Viktor Todorov

发表的论文8 篇，按出版时间

1. 1
   Do Equity and Options Markets Agree about Volatility?Journal of Finance20260
2. 2
   The jump leverage risk premiumJournal of Financial Economics202321
3. 3
   Short‐Term Market Risks Implied by Weekly OptionsJournal of Finance2017135
4. 4
   Jump RegressionsEconometrica201776
5. 5
   Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returnsJournal of Financial Economics2016178
6. 6
   Tail risk premia and return predictabilityJournal of Financial Economics2015414
7. 7
   The risk premia embedded in index optionsJournal of Financial Economics2015285
8. 8
   Parametric Inference and Dynamic State Recovery From Option PanelsEconometrica2015138