Mikhail Chernov

Available identifiers

zbMath Open chernov.mikhailMaRDI QIDQ386941

List of research outcomes

Publication	Date of Publication	Type
No-arbitrage macroeconomic determinants of the yield curve	2016-08-04	Paper
Monetary policy regimes and the term structure of interest rates	2013-12-11	Paper
Efficient estimation of general dynamic models with a continuum of moment conditions	2012-09-23	Paper
Unspanned Stochastic Volatility in Affine Models: Evidence from Eurodollar Futures and Options	2012-03-01	Paper
https://portal.mardi4nfdi.de/entity/Q3374321	2006-03-09	Paper
Alternative models for stock price dynamics.	2003-08-07	Paper
Empirical reverse engineering of the pricing kernel.	2003-08-07	Paper

Research outcomes over time

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