2003
Alternative models for stock price dynamics
Mikhail Chernov, A. Ronald Gallant, Éric Ghysels, George E. Tauchen
Journal of EconometricsTop-listed
944
cites
Researcher
Mikhail Chernov is a Finance scholar at National Bureau of Economic Research. Research spans Credit Risk and Financial Regulations, Financial Markets and Investment Strategies, Stochastic processes and financial applications. 111 works, 6k citations (h-index 35).
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Affiliation on publications · National Bureau of Economic Research
Mikhail Chernov, A. Ronald Gallant, Éric Ghysels, George E. Tauchen
Journal of EconometricsTop-listed
Mark N. Broadie, Mikhail Chernov, Michael Slater Johannes
The Journal of Finance OATop-listed
Mikhail Chernov, Éric Ghysels
Journal of Financial EconomicsTop-listed