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Estimation of jump tails
Bollerslev, Tim; Todorov, Viktor - 2010
Persistent link: https://www.econbiz.de/10003959796
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Tails, fears and risk premia
Bollerslev, Tim; Todorov, Viktor - 2009
Persistent link: https://www.econbiz.de/10003849565
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Estimation of jump tails
Bollerslev, Tim; Todorov, Viktor - In: Econometrica : journal of the Econometric Society, an … 79 (2011) 6, pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
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Tails, fears, and risk premia
Bollerslev, Tim; Todorov, Viktor - 2011
Persistent link: https://www.econbiz.de/10009559410
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Tails, fears, and risk premia
Bollerslev, Tim; Todorov, Viktor - In: The journal of finance : the journal of the American … 66 (2011) 6, pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
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Variance risk-premium dynamics : the role of jumps
Todorov, Viktor - In: The review of financial studies 23 (2010) 1, pp. 345-383
Persistent link: https://www.econbiz.de/10003941654
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Cross-sectional dispersion of risk in trading time
Andersen, Torben; Thyrsgaard, Martin; Todorov, Viktor - 2019
Persistent link: https://www.econbiz.de/10012124980
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The realized Laplace transform of volatility
Todorov, Viktor; Tauchen, George Eugene - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 3, pp. 1105-1127
Persistent link: https://www.econbiz.de/10009629019
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Short-term market risks implied by weekly options
Andersen, Torben; Fusari, Nicola; Todorov, Viktor - In: The journal of finance : the journal of the American … 72 (2017) 3, pp. 1335-1386
Persistent link: https://www.econbiz.de/10011738723
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The pricing of short-term market risk : evidence from weekly options
Andersen, Torben; Fusari, Nicola; Todorov, Viktor - 2015
Persistent link: https://www.econbiz.de/10011347366