Profile
Trends
Explore the Research Trends
Publications
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1.
2013Tim Bollerslev; Viktor Todorov; Sophia Zhengzi Li
Jump tails, extreme dependencies, and the distribution of stock returns
Journal of Econometrics. 2013;172(2):307-324. -
2.
2013Assane Diop; Jean Jacod; Viktor Todorov
Central Limit Theorems for approximate quadratic variations of pure jump Itô semimartingales
Stochastic Processes and their Applications. 2013;123(3):839-886. -
3.
2013Viktor Todorov
Power variation from second order differences for pure jump semimartingales
Stochastic Processes and their Applications. 2013.
Journals
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Publications
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Journal of Econometrics
11 -
Annals of Applied Probability
4
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Annals of Statistics
3
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Econometrica
3
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Journal of Business and Economic Statistics
3
Institutional Network
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External OrganizationsShared Pub.
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Duke University
12
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Universite Pierre et Marie Curie
3
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National Bureau of Economic Research
1
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Universite Cheikh Anta Diop
1
Coauthor Network
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External CoauthorsShared Pub.
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George Tauchen
8
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Tim Bollerslev
4
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Jean Jacod
3
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Iaryna Grynkiv
1
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Sophia Zhengzi Li
1
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Assane Diop
1
