| Tails, fears, and risk premia T Bollerslev, V Todorov The Journal of finance 66 (6), 2165-2211, 2011 | 912 | 2011 |
| Variance risk-premium dynamics: The role of jumps V Todorov The Review of Financial Studies 23 (1), 345-383, 2010 | 434 | 2010 |
| Tail risk premia and return predictability T Bollerslev, V Todorov, L Xu Journal of Financial Economics 118 (1), 113-134, 2015 | 409 | 2015 |
| Volatility jumps V Todorov, G Tauchen Journal of Business & Economic Statistics 29 (3), 356-371, 2011 | 322 | 2011 |
| The risk premia embedded in index options TG Andersen, N Fusari, V Todorov Journal of Financial Economics 117 (3), 558-584, 2015 | 287 | 2015 |
| Testing for common arrivals of jumps for discretely observed multidimensional processes J Jacod, V Todorov | 235 | 2009 |
| Jumps and betas: A new framework for disentangling and estimating systematic risks V Todorov, T Bollerslev Journal of Econometrics 157 (2), 220-235, 2010 | 192 | 2010 |
| Estimation of jump tails T Bollerslev, V Todorov Econometrica 79 (6), 1727-1783, 2011 | 189 | 2011 |
| Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns T Bollerslev, SZ Li, V Todorov Journal of Financial Economics 120 (3), 464-490, 2016 | 172 | 2016 |
| Jump tails, extreme dependencies, and the distribution of stock returns T Bollerslev, V Todorov, SZ Li Journal of Econometrics 172 (2), 307-324, 2013 | 166 | 2013 |
| Parametric inference and dynamic state recovery from option panels TG Andersen, N Fusari, V Todorov Econometrica 83 (3), 1081-1145, 2015 | 158 | 2015 |
| Do price and volatility jump together? J Jacod, V Todorov | 135 | 2010 |
| Short‐term market risks implied by weekly options TG Andersen, N Fusari, V Todorov The Journal of Finance 72 (3), 1335-1386, 2017 | 133 | 2017 |
| Activity signature functions for high-frequency data analysis V Todorov, G Tauchen Journal of Econometrics 154 (2), 125-138, 2010 | 124 | 2010 |
| Estimation of continuous-time stochastic volatility models with jumps using high-frequency data V Todorov Journal of Econometrics 148 (2), 131-148, 2009 | 124 | 2009 |
| Simulation methods for Lévy-driven continuous-time autoregressive moving average (CARMA) stochastic volatility models V Todorov, G Tauchen Journal of Business & Economic Statistics 24 (4), 455-469, 2006 | 108 | 2006 |
| Jump regressions J Li, V Todorov, G Tauchen Econometrica 85 (1), 173-195, 2017 | 99 | 2017 |
| Time-varying jump tails T Bollerslev, V Todorov Journal of Econometrics 183 (2), 168-180, 2014 | 93 | 2014 |
| Econometric analysis of jump-driven stochastic volatility models V Todorov Journal of Econometrics 160 (1), 12-21, 2011 | 93 | 2011 |
| The pricing of tail risk and the equity premium: Evidence from international option markets TG Andersen, N Fusari, V Todorov Journal of Business & Economic Statistics 38 (3), 662-678, 2020 | 86 | 2020 |
