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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"Journal of financial economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Todorov, Viktor"
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Volatility
Capital income
5
Estimation
5
Kapitaleinkommen
5
Schätzung
5
Volatilität
5
Forecasting model
4
Prognoseverfahren
4
Risikoprämie
4
Risk premium
4
Option pricing theory
3
Optionspreistheorie
3
Börsenkurs
2
CAPM
2
Jumps
2
Return predictability
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Risiko
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Risk
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Beta risk
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Betafaktor
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Capital market returns
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Capital structure
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Cross-sectional return variation
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Extreme events
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Jump betas
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Kapitalmarktrendite
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Leverage effect
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Market price risks
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Option pricing
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Todorov, Viktor
Gupta, Rangan
7
Bollerslev, Tim
6
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Christoffersen, Peter F.
3
Wohar, Mark E.
3
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2
Andersen, Torben
2
Balcilar, Mehmet
2
Chang, Chia-Lin
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2
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2
Kelly, Bryan T.
2
Kim, Dong H.
2
Kim, Jong-Min
2
Lien, Da-hsiang Donald
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Liu, Qiang
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McAleer, Michael
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Nonejad, Nima
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Risse, Marian
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Xuan Vinh Vo
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Aiube, Fernando Antônio Lucena
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Amaya, Diego
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Journal of applied econometrics
Journal of financial economics
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
13
ERID working paper
3
CREATES research paper
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
Quantitative economics : QE ; journal of the Econometric Society
2
CREATES Research Paper
1
Econometric theory
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
SFB 649 discussion paper
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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
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:
3
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:
4
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:
5
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
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