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Tails, Fears, and Risk PremiaTIM BOLLERSLEV; VIKTOR TODOROV · 2011
Estimation of Jump TailsTim Bollerslev; Viktor Todorov · 2011
The Realized Laplace Transform of VolatilityViktor Todorov; George Tauchen · 2012
Volatility activity: Specification and estimationTodorov, Viktor; Tauchen, George; Grynkiv, Iaryna · Journal of Econometrics · 2014
Time-varying jump tailsBollerslev, Tim; Todorov, Viktor · Journal of Econometrics · 2014
Volatility JumpsTodorov, Viktor; Tauchen, George · Journal of Business & Economic Statistics · 2011
Robust Jump RegressionsLi, Jia; Todorov, Viktor; Tauchen, George · Journal of the American Statistical Association · 2016
Tails, Fears, and Risk PremiaTIM BOLLERSLEV and VIKTOR TODOROV · The Journal of Finance · 2011
Evaporating LiquidityNagel, S. · Review of Financial Studies · 2012
Agency Problems and Endogenous Investment FluctuationsFavara, G. · Review of Financial Studies · 2012
Dynamic Debt RunsHe, Z.; Xiong, W. · Review of Financial Studies · 2012
Bank Competition and Credit StandardsMartin Ruckes · The Review of Financial Studies · 2004
Deposits and Relationship LendingMitchell Berlin and Loretta J. Mester · The Review of Financial Studies · 1999
Loan ProspectingHeider, F.; Inderst, R. · Review of Financial Studies · 2012
Securitization, Transparency, and LiquidityPagano, M.; Volpin, P. · Review of Financial Studies · 2012
Downside RiskAndrew Ang, Joseph Chen and Yuhang Xing · The Review of Financial Studies · 2006