Statistics
Publications
17
Citations
1.5K
H-Index
13
Active since
1999
George Chacko is an author at Santa Clara University specializing in financial economics, finance, and business.
Publications per year
1999–2016
17
17
Spectral GMM estimation of continuous-time processes
George Chacko, Luis M. Viceira · Journal of Econometrics · 2003 · 274 citations
Social Sciences, Economics, Finance +17
Pricing Interest Rate Derivatives: A General Approach
George Chacko, Sanjiv Ranjan Das · Review of Financial Studies · 2002 · 167 citations
Spectral GMM Estimation of Continuous-Time Processes
George Chacko, Luis M. Viceira · SSRN Electronic Journal · 2000 · 91 citations · Full text
Social Sciences, Economics, Finance +17
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