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Term structures of asset prices and returns
Backus, David; Boyarchenko, Nina; Chernov, Mikhail - In: Journal of financial economics 129 (2018) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10011981208
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Crash risk in currency returns
Chernov, Mikhail; Graveline, Jeremy; Zviadadze, Irina - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 1, pp. 137-170
Persistent link: https://www.econbiz.de/10011929414
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Disasters implied by equity index options
Backus, David; Chernov, Mikhail; Martin, Ian - 2009
Persistent link: https://www.econbiz.de/10003872484
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Understanding index option returns
Broadie, Marc; Chernov, Mikhail; Johannes, Michael - In: The review of financial studies 22 (2009) 11, pp. 4493-4529
Persistent link: https://www.econbiz.de/10003896324
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Sources of entropy in representative agent models
Backus, David; Chernov, Mikhail; Zin, Stanley E. - 2011 - This revision: July 11, 2011
Persistent link: https://www.econbiz.de/10009580241
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Disasters implied by equity index options
Backus, David; Chernov, Mikhail; Martin, Ian - 2010
Persistent link: https://www.econbiz.de/10009503559
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Sources of entropy in representative agent models
Backus, David; Chernov, Mikhail; Zin, Stanley E. - 2011
Persistent link: https://www.econbiz.de/10009259677
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Sources of entropy in representative agent models
Backus, David; Chernov, Mikhail; Zin, Stanley E. - In: The journal of finance : the journal of the American … 69 (2014) 1, pp. 51-100
Persistent link: https://www.econbiz.de/10010372429
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Disasters implied by equity index options
Backus, David; Chernov, Mikhail; Martin, Ian - In: The journal of finance : the journal of the American … 66 (2011) 6, pp. 1969-2012
Persistent link: https://www.econbiz.de/10009514112
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Sources of entropy in representative agent models
Backus, David; Chernov, Mikhail; Zin, Stanley E. - 2011
Persistent link: https://www.econbiz.de/10009237633