Viktor Todorov

Identifiers

• name variant Viktor Todorov 0.60 · backfill

Papers (9)

1. Jump activity estimation for pure-jump semimartingales via self-normalized statistics math.ST · 2015 · author #1
2. Limit theorems for the empirical distribution function of scaled increments of It\^{o} semimartingales at high frequencies math.PR · 2014 · author #1
3. Efficient estimation of integrated volatility in presence of infinite variation jumps math.ST · 2014 · author #2
4. Nonparametric test for a constant beta between \Ito semi-martingales based on high-frequency data math.ST · 2014 · author #2
5. Volatility occupation times math.ST · 2013 · author #2
6. Realized Laplace transforms for pure-jump semimartingales math.ST · 2012 · author #1
7. Limit theorems for power variations of pure-jump processes with application to activity estimation math.PR · 2011 · author #1
8. Do price and volatility jump together? q-fin.ST · 2010 · author #2
9. Testing for common arrivals of jumps for discretely observed multidimensional processes math.ST · 2009 · author #2

Mentions

• 1508.04216 #1 · backfill · confidence 0.70 Viktor Todorov
• 1407.0518 #1 · backfill · confidence 0.70 Viktor Todorov
• 1405.7483 #2 · backfill · confidence 0.70 Viktor Todorov
• 1403.0349 #2 · backfill · confidence 0.70 Viktor Todorov
• 1309.4667 #2 · backfill · confidence 0.70 Viktor Todorov
• 1207.5615 #1 · backfill · confidence 0.70 Viktor Todorov
• 1104.1064 #1 · backfill · confidence 0.70 Viktor Todorov
• 1010.4990 #2 · backfill · confidence 0.70 Viktor Todorov
• 0908.1847 #2 · backfill · confidence 0.70 Viktor Todorov

Frequent Coauthors

• George Tauchen 5 shared papers
• Jean Jacod 3 shared papers
• Jia Li 1 shared papers
• Markus Rei{\ss} 1 shared papers