Todorov, Viktor : rechercher sur Z-Library

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1

Short-Term Market Risks Implied by Weekly Options

ANDERSEN, TORBEN G., FUSARI, NICOLA, TODOROV, VIKTOR

Journal:

The Journal of Finance

Année:

2017

Langue:

english

Fichier:

PDF, 2.07 MB

english, 2017

2

The risk premia embedded in index options

Andersen, Torben G., Fusari, Nicola, Todorov, Viktor

Journal:

Journal of Financial Economics

Année:

2015

Langue:

english

Fichier:

PDF, 1.38 MB

english, 2015

3

Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns

Bollerslev, Tim, Li, Sophia Zhengzi, Todorov, Viktor

Journal:

Journal of Financial Economics

Année:

2016

Langue:

english

Fichier:

PDF, 1.53 MB

english, 2016

4

Time-Varying Periodicity in Intraday Volatility

Andersen, Torben G., Thyrsgaard, Martin, Todorov, Viktor

Journal:

Journal of the American Statistical Association

Année:

2018

Langue:

english

Fichier:

PDF, 1.84 MB

english, 2018

5

Tails, Fears, and Risk Premia

TIM BOLLERSLEV, VIKTOR TODOROV

Journal:

The Journal of Finance

Année:

2011

Langue:

english

Fichier:

PDF, 2.01 MB

english, 2011

6

Tails, Fears, and Risk Premia

TIM BOLLERSLEV and VIKTOR TODOROV

Journal:

The Journal of Finance

Année:

2011

Langue:

english

Fichier:

PDF, 3.78 MB

english, 2011

7

Estimation of continuous-time stochastic volatility models with jumps using high-frequency data

Journal:

Journal of Econometrics

Année:

2009

Langue:

english

Fichier:

PDF, 3.82 MB

english, 2009

8

Jumps and betas: A new framework for disentangling and estimating systematic risks

Viktor Todorov, Tim Bollerslev

Journal:

Journal of Econometrics

Année:

2010

Langue:

english

Fichier:

PDF, 1.16 MB

english, 2010

9

The Realized Laplace Transform of Volatility

Viktor Todorov, George Tauchen

Journal:

Année:

2012

Langue:

english

Fichier:

PDF, 261 KB

english, 2012

10

Simulation Methods for Lévy-Driven Continuous-Time Autoregressive Moving Average (CARMA) Stochastic Volatility Models

Viktor Todorov and George Tauchen

Journal:

Journal of Business and Economic Statistics

Année:

2006

Langue:

english

Fichier:

PDF, 1.95 MB

english, 2006

11

Volatility Jumps

Todorov, Viktor, Tauchen, George

Journal:

Journal of Business and Economic Statistics

Année:

2011

Langue:

english

Fichier:

PDF, 380 KB

english, 2011

12

Simulation Methods for Lévy-Driven Continuous-Time Autoregressive Moving Average (CARMA) Stochastic Volatility Models

Todorov, Viktor, Tauchen, George

Journal:

Journal of Business and Economic Statistics

Année:

2006

Langue:

english

Fichier:

PDF, 500 KB

english, 2006

13

Variance Risk-Premium Dynamics: The Role of Jumps

Journal:

Review of Financial Studies

Année:

2010

Langue:

english

Fichier:

PDF, 2.57 MB

english, 2010

14

Variance Risk-Premium Dynamics: The Role of Jumps

Todorov, Viktor

Journal:

Review of Financial Studies

Année:

2010

Langue:

english

Fichier:

PDF, 603 KB

english, 2010

15

Testing for Common Arrivals of Jumps for Discretely Observed Multidimensional Processes

Jean Jacod and Viktor Todorov

Journal:

The Annals of Statistics

Année:

2009

Langue:

english

Fichier:

PDF, 2.95 MB

english, 2009

16

Robust Jump Regressions

Li, Jia, Todorov, Viktor, Tauchen, George

Journal:

Journal of the American Statistical Association

Année:

2016

Langue:

english

Fichier:

PDF, 398 KB

english, 2016

17

Parametric Inference and Dynamic State Recovery From Option Panels

Andersen, Torben G., Fusari, Nicola, Todorov, Viktor

Journal:

Année:

2015

Langue:

english

Fichier:

PDF, 1.22 MB

english, 2015

18

Adaptive estimation of continuous-time regression models using high-frequency data

Li, Jia, Todorov, Viktor, Tauchen, George

Journal:

Journal of Econometrics

Année:

2017

Langue:

english

Fichier:

