Viktor Todorov

4 articles listing Viktor Todorov in Journal of Econometrics, Quantitative Economics, indexed by Paperzzz from Crossref and OSF.

1. The factor structure of jump risk Journal of Econometrics
2. On-line detection of changes in the shape of intraday volatility curves Journal of Econometrics
3. Testing mean stationarity of intraday volatility curves Quantitative Economics
4. Real‐time detection of local no‐arbitrage violations Quantitative Economics