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Viktor Todorov

Northwestern University

33H指数
148论文数
5.4K被引数
收录论文 50
发表时间
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Do Equity and Options Markets Agree about Volatility?
errJournal of Finance
IF9.5
err2026-07-28
err0
PREAI
errCARSTEN H. CHONG; VIKTOR TODOROV
err分享
err收藏
The factor structure of jump risk跳跃风险的因子结构
errJournal of Econometrics
IF4
err2026-02-19
err0
PREAI
errTorben G. Andersen; Yi Ding; Viktor Todorov; Seunghyeon Yu
err分享
err收藏
Testing for Rough Volatility When Prices Are Purely Discontinuous当价格完全间断时的波动率测试
errJournal of Time Series Analysis
IF1
err2026-01-01
err0
PREAI
errChong, Carsten H.; Todorov, Viktor
err分享
err收藏
On-line detection of changes in the shape of intraday volatility curves日内波动率曲线形状变化的在线检测
errJournal of Econometrics
IF4
err2025-09-08
err0
PREAI
errTorben G. Andersen; Yingwen Tan; Viktor Todorov; Zhiyuan Zhang
err分享
err收藏
Nonparametric Test for Rough Volatility非参数检验粗糙波动率
errJournal of the American Statistical Association
IF3
err2025-06-24
err0
PREAI
errCarsten H. Chong; Viktor Todorov
err分享
err收藏
Intraday volatility patterns from short-dated options日内波动率模式来自短期期权
errJournal of Econometrics
IF4
err2024-04-19
err0
PREAI
errViktor Todorov; Yang Zhang
err分享
err收藏
Testing the Dimensionality of Policy Shocks测试政策冲击的维度
errREVIEW OF ECONOMICS AND STATISTICS
IF6.8
err2024-03-19
err2
errOAAI
errLi, Jia; Todorov, Viktor; Zhang, Qiushi
err分享
err收藏
Volatility of volatility and leverage effect from options波动率的波动率和期权的杠杆效应
errJOURNAL OF ECONOMETRICS
IF4
err2024-03-01
err1
PREAI
errChong, Carsten H.; Todorov, Viktor
err分享
err收藏
The jump leverage risk premium
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2023-12-01
err4
PREAI
errBollerslev, Tim; Todorov, Viktor
err分享
err收藏
Volatility measurement with pockets of extreme return persistence
errJOURNAL OF ECONOMETRICS
IF4
err2023-12-01
err6
errOAAI
errAndersen, Torben G.; Li, Yingying; Todorov, Viktor; Zhou, Bo
err分享
err收藏
Intraday cross-sectional distributions of systematic risk
errJOURNAL OF ECONOMETRICS
IF4
err2023-08-01
err3
PREAI
errAndersen, Torben G.; Riva, Raul; Thyrsgaard, Martin; Todorov, Viktor
err分享
err收藏
Bias reduction in spot volatility estimation from options
errJOURNAL OF ECONOMETRICS
IF4
err2023-05-01
err3
PREAI
errTodorov, Viktor; Zhang, Yang
err分享
err收藏
Intraday Periodic Volatility Curves
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2023-03-16
err7
PREAI
errAndersen, Torben G.; Su, Tao; Todorov, Viktor; Zhang, Zhiyuan
err分享
err收藏
Nonparametric jump variation measures from options
errJOURNAL OF ECONOMETRICS
IF4
err2022-10-01
err1
PREAI
errTodorov, Viktor
err分享
err收藏
Variation and efficiency of high-frequency betas
errJOURNAL OF ECONOMETRICS
IF4
err2022-05-01
err2
errOAAI
errZhang, Congshan; Li, Jia; Todorov, Viktor; Tauchen, George
err分享
err收藏
Tail risk and return predictability for the Japanese equity market?
errJOURNAL OF ECONOMETRICS
IF4
err2021-05-01
err17
errOAAI
errAndersen, Torben G.; Todorov, Viktor; Ubukata, Masato
err分享
err收藏
Editorial for the special issue on financial econometrics in the age of the digital economy
errJOURNAL OF ECONOMETRICS
IF4
err2021-05-01
err0
PREAI
errLinton, Oliver; Todorov, Viktor; Zhang, Zhengjun
err分享
err收藏
Unified inference for nonlinear factor models from panels with fixed and large time span
errJOURNAL OF ECONOMETRICS
IF4
err2019-09-01
err6
errOAAI
errAndersen, Torben G.; Fusari, Nicola; Todorov, Viktor; Varneskov, Rasmus T.
err分享
err收藏
NONPARAMETRIC IMPLIED LEVY DENSITIES
errANNALS OF STATISTICS
IF3.7
err2019-04-01
err8
errOAAI
errQin, Likuan; Todorov, Viktor
err分享
err收藏
Time-Varying Periodicity in Intraday Volatility
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2019-02-26
err22
errOAAI
errAndersen, Torben G.; Thyrsgaard, Martin; Todorov, Viktor
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
T
Tim Bollerslev
H 指数: 76 · 论文数: 173
李
李家 (Jia Li)
H 指数: 66 · 论文数: 1.0K
T
Torben G. Andersen
H 指数: 60 · 论文数: 208
J
Jean Jacod
H 指数: 56 · 论文数: 291
G
George Tauchen
H 指数: 47 · 论文数: 166
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