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Empirical reverse engineering of the pricing kernel
Chernov, Mikhail - In: Journal of econometrics 116 (2003) 1/2, pp. 329-364
Persistent link: https://www.econbiz.de/10001772154
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Alternative models for stock price dynamics
Chernov, Mikhail; Gallant, A. Ronald; Ghysels, Eric; … - In: Journal of econometrics 116 (2003) 1/2, pp. 225-257
Persistent link: https://www.econbiz.de/10001772148
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Efficient estimation of general dynamic models with a continuum of moment conditions
Carrasco, Marine; Chernov, Mikhail; Florens, Jean-Pierre; … - In: Journal of econometrics 140 (2007) 2, pp. 529-573
Persistent link: https://www.econbiz.de/10007761422
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Monetary policy regimes and the term structure of interest rates
Bikbov, Ruslan; Chernov, Mikhail - In: Journal of econometrics 174 (2013) 1, pp. 27-43
Persistent link: https://www.econbiz.de/10010094330
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No-arbitrage macroeconomic determinants of the yield curve
Bikbov, Ruslan; Chernov, Mikhail - In: Journal of econometrics 159 (2010) 1, pp. 166-183
Persistent link: https://www.econbiz.de/10008455130
Cover Image
Empirical reverse engineering of the pricing kernel
Chernov, Mikhail - In: Journal of econometrics 116 (2003) 1, pp. 329-364
Persistent link: https://www.econbiz.de/10006761936
Cover Image
Alternative models for stock price dynamics
Chernov, Mikhail; Ronald Gallant, A.; Ghysels, Eric; … - In: Journal of econometrics 116 (2003) 1, pp. 225-258
Persistent link: https://www.econbiz.de/10006761939
Cover Image
No-arbitrage macroeconomic determinants of the yield curve
Bikbov, Ruslan; Chernov, Mikhail - In: Journal of econometrics 159 (2010) 1, pp. 166-182
Persistent link: https://www.econbiz.de/10008839932
Cover Image
Monetary policy regimes and the term structure of interest rates
Bikbov, Ruslan; Chernov, Mikhail - In: Journal of econometrics 174 (2013) 1, pp. 27-43
Persistent link: https://www.econbiz.de/10009737236
Cover Image
Efficient estimation of general dynamic models with a continuum of moment conditions
Carrasco, Marine; Chernov, Mikhail; Florens, Jean-Pierre; … - In: Journal of econometrics 140 (2007) 2, pp. 529-573
Persistent link: https://www.econbiz.de/10003569901