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Tails, Fears and Risk Premia
Tim Bollerslev,
Viktor Todorov
Finance
Research output
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Contribution to journal
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Article
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peer-review
351
Scopus citations
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Keyphrases
Risk Premia
100%
Probability Measure
50%
Equity Risk Premia
50%
Intraday Data
50%
Statistical Probability
50%
Short Maturity
50%
Risk-neutral
50%
Out-of-the-money Options
50%
Extreme Value Theory
50%
Investor Fear
50%
New Investors
50%
Time Compensation
50%
Variation Measures
50%
Economics, Econometrics and Finance
Extreme Value
100%
Theory of Value
100%
Investors
100%
Pricing
100%