Viktor Todorov
Impact in
- Finance top 0.1%
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Financial Markets and Investment Strategies
- Capital Investment and Risk Analysis
- Credit Risk and Financial Regulations
- Economics and Econometrics top 0.5%
- Market Dynamics and Volatility
- Complex Systems and Time Series Analysis
Papers in
- Finance 92
- Financial Risk and Volatility Modeling 76
- Stochastic processes and financial applications 76
- Financial Markets and Investment Strategies 30
- Capital Investment and Risk Analysis 13
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- Complex Systems and Time Series Analysis 26
- Market Dynamics and Volatility 17
- Co-authors
- Tim BollerslevGeorge TauchenTorben G. AndersenJean JacodNicola FusariLai XuSophia Zhengzi LiJia Li
- Journals
- Journal of Econometrics (21 papers)The Annals of Statistics (6 papers)Stochastic Processes and their Applications (5 papers)Journal of the American Statistical Association (5 papers)Quantitative Economics (5 papers)
- Partner nations
- United StatesCanadaDenmark
In The Last Decade
Viktor Todorov
87 papers receiving 3.2k citations
Hit Papers
Peers
Comparison fields: 5 of 61
- Finance 3.1k
- Economics and Econometrics 1.7k
- General Economics, Econometrics and Finance 476
- Statistics and Probability 187
- Accounting 180
Countries citing papers authored by Viktor Todorov
This map shows the geographic impact of Viktor Todorov's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Viktor Todorov with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Viktor Todorov more than expected).
Fields of papers citing papers by Viktor Todorov
This network shows the impact of papers produced by Viktor Todorov. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Viktor Todorov. The network helps show where Viktor Todorov may publish in the future.
Co-authorship network
The 24 scholars most cited alongside Viktor Todorov, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2025 | 0 | |
| 2 | 2025 | 2 | |
| 3 | 2025 | 1 | |
| 4 | 2024 | 0 | |
| 5 | 2024 | 2 | |
| 6 | 2024 | 0 | |
| 7 | 2023 | 6 | |
| 8 | 2023 | 1 | |
| 9 | 2023 | 1 | |
| 10 | 2023 | 0 | |
| 11 | 2023 | 1 | |
| 12 | 2023 | 1 | |
| 13 | 2023 | 2 | |
| 14 | 2021 | 3 | |
| 15 | Option Panels in Pure-Jump Settings | 2018 | 1 |
| 16 | The Pricing of Short-Term market Risk: Evidence from Weekly Options | 2015 | 3 |
| 17 | 2013 | 14 | |
| 18 | Parametric Inference and Dynamic State Recovery from Option Panels | 2012 | 2 |
| 19 | 2012 | 9 | |
| 20 | Activity Signature Functions for High-Frequency Data Analysis | 2008 | 10 |
About Viktor Todorov
Viktor Todorov is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Statistics and Probability and Management Science and Operations Research, having authored 96 papers that have together received 3.4k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (76 papers), Stochastic processes and financial applications (76 papers), Financial Markets and Investment Strategies (30 papers), Complex Systems and Time Series Analysis (26 papers), Market Dynamics and Volatility (17 papers), Capital Investment and Risk Analysis (13 papers), Monetary Policy and Economic Impact (8 papers) and Statistical Methods and Inference (4 papers). The work is most often cited by research in Finance (3.1k citations), Economics and Econometrics (1.7k citations), General Economics, Econometrics and Finance (476 citations), Statistics and Probability (187 citations) and Accounting (180 citations). Viktor Todorov has collaborated with scholars based in United States, Canada and Denmark. Frequent co-authors include Tim Bollerslev, George Tauchen, Torben G. Andersen, Jean Jacod, Nicola Fusari, Tim Bollerslev, Lai Xu, Sophia Zhengzi Li, Jia Li and Jia Li. Their work appears in journals such as Journal of Econometrics, The Annals of Statistics, Stochastic Processes and their Applications, Journal of the American Statistical Association and Quantitative Economics.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.