George Tauchen, William Henry Glasson Professor of Economics and Professor of Finance
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Research Interests: Econometrics, Financial Economics
George Tauchen is the William Henry Glasson Professor of Economics and Professor of Finance, 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. Tauchen is a fellow of the Econometric Society and a fellow of the American Statistical Association. He is also the 2003 Duke University Scholar/Teacher of the Year. His fields are time series econometrics and financial econometrics. Professor Tauchen regularly gives research seminars at major U.S. research universities and at international meetings, conferences, and research institutes. He was Visiting Fellow at the Australian National University, and he gave one of the major invited addresses at the Seventh World Congress of the Econometric Society in Tokyo, Japan. He has lectured in such diverse places as Taipei, Santiago de Chile, London, Paris, Vienna, Helsinki, and Tokyo. He is currently Co-Editor of the Journal of Financial Econometrics, and he is former Editor of the Journal of Business and Economic Statistics (JBES) and former Associate Editor of Econometrica, Econometric Theory, Journal of Econometrics, The Journal of the American Statistical Association, and JBES.
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