 1.15 MB

english, 1996

6

Diagnostic testing and evaluation of maximum likelihood models

Journal:

Journal of Econometrics

Year:

1985

Language:

english

File:

PDF, 1.53 MB

english, 1985

7

Realized jumps on financial markets and predicting credit spreads

George Tauchen, Hao Zhou

Journal:

Journal of Econometrics

Year:

2011

Language:

english

File:

PDF, 1.35 MB

english, 2011

8

Stock Prices and Volume

Gallant, A. R., Rossi, P. E., Tauchen, G.

Journal:

Review of Financial Studies

Year:

1992

Language:

english

File:

PDF, 2.02 MB

english, 1992

9

Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle

Ravi Bansal, George Tauchen and Hao Zhou

Journal:

Journal of Business and Economic Statistics

Year:

2004

Language:

english

File:

PDF, 759 KB

english, 2004

10

In vitro antioxidant and anti-proliferative activity of Ethiopian medicinal plant extracts

Tauchen, Jan, Doskocil, Ivo, Caffi, Cecilia, Lulekal, Ermias, Marsik, Petr, Havlik, Jaroslav, Damme, Patrick Van, Kokoska, Ladislav

Journal:

Industrial Crops and Products

Year:

2015

Language:

english

File:

PDF, 1.18 MB

english, 2015

11

A gestão ambiental em instituições de ensino superior: modelo para implantação em campus universitário

Tauchen, Joel, Brandli, Luciana Londero

Journal:

Gestão & Produção

Year:

2006

File:

PDF, 775 KB

2006

12

Nonparametric estimation of structural models for high-frequency currency market data

Ravi Bansal, A.Ronald Gallant, Robert Hussey, George Tauchen

Journal:

Journal of Econometrics

Year:

1995

Language:

english

File:

PDF, 2.32 MB

english, 1995

13

Frontiers of financial econometrics and financial engineering

Eric Ghysels, George Tauchen

Journal:

Journal of Econometrics

Year:

2003

Language:

english

File:

PDF, 71 KB

english, 2003

14

The relative efficiency of method of moments estimators

A. Ronald Gallant, George Tauchen

Journal:

Journal of Econometrics

Year:

1999

Language:

english

File:

PDF, 434 KB

english, 1999

15

The bias of tests for a risk premium in forward exchange rates

Journal:

Journal of Empirical Finance

Year:

2001

Language:

english

File:

PDF, 72 KB

english, 2001

16

Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models

Tauchen, George, Hussey, Robert

Journal:

Year:

1991

Language:

english

File:

PDF, 474 KB

english, 1991

17

The Realized Laplace Transform of Volatility

Viktor Todorov, George Tauchen

Journal:

Year:

2012

Language:

english

File:

PDF, 261 KB

english, 2012

18

Risk and return: Long-run relations, fractional cointegration, and return predictability

Bollerslev, Tim, Osterrieder, Daniela, Sizova, Natalia, Tauchen, George

Journal:

Journal of Financial Economics

Year:

2013

Language:

english

File:

PDF, 1.14 MB

english, 2013

19

Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained From Financial Market Data

Tauchen, George

Journal:

Journal of Business and Economic Statistics

Year:

1986

Language:

english

File:

PDF, 694 KB

english, 1986

20

Tax Compliance: An Investigation Using Individual Taxpayer Compliance Measurement Program (TCMP) Data

Helen V. Tauchen, Ann Dryden Witte and Kurt J. Beron

Journal:

Journal of Quantitative Criminology

Year:

1993

Language:

english

File:

PDF, 1.94 MB

english, 1993

21

Simulation Methods for Lévy-Driven Continuous-Time Autoregressive Moving Average (CARMA) Stochastic Volatility Models

Viktor Todorov and George Tauchen

Journal:

Journal of Business and Economic Statistics

Year:

2006

Language:

english

File:

PDF, 1.95 MB

english, 2006

22

[Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes]: Comment

Journal:

Journal of Business and Economic Statistics

Year:

2002

Language:

english

File:

PDF, 128 KB

english, 2002

23

Testing Target-Zone Models Using Efficient Method of Moments

Chae-Shick Chung and George Tauchen

Journal:

Journal of Business and Economic Statistics

Year:

2001

Language:

english

File:

PDF, 686 KB

english, 2001

24

[Testing Target-Zone Models Using Efficient Method of Moments]: Reply

Chae-Shick Chung and George Tauchen

Journal:

Journal of Business and Economic Statistics

Year:

2001

Language:

english

File:

PDF, 114 KB

english, 2001

25

Criminal Deterrence: Revisiting the Issue with a Birth Cohort

Helen Tauchen, Ann Dryden Witte and Harriet Griesinger

Journal:

Review of Economics and Statistics

Year:

1994

Language:

english

File:

PDF, 352 KB

english, 1994

26

Volatility Jumps

Todorov, Viktor, Tauchen, George

Journal:

Journal of Business and Economic Statistics

Year:

2011

Language:

english

File:

PDF, 380 KB

english, 2011

27

Simulation Methods for Lévy-Driven Continuous-Time Autoregressive Moving Average (CARMA) Stochastic Volatility Models

Todorov, Viktor, Tauchen, George

Journal:

Journal of Business and Economic Statistics

Year:

2006

Language:

english

File:

PDF, 500 KB

english, 2006

28

Expected Stock Returns and Variance Risk Premia

Tim Bollerslev, George Tauchen and Hao Zhou

Journal:

Review of Financial Studies

Year:

2009

Language:

english

File:

PDF, 2.06 MB

english, 2009

29

Stochastic Volatility in General Equilibrium

Tauchen, George

Journal:

The Quarterly Journal of Finance

Year:

2011

Language:

english

File:

