2009
Expected Stock Returns and Variance Risk Premia
Tim Bollerslev, George E. Tauchen, Hao Zhou
Review of Financial StudiesTop-listed
1.9k
cites
Faculty
George E. Tauchen is a Finance scholar at Duke University. Research spans Financial Risk and Volatility Modeling, Stochastic processes and financial applications. 163 works, 18k citations (h-index 50).
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Affiliation on publications · Duke University
Tim Bollerslev, George E. Tauchen, Hao Zhou
Review of Financial StudiesTop-listed
Economics LettersCore
George E. Tauchen, Mark Pitts
EconometricaTop-listed