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Chernov, Mikhail


 SSRN Author Rank: 1,982 by Downloads
 Professor
 

London School of Economics


 Houghton Street
 London, WC2A 2AE
 United Kingdom
 email address

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. Chernov, Mikhail's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
9,574
Total
Citations
379
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Chernov, Mikhail
London School of Economics
Gallant, A. Ronald
Duke University - Fuqua School of Business, Economics Group
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Tauchen, George
Duke University - Economics Group
Posted:
07 Nov 99
2,164
(2,880)
15

2.  
Chernov, Mikhail
London School of Economics
Posted:
04 Dec 01
1,177
(8,225)
9

3.  
Chernov, Mikhail
London School of Economics
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
29 Aug 98
890
(12,798)
3

4.   Incl. Electronic Paper
Broadie, Mark
Columbia University - Columbia Business School - Decision Risk and Operations
Chernov, Mikhail
London School of Economics
Johannes, Michael
Columbia University
Posted:
28 Feb 07
Last Revised:
22 Oct 11
864
(13,383)
40

5.  
Chernov, Mikhail
London School of Economics
Gallant, A. Ronald
Duke University - Fuqua School of Business, Economics Group
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Tauchen, George
Duke University - Economics Group
Posted:
31 Jan 01
836
(14,070)
12

6.  
Chernov, Mikhail
London School of Economics
Posted:
30 Sep 00
630
(21,258)
3

7.  
Carrasco, Marine
University of Montreal - Departement de Ciences Economiques
Chernov, Mikhail
London School of Economics
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Florens, Jean-Pierre
University of Toulouse
Posted:
17 Dec 02
586
(23,437)
14

8.  
No-Arbitrage Macroeconomic Determinants of the Yield Curve | Show Abstract | Download |
AFA 2006 Boston Meetings Paper, EFA 2005 Moscow Meetings Paper
Working Paper Series
Bikbov, Ruslan
Columbia Business School
Chernov, Mikhail
London School of Economics
Posted:
11 Jul 05
487
(30,068)
34

9.  
Broadie, Mark
Columbia University - Columbia Business School - Decision Risk and Operations
Johannes, Michael S.
Columbia Business School - Finance and Economics
Chernov, Mikhail
London School of Economics
Posted:
20 Feb 04
456
(32,826)
103

10.  
Bikbov, Ruslan
Columbia Business School
Chernov, Mikhail
London School of Economics
Posted:
08 Jul 04
442
(34,169)
16

11.   Incl. Electronic Paper
Chernov, Mikhail
London School of Economics
Mueller, Philippe
London School of Economics & Political Science (LSE) - Department of Finance
Posted:
19 Mar 08
Last Revised:
02 Apr 09
314
(51,830)
29

12.  
Broadie, Mark
Columbia University - Columbia Business School - Decision Risk and Operations
Chernov, Mikhail
London School of Economics
Sundaresan, Suresh M.
Columbia Business School - Finance and Economics
Posted:
05 Feb 05
244
(68,757)
29

13.  
Chernov, Mikhail
London School of Economics
Graveline, Jeremy J.
University of Minnesota - Carlson School of Management
Zviadadze, Irina
Swedish House of Finance
Posted:
16 Mar 12
209
(80,717)
8

14.   Incl. Electronic Paper
Chernov, Mikhail
London School of Economics
Gorbenko, Alexander S.
London Business School
Makarov, Igor
London Business School
Posted:
17 Jun 11
Last Revised:
20 Jul 12
193
(87,448)
3

15.   Incl. Electronic Paper
Backus, David K.
NYU Stern School of Business
Chernov, Mikhail
London School of Economics
Zin, Stanley E.
New York University (NYU)
Posted:
13 Jul 11
Last Revised:
10 Sep 13
39
(247,692)
9

16.   Incl. Electronic Paper
Backus, David K.
NYU Stern School of Business
Chernov, Mikhail
London School of Economics
Martin, Ian
Stanford Graduate School of Business
Posted:
18 Aug 09
Last Revised:
24 Aug 10
23
(294,919)
37

17.   Incl. Electronic Paper
Backus, David K.
NYU Stern School of Business
Chernov, Mikhail
London School of Economics
Zin, Stanley E.
Leonard N. Stern School of Business - Department of Economics
Posted:
24 Aug 13
Last Revised:
10 Sep 13
11
(342,131)
1

18.  
Sources of Risk in Currency Returns | Show Abstract | Download |
CEPR Discussion Paper No. DP8745
Working Paper Series
Chernov, Mikhail
London School of Economics
Graveline, Jeremy J.
University of Minnesota - Carlson School of Management
Zviadadze, Irina
Swedish House of Finance
Posted:
20 Jan 12
7
(357,529)
5

19.  
Bikbov, Ruslan
Columbia Business School
Chernov, Mikhail
London School of Economics
Posted:
17 Feb 09
2
(378,776)
16

20.  
Chernov, Mikhail
London School of Economics
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
10 Feb 01
 

21.  
Estimation of Stochastic Volatility Models for the Purpose of Option Pricing | Show Abstract |
Proceedings of the Sixth International Conference on Computational Finance, Leonard N. Stern School of Business, January 6-8, 1999
Accepted Paper Series
Chernov, Mikhail
London School of Economics
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
07 Apr 99
 


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