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Specification Analysis of Continuous Time Models in Finance

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Date
1995-10
Authors
Gallant, A Ronald
Tauchen, George
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Type
Scholarly edition
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https://hdl.handle.net/10161/2063
Citation
Gallant, A Ronald; & Tauchen, George (1995). Specification Analysis of Continuous Time Models in Finance. Retrieved from https://hdl.handle.net/10161/2063.
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Scholars@Duke

Tauchen

George E. Tauchen

William Henry Glasson Distinguished Professor of Economics
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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