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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/10003569901
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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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Sources of risk in currency returns
Chernov, Mikhail; Graveline, Jeremy; Zviadadze, Irina - 2012
Persistent link: https://www.econbiz.de/10009502462
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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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CDS auctions
Chernov, Mikhail; Gorbenko, Alexander; Makarov, Igor - 2011
Persistent link: https://www.econbiz.de/10009242920
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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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CDS auctions
Chernov, Mikhail; Gorbenko, Alexander S.; Makarov, Igor - 2011
Persistent link: https://www.econbiz.de/10009259740
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CDS auctions
Chernov, Mikhail; Gorbenko, Alexander S.; Makarov, Igor - In: The review of financial studies 26 (2013) 3, pp. 768-805
Persistent link: https://www.econbiz.de/10009752245
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The term structure of inflation expectations
Chernov, Mikhail; Mueller, Philippe - In: Journal of financial economics 106 (2012) 2, pp. 367-394
Persistent link: https://www.econbiz.de/10009666633
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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