Mikhail Chernov
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| No-arbitrage macroeconomic determinants of the yield curve Journal of Econometrics | 2016-08-04 | Paper |
| Monetary policy regimes and the term structure of interest rates Journal of Econometrics | 2013-12-11 | Paper |
| Efficient estimation of general dynamic models with a continuum of moment conditions Journal of Econometrics | 2012-09-23 | Paper |
| Unspanned stochastic volatility in affine models: evidence from Eurodollar futures and options Management Science | 2012-03-01 | Paper |
| A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation | 2006-03-09 | Paper |
| Alternative models for stock price dynamics. Journal of Econometrics | 2003-08-07 | Paper |
| Empirical reverse engineering of the pricing kernel. Journal of Econometrics | 2003-08-07 | Paper |
Research outcomes over time
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