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source:"econis"
~person:"Todorov, Viktor"
~subject:"Kapitaleinkommen"
~subject:"Volatility"
~subject:"Zinsstruktur"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Equity premium"
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Kapitaleinkommen
Volatility
Zinsstruktur
Risikoprämie
17
Risk premium
17
Estimation
10
Schätzung
10
Volatilität
9
Theorie
8
Theory
8
Capital income
7
Option trading
7
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6
Option pricing theory
6
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1990-2008
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Kapitalmarktrendite
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2
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Time-varying jump tails
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2
1990-2002
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11
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Todorov, Viktor
Zhou, Hao
27
Zaremba, Adam
26
Bekaert, Geert
20
Christensen, Jens H. E.
20
Hördahl, Peter
20
Bollerslev, Tim
18
Bansal, Ravi
17
Gupta, Rangan
17
Sarno, Lucio
17
Lustig, Hanno
16
Nitschka, Thomas
16
Chernov, Mikhail
15
Tauchen, George Eugene
15
Trojani, Fabio
15
Campbell, John Y.
14
Verdelhan, Adrien
14
Almeida, Caio
13
D'Amico, Stefania
13
Garcia, René
13
Wachter, Jessica
13
Wohar, Mark E.
13
Andreasen, Martin Møller
12
Prokopczuk, Marcel
12
Schneider, Paul
12
Wickens, Michael R.
12
Bali, Turan G.
11
Favero, Carlo A.
11
Leippold, Markus
11
Ludvigson, Sydney C.
11
McAleer, Michael
11
Rubio, Gonzalo
11
Tristani, Oreste
11
Yaron, Amir
11
Bauer, Michael D.
10
Gollier, Christian
10
Guidolin, Massimo
10
Jacobs, Kris
10
Long, Huaigang
10
Marfè, Roberto
10
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Journal of financial economics
4
CREATES research paper
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Global COE Hi-Stat discussion paper series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Working paper / National Bureau of Economic Research, Inc.
1
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ECONIS (ZBW)
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1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
The pricing of tail risk and the equity premium : evidence from international option markets
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797485
Saved in:
3
The pricing of tail risk and the equity premium : evidence from international option markets
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10012262503
Saved in:
4
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
5
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
Saved in:
6
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10010202343
Saved in:
7
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
8
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
3
,
pp. 1081-1145
Persistent link: https://www.econbiz.de/10011378591
Saved in:
9
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
10
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
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