PDF, 555 KB

english, 2017

19

Quantitative ligand and receptor binding studies reveal the mechanism of interleukin-36 (IL-36) pathway activation

Zhou, Li, Todorovic, Viktor, Kakavas, Steve, Sielaff, Bernhard, Medina, Limary, Wang, Leyu, Sadhukhan, Ramkrishna, Stockmann, Henning, Richardson, Paul L, DiGiammarino, Enrico, Sun, Chaohong, Scott, V

Journal:

Journal of Biological Chemistry

Année:

2017

Langue:

english

Fichier:

PDF, 1.34 MB

english, 2017

20

Testing for common arrivals of jumps for discretely observed multidimensional processes

Jacod, Jean, Todorov, Viktor

Journal:

The Annals of Statistics

Année:

2009

Langue:

english

Fichier:

PDF, 605 KB

english, 2009

21

Nonparametric implied Lévy densities

Qin, Likuan, Todorov, Viktor

Journal:

The Annals of Statistics

Année:

2019

Fichier:

PDF, 369 KB

2019

22

Boundary element—dual reciprocity formulation for bound electron states in semiconductor quantum wires

Radovan Gospavic, Viktor Popov, Goran Todorovic

Journal:

Computer Physics Communications

Année:

2008

Langue:

english

Fichier:

PDF, 875 KB

english, 2008

23

Activity signature functions for high-frequency data analysis

Viktor Todorov, George Tauchen

Journal:

Journal of Econometrics

Année:

2010

Langue:

english

Fichier:

PDF, 5.69 MB

english, 2010

24

Econometric analysis of jump-driven stochastic volatility models

Journal:

Journal of Econometrics

Année:

2011

Langue:

english

Fichier:

PDF, 282 KB

english, 2011

25

3D modeling of material heating with the laser beam for cylindrical geometry

Radovan Gospavic, Milesa Sreckovic, Viktor Popov, Goran Todorovic

Journal:

Mathematical and Computer Modelling

Année:

2006

Langue:

english

Fichier:

PDF, 1.03 MB

english, 2006

26

Cytotoxicity of TNFα is regulated by integrin-mediated matrix signaling

Chen, Chih-Chiun, Young, Jennifer L, Monzon, Ricardo I, Chen, Ningyu, Todorović, Viktor, Lau, Lester F

Journal:

The EMBO Journal

Année:

2007

Langue:

english

Fichier:

PDF, 446 KB

english, 2007

27

Estimation of Jump Tails

Tim Bollerslev, Viktor Todorov

Journal:

Année:

2011

Langue:

english

Fichier:

PDF, 1.26 MB

english, 2011

28

Realized Laplace transforms for estimation of jump diffusive volatility models

Viktor Todorov, George Tauchen, Iaryna Grynkiv

Journal:

Journal of Econometrics

Année:

2011

Langue:

english

Fichier:

PDF, 659 KB

english, 2011

29

Jump tails, extreme dependencies, and the distribution of stock returns

Bollerslev, Tim, Todorov, Viktor, Li, Sophia Zhengzi

Journal:

Journal of Econometrics

Année:

2013

Langue:

english

Fichier:

PDF, 544 KB

english, 2013

30

Volatility activity: Specification and estimation

Todorov, Viktor, Tauchen, George, Grynkiv, Iaryna

Journal:

Journal of Econometrics

Année:

2014

Langue:

english

Fichier:

PDF, 619 KB

english, 2014

31

Central Limit Theorems for approximate quadratic variations of pure jump Itô semimartingales

Diop, Assane, Jacod, Jean, Todorov, Viktor

Journal:

Stochastic Processes and their Applications

Année:

2013

Langue:

english

Fichier:

PDF, 459 KB

english, 2013

32

Power variation from second order differences for pure jump semimartingales

Todorov, Viktor

Journal:

Stochastic Processes and their Applications

Année:

2013

Langue:

english

Fichier:

PDF, 352 KB

english, 2013

33

Do price and volatility jump together?

Jacod, Jean, Todorov, Viktor

Journal:

The Annals of Applied Probability

Année:

2010

Langue:

english

Fichier:

PDF, 835 KB

english, 2010

34

Inverse Realized Laplace Transforms for Nonparametric Volatility Density Estimation in Jump-Diffusions

Todorov, Viktor, Tauchen, George

Journal:

Journal of the American Statistical Association

Année:

2012

Langue:

english

Fichier:

PDF, 681 KB

english, 2012

35

Identification of a Novel Integrin α v β 3 Binding Site in CCN1 (CYR61) Critical for Pro-angiogenic Activities in Vascular Endothelial Cells

Chen, Ningyu, Leu, Shr-Jeng, Todorović, Viktor, Lam, Stephen C.-T., Lau, Lester F.

