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subject:"Share price"
subject:"Stock index"
~isPartOf:"CREATES research paper"
~person:"Todorov, Viktor"
~source:"econis"
~subject:"Estimation"
~subject:"Prognoseverfahren"
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Todorov, Viktor
Nielsen, Morten Ørregaard
8
Andreasen, Martin Møller
6
Bollerslev, Tim
5
Casas, Isabel
4
Hillebrand, Eric
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Santucci de Magistris, Paolo
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CREATES research paper
Journal of econometrics
14
ERID working paper
4
Journal of financial economics
4
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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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:
2
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
3
Roughing up beta : continuous vs. discontinuous betas, and the cross-section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
-
2014
Persistent link: https://www.econbiz.de/10010442477
Saved in:
4
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
5
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
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