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Browsing by Author « Chernov, Mikhail »

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Alternative Models for Stock Price Dynamics
Chernov, Mikhail; Gallant, A. Ronald; Ghysels, Eric; Tauchen, George
Issue Date : 2002-06

Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions
Carrasco, Marine; Chernov, Mikhail; Florens, Jean-Pierre; Ghysels, Eric
Issue Date : 2003-01

A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation
Chernov, Mikhail; Gallant, A. Ronald; Ghysels, Eric; Tauchen, George
Issue Date : 1999-11

What Data Should Be Used to Price Options?
Chernov, Mikhail; Ghysels, Eric
Issue Date : 1998-06

Showing results 1 to 4 of 4

 

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