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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 risk premia embedded in index options
Andersen, Torben; Fusari, Nicola; Todorov, Viktor - 2014
Persistent link: https://www.econbiz.de/10010442402
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Tail risk premia and return predictability
Bollerslev, Tim; Todorov, Viktor; Xu, Lai - 2014
Persistent link: https://www.econbiz.de/10010442441
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Roughing up beta : continuous vs. discontinuous betas, and the cross-section of expected stock returns
Bollerslev, Tim; Li, Sophia Zhengzi; Todorov, Viktor - 2014
Persistent link: https://www.econbiz.de/10010442477
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The pricing of tail risk and the equity premium : evidence from international option markets
Andersen, Torben; Fusari, Nicola; Todorov, Viktor - 2018
Persistent link: https://www.econbiz.de/10011797485
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Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben; Fusari, Nicola; Todorov, Viktor; … - 2018
Persistent link: https://www.econbiz.de/10011797489
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Option panels in pure-jump settings
Andersen, Torben; Fusari, Nicola; Todorov, Viktor; … - 2018
Persistent link: https://www.econbiz.de/10011797494
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Time-varying periodicity in intraday volatility
Andersen, Torben; Thyrsgaard, Martin; Todorov, Viktor - 2018
Persistent link: https://www.econbiz.de/10011797522
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The risk premia embedded in index options
Andersen, Torben; Fusari, Nicola; Todorov, Viktor - 2018
Persistent link: https://www.econbiz.de/10011797609
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Short-term market risks implied by weekly options
Andersen, Torben; Fusari, Nicola; Todorov, Viktor - 2018
Persistent link: https://www.econbiz.de/10011797670