• Tails of Cross-Sectional Return Distributions at High Frequencies

    Torben G. Andersen, Yi Ding, Viktor Todorov

• Testing for Rough Volatility when Prices are Purely Discontinuous 

Carsten Chong, Viktor Todorov

• Do Equity and Options Markets Agree about Volatility?

Carsten Chong, Viktor Todorov

• The Granular Origins of Tail Dispersion Risk

    Torben G. Andersen, Yi Ding, Viktor Todorov

• Observable versus Latent Factors

     Yuan Liao, Viktor Todorov

• Aggregate Asymmetry in Idiosyncratic Jump Risk

     Huidi Lin, Viktor Todorov