Work

Notes on financial econometrics

Year: 2001

Type: article

Source: Journal of Econometrics

DOI: 10.1016/s0304-4076(00)00054-3

Author: George Tauchen

Institution: Duke University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2163064859

FWCI: 2.265

Cites: 42

Cited by: 15

Related to: 10