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Specification Analysis of Continuous Time Models in Finance
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https://hdl.handle.net/10161/2063Citation
Gallant, A Ronald; & Tauchen, George (1995). Specification Analysis of Continuous Time Models in Finance. Retrieved from https://hdl.handle.net/10161/2063.Collections
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George E. Tauchen
William Henry Glasson Distinguished Professor Emeritus
George Tauchen is the William Henry Glasson Professor of Economics and professor of
finance at the Fuqua School of Business. He joined the Duke faculty in 1977 after
receiving his Ph.D. from the University of Minnesota. He did his undergraduate work
at the University of Wisconsin. Professor Tauchen is a fellow of the Econometric Society,
the American Statistical Association, the Journal of Econometrics, and the Society
for Financial Econometrics (SoFie). He is also the 2003 Duke University Sc

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