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Mikhail Chernov

SSRN Author Rank: 2,545 by Downloads and 1,475 by Citations

 Professor
 

UCLA Anderson


 110 Westwood Plaza
 Los Angeles, CA 90095-1481
 United States
 email address

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. Mikhail Chernov's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
10,073
Total
Citations
372
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
2,206
(3,802)
15

2.  
Chernov, Mikhail
UCLA Anderson
Posted:
04 Dec 01
1,217
(10,468)
9

3.   Incl. Electronic Paper
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:
28 Feb 07
Last Revised:
22 Oct 11
931
(16,213)
37

4.  
Chernov, Mikhail
UCLA Anderson
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
29 Aug 98
898
(17,006)
3

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
858
(18,309)
12

6.  
Chernov, Mikhail
UCLA Anderson
Posted:
30 Sep 00
640
(27,720)
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
597
(30,317)
14

8.  
No-Arbitrage Macroeconomic Determinants of the Yield Curve | Show Abstract | Download This Paper | Open PDF in Browser |
AFA 2006 Boston Meetings Paper, EFA 2005 Moscow Meetings Paper
Number of Pages in PDF File: 55
Bikbov, Ruslan
Columbia Business School
Chernov, Mikhail
UCLA Anderson
Posted:
11 Jul 05
504
(37,190)
32

9.  
Bikbov, Ruslan
Columbia Business School
Chernov, Mikhail
UCLA Anderson
Posted:
08 Jul 04
482
(39,028)
16

10.  
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
463
(42,457)
98

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
332
(63,795)
30

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
247
(87,962)
28

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
Last Revised:
03 Apr 15
244
(77,853)
5

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
210
(104,165)
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
47
(291,400)
11

16.   Incl. Electronic Paper
Backus, David K.
NYU Stern School of Business
Chernov, Mikhail
UCLA Anderson
Martin, Ian
London School of Economics
Posted:
18 Aug 09
Last Revised:
24 Aug 10
28
(351,131)
38

17.   Incl. Electronic Paper
Backus, David K.
NYU Stern School of Business
Chernov, Mikhail
UCLA Anderson
Zin, Stanley E.
New York University (NYU)
Posted:
24 Aug 13
Last Revised:
10 Sep 13
21
(381,776)
 

18.   Incl. Electronic Paper
Backus, David K.
NYU Stern School of Business
Boyarchenko, Nina
Federal Reserve Bank of New York
Chernov, Mikhail
UCLA Anderson
Posted:
11 Apr 16
Last Revised:
18 Apr 16
9
(439,599)
 

19.  
Sources of Risk in Currency Returns | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP8745
Number of Pages in PDF File: 53
Chernov, Mikhail
UCLA Anderson
Graveline, Jeremy J.
University of Minnesota - Carlson School of Management
Zviadadze, Irina
Swedish House of Finance
Posted:
20 Jan 12
8
(444,310)
3

20.   Incl. Electronic Paper
Chernov, Mikhail
UCLA Anderson
Dunn, Brett R.
University of California, Los Angeles (UCLA)
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
21 Mar 16
Last Revised:
18 Apr 16
6
(453,673)
 

21.  
Monetary Policy Regimes and the Term Structure of Interest Rates | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP7096
Number of Pages in PDF File: 54
Bikbov, Ruslan
Columbia Business School
Chernov, Mikhail
UCLA Anderson
Posted:
17 Feb 09
2
(474,460)
15

22.  
Chernov, Mikhail
UCLA Anderson
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
10 Feb 01
 

23.  
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
Chernov, Mikhail
UCLA Anderson
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
07 Apr 99
 


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