Journal:

Journal of Biological Chemistry

Année:

2004

Langue:

english

Fichier:

PDF, 912 KB

english, 2004

36

Efficient estimation of integrated volatility in presence of infinite variation jumps

Jacod, Jean, Todorov, Viktor

Journal:

The Annals of Statistics

Année:

2014

Langue:

english

Fichier:

PDF, 514 KB

english, 2014

37

Targeted Mutagenesis of the Angiogenic Protein CCN1 (CYR61)

Leu, Shr-Jeng, Chen, Ningyu, Chen, Chih-Chiun, Todorović, Viktor, Bai, Tao, Juric, Vladislava, Liu, Ying, Yan, Guoqiang, Lam, Stephen C.-T., Lau, Lester F.

Journal:

Journal of Biological Chemistry

Année:

2004

Langue:

english

Fichier:

PDF, 1.04 MB

english, 2004

38

Plakophilin 2 Affects Cell Migration by Modulating Focal Adhesion Dynamics and Integrin Protein Expression

Koetsier, Jennifer L, Amargo, Evangeline V, Todorović, Viktor, Green, Kathleen J, Godsel, Lisa M

Journal:

The Journal of Investigative Dermatology

Année:

2014

Langue:

english

Fichier:

PDF, 2.98 MB

english, 2014

39

The fine structure of equity-index option dynamics

Andersen, Torben G., Bondarenko, Oleg, Todorov, Viktor, Tauchen, George

Journal:

Journal of Econometrics

Année:

2015

Langue:

english

Fichier:

PDF, 1.14 MB

english, 2015

40

Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data

Reiß, Markus, Todorov, Viktor, Tauchen, George

Journal:

Stochastic Processes and their Applications

Année:

2015

Langue:

english

Fichier:

PDF, 467 KB

english, 2015

41

Fibronectin Expression Determines Skin Cell Motile Behavior

Hamill, Kevin J, Hopkinson, Susan B, Hoover, Paul, Todorović, Viktor, Green, Kathleen J, Jones, Jonathan C R

Journal:

The Journal of Investigative Dermatology

Année:

2012

Langue:

english

Fichier:

PDF, 6.14 MB

english, 2012

42

REALIZED LAPLACE TRANSFORMS FOR PURE-JUMP SEMIMARTINGALES

Viktor Todorov and George Tauchen

Journal:

The Annals of Statistics

Année:

2012

Langue:

english

Fichier:

PDF, 2.03 MB

english, 2012

43

The Matrix Protein CCN1 (CYR61) Induces Apoptosis in Fibroblasts

Viktor Todorovic, Chih-Chiun Chen, Nissim Hay and Lester F. Lau

Journal:

The Journal of Cell Biology

Année:

2005

Langue:

english

Fichier:

PDF, 742 KB

english, 2005

44

Inference theory for volatility functional dependencies

Li, Jia, Todorov, Viktor, Tauchen, George

Journal:

Journal of Econometrics

Année:

2016

Langue:

english

Fichier:

PDF, 692 KB

english, 2016

45

ESTIMATION OF JUMP TAILS

Tim Bollerslev and Viktor Todorov

Journal:

Année:

2011

Langue:

english

Fichier:

PDF, 3.59 MB

english, 2011

46

THE REALIZED LAPLACE TRANSFORM OF VOLATILITY

Viktor Todorov and George Tauchen

Journal:

Année:

2012

Langue:

english

Fichier:

PDF, 1.61 MB

english, 2012

47

Jump activity estimation for pure-jump semimartingales via self-normalized statistics

Todorov, Viktor

Journal:

The Annals of Statistics

Année:

2015

Langue:

english

Fichier:

PDF, 372 KB

english, 2015

48

Limit theorems for the empirical distribution function of scaled increments of Itô semimartingales at high frequencies

Todorov, Viktor, Tauchen, George

Journal:

The Annals of Applied Probability

Année:

2014

Langue:

english

Fichier:

PDF, 376 KB

english, 2014

49

Limit theorems for power variations of pure-jump processes with application to activity estimation

Todorov, Viktor, Tauchen, George

Journal:

The Annals of Applied Probability

Année:

2011

Langue:

english

Fichier:

PDF, 486 KB

english, 2011

50

Realized Laplace transforms for pure-jump semimartingales

Todorov, Viktor, Tauchen, George

Journal:

The Annals of Statistics

Année:

2012

Langue:

english

Fichier:

PDF, 303 KB

english, 2012