PDF, 221 KB

english, 2011

30

High strength of welded joints in steel 15128.5 pipeline

Pilous, V, Tauchen, J, Stransky, K

Journal:

Welding International

Year:

1993

Language:

english

File:

PDF, 1.21 MB

english, 1993

31

Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle

Bansal, Ravi, Tauchen, George, Zhou, Hao

Journal:

Journal of Business and Economic Statistics

Year:

2004

Language:

english

File:

PDF, 1.34 MB

english, 2004

32

In vitro immunomodulatory activity, cytotoxicity and chemistry of some central European polypores

Doskocil, Ivo, Havlik, Jaroslav, Verlotta, Roberta, Tauchen, Jan, Vesela, Lucia, Macakova, Katerina, Opletal, Lubomir, Kokoska, Ladislav, Rada, Vojtech

Journal:

Pharmaceutical Biology

Year:

2016

Language:

english

File:

PDF, 974 KB

english, 2016

33

Robust Jump Regressions

Li, Jia, Todorov, Viktor, Tauchen, George

Journal:

Journal of the American Statistical Association

Year:

2016

Language:

english

File:

PDF, 398 KB

english, 2016

34

Papers and Proceedings of the Forty-Third Annual Meeting American Finance Association, Dallas, Texas, December 28-30, 1984 || An Investigation of Transactions Data for NYSE Stocks: Discussion

Journal:

The Journal of Finance

Year:

1985

Language:

english

File:

PDF, 202 KB

english, 1985

35

The chemistry and pharmacology of Edelweiss: a review

Tauchen, Jan, Kokoska, Ladislav

Journal:

Phytochemistry Reviews

Year:

2017

Language:

english

File:

PDF, 781 KB

english, 2017

36

Adaptive estimation of continuous-time regression models using high-frequency data

Li, Jia, Todorov, Viktor, Tauchen, George

Journal:

Journal of Econometrics

Year:

2017

Language:

english

File:

PDF, 555 KB

english, 2017

37

Realized Jumps on Financial Markets and Predicting Credit Spreads

Tauchen, George E., Zhou, Hao

Journal:

SSRN Electronic Journal

Year:

2006

Language:

english

File:

PDF, 821 KB

english, 2006

38

Gestão da docência universitária: o stress na vida dos professores iniciantes

Tauchen, Gionara, Cofferri, Fernanda Fátima, Castilla, Eliana Ortiz, Alvarenga, Bruna Telmo, Borges, Daniele Simões, Neves, Camila Ferreira Pinto das

Journal:

Revista Gestão Universitária na América Latina - GUAL

Year:

2016

File:

PDF, 835 KB

2016

39

Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution

A.Ronald Gallant, Lars Peter Hansen, George Tauchen

Journal:

Journal of Econometrics

Year:

1990

Language:

english

File:

PDF, 1.99 MB

english, 1990

40

A discrete-time model for daily S & P500 returns and realized variations: Jumps and leverage effects

Tim Bollerslev, Uta Kretschmer, Christian Pigorsch, George Tauchen

Journal:

Journal of Econometrics

Year:

2009

Language:

english

File:

PDF, 15.24 MB

english, 2009

41

Activity signature functions for high-frequency data analysis

Viktor Todorov, George Tauchen

Journal:

Journal of Econometrics

Year:

2010

Language:

english

File:

PDF, 5.69 MB

english, 2010

42

Pricing of the time-change risks

Ivan Shaliastovich, George Tauchen

Journal:

Journal of Economic Dynamics and Control

Year:

2011

Language:

english

File:

PDF, 710 KB

english, 2011

43

Estimation of stochastic volatility models with diagnostics

A.Ronald Gallant, David Hsieh, George Tauchen

Journal:

Journal of Econometrics

Year:

1997

Language:

english

File:

PDF, 1.96 MB

english, 1997

44

A Normalized Tree Index for identification of correlated clinical parameters in microarray experiments

Christian W Martin, Anika Tauchen, Anke Becker, Tim W Nattkemper

Journal:

Year:

2011

Language:

english

File:

PDF, 542 KB

english, 2011

45

Regulatory policy and economies of scale in the U.S. intercity bus industry

Frederic D. Fravel, Helen Tauchen, Gorman Gilbert

Journal:

Year:

1982

Language:

english

File:

PDF, 899 KB

english, 1982

46

Tax compliance: An investigation using individual taxpayer compliance measurement program (TCMP) data

Helen V. Tauchen, Ann Dryden Witte, Kurt J. Beron

Journal:

Journal of Quantitative Criminology

Year:

1993

Language:

english

File:

PDF, 1.48 MB

english, 1993

47

Volume, volatility, and leverage: A dynamic analysis

George Tauchen, Harold Zhang, Ming Liu

Journal:

Journal of Econometrics

Year:

1996

Language:

english

File:

PDF, 1.69 MB

english, 1996

48

Electrodisintegration of the deuteron in the Δ-resonance region

B. Boden, A. Breest, F. Frommberger, G. Knop, G. Kranefeld, N. Leiendecker, R. Listl, H. Putsch, T. Reichelt, R. Reuter, H. Sarma-Rhode, H.-D. Schablitzky, H.H. Schmitz, R. Tauchen, D. Wehrmeister, M.

Journal:

Nuclear Physics A

Year:

1992

Language:

english

File:

PDF, 527 KB

english, 1992

49

Notes on financial econometrics

Journal:

Journal of Econometrics

Year:

2001

Language:

english

File:

PDF, 97 KB

english, 2001

50

Rational Pessimism, Rational Exuberance, and Asset Pricing Models

BANSAL, RAVI, GALLANT, A. RONALD, TAUCHEN, GEORGE

Journal:

Review of Economic Studies

Year:

2007

Language:

english

File:

PDF, 452 KB

english, 2007