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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 |
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| 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 |
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| 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 |
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| What Data Should Be Used to Price Options? | | Chernov, Mikhail; Ghysels, Eric | | Issue Date : 1998-06 |
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Showing results 1 to 4 of 4
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