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~person:"Todorov, Viktor"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Article in journal"
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Großbritannien
Volatility
Volatilität
34
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25
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25
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19
Stochastischer Prozess
19
Capital income
17
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Todorov, Viktor
Gupta, Rangan
154
Bouri, Elie
87
Ma, Feng
87
Bahmani-Oskooee, Mohsen
77
McAleer, Michael
74
Hammoudeh, Shawkat
63
Tiwari, Aviral Kumar
58
McMillan, David G.
55
Wohar, Mark E.
54
Bollerslev, Tim
53
Kang, Sang Hoon
53
Caporale, Guglielmo Maria
50
Mensi, Walid
48
Gil-Alaña, Luis A.
46
Pierdzioch, Christian
46
Xuan Vinh Vo
45
Kumar, Dilip
44
Wang, Yudong
44
Andersen, Torben
40
Zhang, Yaojie
40
Corbet, Shaen
38
Demirer, Rıza
38
Wei, Yu
37
Balcilar, Mehmet
36
Salisu, Afees A.
36
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35
Chevallier, Julien
35
Hamori, Shigeyuki
35
Hegerty, Scott W.
35
Lucey, Brian M.
35
Yoon, Seong-min
35
Ji, Qiang
33
Liang, Chao
33
Roubaud, David
33
Serletis, Apostolos
33
Brooks, Robert
32
Zhang, Jin E.
31
Asai, Manabu
30
Ryu, Doojin
30
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Journal of econometrics
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of financial economics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
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ECONIS (ZBW)
34
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1
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:
2
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
3
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:
4
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
5
Realized Laplace transforms for estimation of jump diffusive
volatility
models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10009301899
Saved in:
6
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:
7
Bias reduction in spot
volatility
estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
8
Information gains from using short-dated options for measuring and forecasting
volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
9
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
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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