George Tauchen
George Tauchen publishes mostly in Finance, Economics and Econometrics and General Economics, Econometrics and Finance, on topics such as Financial Risk and Volatility Modeling, Stochastic processes and financial applications and Market Dynamics and Volatility.
- World rank
- #14,603 of 1,633,909 ranked researchers
- Rank in United States
- #6,986 of 358,040
- Works
- 44
- Citations
- 1.4k
- Citations per work
- 31.4
What does George Tauchen research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance45% of their works
- 2Economics and Econometrics26% of their works
- 3General Economics, Econometrics and Finance12% of their works
- 4Statistics and Probability6% of their works
- 5Education4% of their works
- 6Mathematical Physics2% of their works
Research topics
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Market Dynamics and Volatility
- Complex Systems and Time Series Analysis
- Monetary Policy and Economic Impact
- Statistical Methods and Inference
- Energy Load and Power Forecasting
- Stochastic processes and statistical mechanics
Which keywords describe George Tauchen's research?
The keywords of their largest research topics: GARCH Models, Volatility, Monetary Policy, Option Pricing, Stochastic Calculus, Economic Growth, Economic Policy Uncertainty and Econophysics.
- Load Forecasting
- Electricity Price Forecasting
- Regularization
- Multifractal Analysis
- Econophysics
- Economic Growth
- Option Pricing
- Volatility
- GARCH Models
- Monetary Policy
- Stochastic Calculus
- Economic Policy Uncertainty
- Fiscal Policy
- Oil Price Shocks
- Variable Selection
- Interacting Particle Systems
- Scaling Limits
Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.
All 17 words, with their numbers
- GARCH Models141 topic
- Volatility141 topic
- Monetary Policy122 topics
- Option Pricing71 topic
- Stochastic Calculus71 topic
- Economic Growth61 topic
- Economic Policy Uncertainty61 topic
- Econophysics61 topic
- Fiscal Policy61 topic
- Multifractal Analysis61 topic
- Oil Price Shocks61 topic
- Regularization31 topic
- Variable Selection31 topic
- Electricity Price Forecasting11 topic
- Interacting Particle Systems11 topic
- Load Forecasting11 topic
- Scaling Limits11 topic
Where does George Tauchen work?
George Tauchen's main affiliation in the publication record is Duke University, United States.
How many publications and citations does George Tauchen have?
Science Explorer counts 44 works and 1,380 citations for George Tauchen, ranking #14,603 of 1,633,909 researchers worldwide on the composite score.
Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.
Papers, co-authors, who cited this work and researchers on the nearest topics are in the interactive view on the map. Is this your page? Request a correction or removal.