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~isPartOf:"Journal of financial economics"
~person:"Todorov, Viktor"
~subject:"Betafaktor"
~subject:"Stochastic volatility"
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Betafaktor
Stochastic volatility
Capital income
4
Estimation
4
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Risikoprämie
4
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Todorov, Viktor
Andersen, Torben
1
Bandi, F. M.
1
Bollerslev, Tim
1
Collin-Dufresne, Pierre
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Daniel, Kent
1
Filipović, Damir
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1
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Journal of financial economics
Journal of econometrics
8
Quantitative economics : QE ; journal of the Econometric Society
1
SFB 649 discussion paper
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ECONIS (ZBW)
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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:
2
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
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