| Finite state markov-chain approximations to univariate and vector autoregressions G Tauchen Economics letters 20 (2), 177-181, 1986 | 2402 | 1986 |
| The price variability-volume relationship on speculative markets GE Tauchen, M Pitts Econometrica: Journal of the Econometric Society, 485-505, 1983 | 2317 | 1983 |
| Stock prices and volume AR Gallant, PE Rossi, G Tauchen The Review of Financial Studies 5 (2), 199-242, 1992 | 2119 | 1992 |
| Expected stock returns and variance risk premia T Bollerslev, G Tauchen, H Zhou The Review of Financial Studies 22 (11), 4463-4492, 2009 | 1933 | 2009 |
| Which moments to match? AR Gallant, G Tauchen Econometric theory 12 (4), 657-681, 1996 | 1607 | 1996 |
| Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models G Tauchen, R Hussey Econometrica: Journal of the Econometric Society, 371-396, 1991 | 1311 | 1991 |
| Alternative models for stock price dynamics M Chernov, AR Gallant, E Ghysels, G Tauchen Journal of Econometrics 116 (1-2), 225-257, 2003 | 1155 | 2003 |
| The relative contribution of jumps to total price variance X Huang, G Tauchen Journal of financial econometrics 3 (4), 456-499, 2005 | 1153 | 2005 |
| Seminonparametric estimation of conditionally constrained heterogeneous processes: Asset pricing applications AR Gallant, G Tauchen Econometrica: Journal of the Econometric Society, 1091-1120, 1989 | 605 | 1989 |
| Leverage and volatility feedback effects in high-frequency data T Bollerslev, J Litvinova, G Tauchen Journal of Financial Econometrics 4 (3), 353-384, 2006 | 591 | 2006 |
| Nonlinear dynamic structures AR Gallant, PE Rossi, G Tauchen Econometrica: Journal of the Econometric Society, 871-907, 1993 | 582 | 1993 |
| The effect of liquor taxes on heavy drinking PJ Cook, G Tauchen The Bell Journal of Economics, 379-390, 1982 | 567 | 1982 |
| Diagnostic testing and evaluation of maximum likelihood models G Tauchen Journal of Econometrics 30 (1-2), 415-443, 1985 | 532 | 1985 |
| Statistical properties of generalized method-of-moments estimators of structural parameters obtained from financial market data G Tauchen Journal of Business & Economic Statistics 4 (4), 397-416, 1986 | 503 | 1986 |
| Estimation of stochastic volatility models with diagnostics AR Gallant, D Hsieh, G Tauchen Journal of econometrics 81 (1), 159-192, 1997 | 463 | 1997 |
| Risk, jumps, and diversification T Bollerslev, TH Law, G Tauchen Journal of Econometrics 144 (1), 234-256, 2008 | 363 | 2008 |
| Using daily range data to calibrate volatility diffusions and extract the forward integrated variance AR Gallant, CT Hsu, G Tauchen Review of Economics and Statistics 81 (4), 617-631, 1999 | 325 | 1999 |
| Reprojecting partially observed systems with application to interest rate diffusions AR Gallant, G Tauchen Journal of the American Statistical Association 93 (441), 10-24, 1998 | 304 | 1998 |
| Volatility jumps V Todorov, G Tauchen Journal of Business & Economic Statistics 29 (3), 356-371, 2011 | 299 | 2011 |
| 0n Fitting a Recalci trant Series: The Pound/Doll ar Exchange Rate, 1974-83 AR Gallant, DA Hsieh, GE Tauchen | 299 | 1988 |
