World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
57
Citations
26505
World Ranking
925
National Ranking
580

George Tauchen publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where George Tauchen sits on this spectrum.

42–46 publications: 1 scientists 47–51 publications: 12 scientists 52–56 publications: 7 scientists 57–61 publications: 23 scientists 62–66 publications: 32 scientists 67–71 publications: 36 scientists 72–76 publications: 56 scientists 77–81 publications: 57 scientists 82–86 publications: 70 scientists 87–91 publications: 86 scientists 92–96 publications: 72 scientists 97–101 publications: 106 scientists 102–106 publications: 97 scientists 107–111 publications: 96 scientists 112–116 publications: 101 scientists 117–121 publications: 103 scientists 122–126 publications: 102 scientists 127–131 publications: 108 scientists 132–136 publications: 107 scientists 137–141 publications: 111 scientists 142–146 publications: 94 scientists 147–151 publications: 96 scientists 152–156 publications: 100 scientists 157–161 publications: 74 scientists 162–166 publications: 68 scientists 167–171 publications: 91 scientists 172–176 publications: 76 scientists 177–181 publications: 75 scientists 182–186 publications: 61 scientists 187–191 publications: 66 scientists 192–196 publications: 68 scientists 197–201 publications: 71 scientists 202–206 publications: 60 scientists 207–211 publications: 56 scientists 212–216 publications: 44 scientists 217–221 publications: 51 scientists 222–226 publications: 65 scientists 227–231 publications: 48 scientists 232–236 publications: 59 scientists 237–241 publications: 37 scientists 242–246 publications: 37 scientists 247–251 publications: 41 scientists 252–256 publications: 43 scientists 257–261 publications: 33 scientists 262–266 publications: 34 scientists 267–271 publications: 39 scientists 272–276 publications: 25 scientists 277–281 publications: 29 scientists 282–286 publications: 29 scientists 287–291 publications: 26 scientists 292–296 publications: 31 scientists 297–301 publications: 31 scientists 302–306 publications: 24 scientists 307–311 publications: 28 scientists 312–316 publications: 24 scientists 317–321 publications: 13 scientists 322–326 publications: 14 scientists 327–331 publications: 25 scientists 332–336 publications: 18 scientists 337–341 publications: 16 scientists 342–346 publications: 18 scientists 347–351 publications: 15 scientists 352–356 publications: 17 scientists 357–361 publications: 19 scientists 362–366 publications: 16 scientists 367–371 publications: 17 scientists 372–376 publications: 7 scientists 377–381 publications: 18 scientists 382–386 publications: 13 scientists 387–391 publications: 19 scientists 392–396 publications: 9 scientists 397–401 publications: 10 scientists 402–406 publications: 13 scientists 407–411 publications: 13 scientists 412–416 publications: 5 scientists 417–421 publications: 10 scientists 422–426 publications: 6 scientists 427–431 publications: 12 scientists 432–436 publications: 9 scientists 437–441 publications: 9 scientists 442–446 publications: 10 scientists 447–451 publications: 12 scientists 452–456 publications: 8 scientists 457–461 publications: 4 scientists 462–466 publications: 7 scientists 467–471 publications: 4 scientists 472–476 publications: 5 scientists 477–481 publications: 6 scientists 482–486 publications: 7 scientists 487–491 publications: 8 scientists 492–496 publications: 5 scientists 497–501 publications: 4 scientists 502–506 publications: 4 scientists 507–511 publications: 5 scientists 512–516 publications: 7 scientists 517–520 publications: 7 scientists 521+ publications: 99 scientists
42 publications 521+

This scientist: 140 publications — 36th percentile

36% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 521 publications or more.

George Tauchen D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where George Tauchen sits on this spectrum.

30 D-Index: 126 scientists 31 D-Index: 147 scientists 32 D-Index: 157 scientists 33 D-Index: 178 scientists 34 D-Index: 171 scientists 35 D-Index: 141 scientists 36 D-Index: 132 scientists 37 D-Index: 129 scientists 38 D-Index: 130 scientists 39 D-Index: 120 scientists 40 D-Index: 117 scientists 41 D-Index: 113 scientists 42 D-Index: 114 scientists 43 D-Index: 97 scientists 44 D-Index: 115 scientists 45 D-Index: 86 scientists 46 D-Index: 78 scientists 47 D-Index: 83 scientists 48 D-Index: 62 scientists 49 D-Index: 74 scientists 50 D-Index: 50 scientists 51 D-Index: 66 scientists 52 D-Index: 69 scientists 53 D-Index: 55 scientists 54 D-Index: 67 scientists 55 D-Index: 61 scientists 56 D-Index: 62 scientists 57 D-Index: 45 scientists 58 D-Index: 34 scientists 59 D-Index: 47 scientists 60 D-Index: 46 scientists 61 D-Index: 36 scientists 62 D-Index: 37 scientists 63 D-Index: 56 scientists 64 D-Index: 50 scientists 65 D-Index: 32 scientists 66 D-Index: 28 scientists 67 D-Index: 30 scientists 68 D-Index: 24 scientists 69 D-Index: 25 scientists 70 D-Index: 22 scientists 71 D-Index: 21 scientists 72 D-Index: 26 scientists 73 D-Index: 24 scientists 74 D-Index: 23 scientists 75 D-Index: 12 scientists 76 D-Index: 14 scientists 77 D-Index: 15 scientists 78 D-Index: 15 scientists 79 D-Index: 17 scientists 80 D-Index: 17 scientists 81 D-Index: 11 scientists 82 D-Index: 10 scientists 83 D-Index: 16 scientists 84 D-Index: 11 scientists 85 D-Index: 5 scientists 86 D-Index: 9 scientists 87 D-Index: 13 scientists 88 D-Index: 9 scientists 89 D-Index: 7 scientists 90 D-Index: 6 scientists 91 D-Index: 4 scientists 92 D-Index: 8 scientists 93 D-Index: 10 scientists 94 D-Index: 11 scientists 95 D-Index: 6 scientists 96 D-Index: 4 scientists 97 D-Index: 4 scientists 98 D-Index: 6 scientists 99 D-Index: 6 scientists 100 D-Index: 8 scientists 101+ D-Index: 100 scientists
30 D-Index 101+

This scientist: 57 D-Index — 76th percentile

76% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 101 D-Index or more.

