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Chernov, Mikhail


 SSRN Author Rank: 2,050 by Downloads
 Professor
 

UCLA Anderson


 110 Westwood Plaza
 Los Angeles, CA 90095-1481
 United States
 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
9,648
Total
Citations
395
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
UCLA Anderson
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
2,172
(3,011)
15

2.  
Chernov, Mikhail
UCLA Anderson
Posted:
04 Dec 01
1,182
(8,543)
9

3.  
Chernov, Mikhail
UCLA Anderson
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
29 Aug 98
893
(13,289)
3

4.   Incl. Electronic Paper
Broadie, Mark
Columbia University - Columbia Business School - Decision Risk and Operations
Chernov, Mikhail
UCLA Anderson
Johannes, Michael
Columbia University
Posted:
28 Feb 07
Last Revised:
22 Oct 11
878
(13,620)
40

5.  
Chernov, Mikhail
UCLA Anderson
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
843
(14,481)
12

6.  
Chernov, Mikhail
UCLA Anderson
Posted:
30 Sep 00
632
(22,010)
3

7.  
Carrasco, Marine
University of Montreal - Departement de Ciences Economiques
Chernov, Mikhail
UCLA Anderson
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Florens, Jean-Pierre
University of Toulouse
Posted:
17 Dec 02
587
(24,339)
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
UCLA Anderson
Posted:
11 Jul 05
489
(31,174)
34

9.  
Broadie, Mark
Columbia University - Columbia Business School - Decision Risk and Operations
Johannes, Michael S.
Columbia Business School - Finance and Economics
Chernov, Mikhail
UCLA Anderson
Posted:
20 Feb 04
457
(34,080)
104

10.  
Bikbov, Ruslan
Columbia Business School
Chernov, Mikhail
UCLA Anderson
Posted:
08 Jul 04
446
(35,172)
16

11.   Incl. Electronic Paper
Chernov, Mikhail
UCLA Anderson
Mueller, Philippe
London School of Economics & Political Science (LSE) - Department of Finance
Posted:
19 Mar 08
Last Revised:
02 Apr 09
320
(52,672)
32

12.  
Broadie, Mark
Columbia University - Columbia Business School - Decision Risk and Operations
Chernov, Mikhail
UCLA Anderson
Sundaresan, Suresh M.
Columbia Business School - Finance and Economics
Posted:
05 Feb 05
244
(71,351)
29

13.  
Chernov, Mikhail
UCLA Anderson
Graveline, Jeremy J.
University of Minnesota - Carlson School of Management
Zviadadze, Irina
Swedish House of Finance
Posted:
16 Mar 12
218
(80,280)
8

14.   Incl. Electronic Paper
Chernov, Mikhail
UCLA Anderson
Gorbenko, Alexander S.
London Business School
Makarov, Igor
London Business School
Posted:
17 Jun 11
Last Revised:
20 Jul 12
198
(88,506)
3

15.   Incl. Electronic Paper
Backus, David K.
NYU Stern School of Business
Chernov, Mikhail
UCLA Anderson
Zin, Stanley E.
New York University (NYU)
Posted:
13 Jul 11
Last Revised:
10 Sep 13
43
(247,087)
9

16.   Incl. Electronic Paper
Backus, David K.
NYU Stern School of Business
Chernov, Mikhail
UCLA Anderson
Martin, Ian
Stanford Graduate School of Business
Posted:
18 Aug 09
Last Revised:
24 Aug 10
23
(305,778)
42

17.   Incl. Electronic Paper
Backus, David K.
NYU Stern School of Business
Chernov, Mikhail
UCLA Anderson
Zin, Stanley E.
Leonard N. Stern School of Business - Department of Economics
Posted:
24 Aug 13
Last Revised:
10 Sep 13
14
(342,774)
1

18.  
Sources of Risk in Currency Returns | Show Abstract | Download |
CEPR Discussion Paper No. DP8745
Working Paper Series
Chernov, Mikhail
UCLA Anderson
Graveline, Jeremy J.
University of Minnesota - Carlson School of Management
Zviadadze, Irina
Swedish House of Finance
Posted:
20 Jan 12
7
(371,782)
5

19.  
Bikbov, Ruslan
Columbia Business School
Chernov, Mikhail
UCLA Anderson
Posted:
17 Feb 09
2
(394,359)
16

20.  
Chernov, Mikhail
UCLA Anderson
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
UCLA Anderson
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
07 Apr 99
 


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