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source:"econis"
~person:"Todorov, Viktor"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Sammelwerk"
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Kapitaleinkommen
Risikoprämie
8
Risk premium
8
Estimation
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Schätzung
6
Capital income
5
Volatility
5
Volatilität
5
Option pricing theory
4
Optionspreistheorie
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Börsenkurs
3
CAPM
3
Forecasting model
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Share price
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Jumps
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Option trading
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Optionsgeschäft
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1990-2002
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1990-2008
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Analysis of variance
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Todorov, Viktor
Zaremba, Adam
25
Gupta, Rangan
15
Wohar, Mark E.
11
Long, Huaigang
10
Bali, Turan G.
9
Zhou, Hao
9
Bollerslev, Tim
8
Cakici, Nusret
8
Demirer, Rıza
8
Garcia, René
8
Wang, Yudong
8
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7
Wang, Junbo
7
Almeida, Caio
6
Ardison, Kym
6
Bekaert, Geert
6
Guo, Hui
6
Maio, Paulo
6
Rubio, Gonzalo
6
Sakemoto, Ryuta
6
Vicente, Jose
6
Wagner, Niklas F.
6
Wu, Chunchi
6
Byrne, Joseph P.
5
Harvey, Campbell R.
5
Jacobs, Kris
5
Jiang, Yuexiang
5
Kang, Jangkoo
5
Lee, Changjun
5
Moskowitz, Tobias J.
5
Nonejad, Nima
5
Prokopczuk, Marcel
5
Scaillet, Olivier
5
Tauchen, George Eugene
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Zhou, Guofu
5
Ang, Andrew
4
Atanasov, Victoria
4
Chiang, Thomas C.
4
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Journal of financial economics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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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
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10012262503
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
Saved in:
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