Research.com Recognitions

  • 1994 - Fellows of the Econometric Society
  • 1993 - Fellow of the American Statistical Association (ASA)

Overview

George Tauchen is affiliated with Duke University in the United States. Their research spans the fields of Economics, Econometrics, and Finance, with a focus on subfields including Finance and Economics and Econometrics. The main topics addressed in their work cover Financial Markets and Investment Strategies, Market Dynamics and Volatility, Housing Market and Economics, Stochastic Processes and Financial Applications, and Financial Risk and Volatility Modeling.

Their publication record includes work in several academic venues:

  • Journal of Financial Econometrics
  • Journal of risk and financial management
  • Journal of Econometrics
  • UNC Libraries

Selected recent papers authored or co-authored by George Tauchen include:

  • Disagreement in Market Index Options, 2023, Journal of Financial Econometrics
  • Cash Flows Discounted Using a Model-Free SDF Extracted under a Yield Curve Prior, 2021, Journal of risk and financial management
  • New directions in nonlinear structural estimation: Bayes and Frequentist, 2021, Journal of Econometrics
  • Using Daily Range Data to Calibrate Volatility Diffusions and Extract the Forward Integrated Variance, 2021, UNC Libraries

Frequent co-authors collaborating with George Tauchen include:

  • A. Ronald Gallant
  • Guilherme Ferreira Pelucio Salome
  • Jia Li
  • Chien Te Hsu

Their work predominantly deals with quantitative and econometric methods applied to financial markets, with notable attention to volatility modeling and risk assessment. The distribution of research topics also reflects an interdisciplinary approach combining elements of economics, finance, and statistical modeling.

George Tauchen has been recognized by professional organizations through fellowships, including:

  • Fellows of the Econometric Society, 1994
  • Fellow of the American Statistical Association (ASA), 1993

Best Publications

  • Finite state markov-chain approximations to univariate and vector autoregressions

    George Tauchen

  • THE PRICE VARIABILITY-VOLUME RELATIONSHIP ON SPECULATIVE MARKETS

    George E Tauchen;Mark Pitts

  • Stock Prices and Volume

    A. Ronald Gallant;Peter E. Rossi;George Tauchen

  • Expected Stock Returns and Variance Risk Premia

    Tim Bollerslev;George Tauchen;Hao Zhou

  • Expected Stock Returns and Variance Risk Premia

    Unknown

  • WHICH MOMENTS TO MATCH

    A. Ronald Gallant;George Tauchen

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

    George Tauchen;Robert Hussey

  • Alternative models for stock price dynamics

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

  • The Relative Contribution of Jumps to Total Price Variance

    Xin Huang;George Tauchen

  • "Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications"

    A Ronald Gallant;George Tauchen

  • Nonlinear dynamic structures

    A. Ronald Gallant;Peter E. Rossi;George Tauchen

  • Leverage and Volatility Feedback Effects in High-Frequency Data

    Tim Bollerslev;Julia Litvinova;George Tauchen

  • The Effect of Liquor Taxes on Heavy Drinking

    Philip J. Cook;George Tauchen

  • Diagnostic testing and evaluation of maximum likelihood models

    George E Tauchen

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

    George E Tauchen

  • Estimation of stochastic volatility models with diagnostics

    A.Ronald Gallant;David Hsieh;George Tauchen

  • Risk, Jumps, and Diversification

    Tim Bollerslev;Tzuo Hann Law;George Tauchen

  • USING DAILY RANGE DATA TO CALIBRATE VOLATILITY DIFFUSIONS AND EXTRACT THE FORWARD INTEGRATED VARIANCE

    A. Ronald Gallant;Chien-Te Hsu;George Tauchen

  • On Fitting A Recalcitrant Series: The Pound/Dollar Exchange Rate, 1974- 83

    A. Gallant;D. Hsieh;George Tauchen

  • Reprojecting Partially Observed Systems with Application to Interest Rate Diffusions

    A. Ronald Gallant;George Tauchen

  • Nonparametric and Semiparametric Methods in Econometrics and Statistics

    William Barnett;James Powell;George Tauchen

Frequent Co-Authors

Viktor Todorov
Viktor Todorov Northwestern University
A. Ronald Gallant
A. Ronald Gallant Pennsylvania State University
Tim Bollerslev
Tim Bollerslev Duke University
Eric Ghysels
Eric Ghysels University of North Carolina at Chapel Hill
Mikhail Chernov
Mikhail Chernov University of California, Los Angeles
Torben G. Andersen
Torben G. Andersen Northwestern University
David A. Hsieh
David A. Hsieh Duke University
Hao Zhou
Hao Zhou Tsinghua University
James L. Powell
James L. Powell University of California, Berkeley
William A. Barnett
William A. Barnett University of Kansas

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