JUMP ACTIVITY ESTIMATION FOR PURE-JUMP SEMIMARTINGALES VIA SELF-NORMALIZED STATISTICS von Todorov, Viktor

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Tails, Fears, and Risk Premia von BOLLERSLEV, TIM, TODOROV, VIKTOR

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Testing for Common Arrivals of Jumps for Discretely Observed Multidimensional Processes von Jacod, Jean, Todorov, Viktor

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Power variation from second order differences for pure jump semimartingales von Todorov, Viktor

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The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets von Andersen, Torben G., Fusari, Nicola, Todorov, Viktor

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Testing for time-varying jump activity for pure jump semimartingales von Todorov, Viktor

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NONPARAMETRIC SPOT VOLATILITY FROM OPTIONS von Todorov, Viktor

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Nonparametric jump variation measures from options von Todorov, Viktor

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Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data von Reiß, Markus, Todorov, Viktor, Tauchen, George

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Variance Risk-Premium Dynamics: The Role of Jumps von Todorov, Viktor

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Higher-order small time asymptotic expansion of Itô semimartingale characteristic function with application to estimation of leverage from options von Todorov, Viktor

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The jump leverage risk premium von Bollerslev, Tim, Todorov, Viktor

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Tail risk premia and return predictability von Bollerslev, Tim, Todorov, Viktor, Xu, Lai

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Intraday volatility patterns from short-dated options von Todorov, Viktor, Zhang, Yang

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Bias reduction in spot volatility estimation from options von Todorov, Viktor, Zhang, Yang

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Testing and inference for fixed times of discontinuity in semimartingales von Todorov, Viktor

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TESTING FOR ANTICIPATED CHANGES IN SPOT VOLATILITY AT EVENT TIMES von Todorov, Viktor, Zhang, Yang

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TESTING FOR TIME-VARYING JUMP ACTIVITY FOR PURE JUMP SEMIMARTINGALES von Todorov, Viktor

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EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY IN PRESENCE OF INFINITE VARIATION JUMPS von Jacod, Jean, Todorov, Viktor

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Information gains from using short‐dated options for measuring and forecasting volatility von Todorov, Viktor, Zhang, Yang

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