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Feunou, Bruno
47  Ergebnisse:
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1

Generalized Autoregressive Positive-valued Processes:

Feunou, Bruno
Journal of Business & Economic Statistics.  42 (2023)  2 - p. 786-800 , 2023
Link: https://doi.org/10.1080/..
 
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2

The Term Structures of Expected Loss and Gain Uncertainty*:

Feunou, Bruno ; Aliouchkin, Ricardo Lopez ; Tédongap, Roméo.
Journal of Financial Econometrics.  18 (2020)  3 - p. 473-501 , 2020
Link: https://doi.org/10.1093/..
 
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3

What model for the target rate:

Feunou, Bruno ; Fontaine, Jean-Sébastien ; Jin, Jianjian
Studies in Nonlinear Dynamics & Econometrics.  25 (2020)  1 - p. , 2020
Link: https://doi.org/10.1515/..
 
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4

Time-Varying Crash Risk Embedded in Index Options: The Role..:

Christoffersen, Peter ; Feunou, Bruno ; Jeon, Yoontae.
Review of Finance.  , 2020
Link: https://doi.org/10.1093/..
 
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5

Good Volatility, Bad Volatility, and Option Pricing:

Feunou, Bruno ; Okou, Cédric
The Journal of Financial and Quantitative Analysis.  54 (2019)  2 - p. 695-727 , 2019
Link: https://www.jstor.org/st..
 
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6

Bond risk premia and Gaussian term structure models:

, In: Management science
Feunou, Bruno ; Fontaine, Jean-Sébastien. (2018)  3 - p. 1413-1439
Exemplare: Zentrale;
 
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7

Good Volatility, Bad Volatility, and Option Pricing:

Feunou, Bruno ; Okou, Cédric
Journal of Financial and Quantitative Analysis.  54 (2018)  2 - p. 695-727 , 2018
Link: https://doi.org/10.1017/..
 
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8

Bond Risk Premia and Gaussian Term Structure Models:

Feunou, Bruno ; Fontaine, Jean-Sébastien
Management Science.  64 (2018)  3 - p. 1413-1439 , 2018
Link: https://www.jstor.org/st..
 
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9

Risk-neutral moment-based estimation of affine option prici..:

Feunou, Bruno ; Okou, Cédric
Journal of Applied Econometrics.  33 (2018)  7 - p. 1007-1025 , 2018
Link: https://www.jstor.org/st..
 
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10

Risk‐neutral moment‐based estimation of affine option prici..:

Feunou, Bruno ; Okou, Cédric
Journal of Applied Econometrics.  33 (2018)  7 - p. 1007-1025 , 2018
Link: https://doi.org/10.1002/..
 
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11

Downside Variance Risk Premium*:

Feunou, Bruno ; Jahan-Parvar, Mohammad R ; Okou, Cédric
Journal of Financial Econometrics.  16 (2017)  3 - p. 341-383 , 2017
Link: https://doi.org/10.1093/..
 
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12

Implied volatility and skewness surface:

Feunou, Bruno ; Fontaine, Jean-Sébastien ; Tédongap, Roméo
Review of Derivatives Research.  20 (2017)  2 - p. 167-202 , 2017
Link: https://doi.org/10.1007/..
 
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13

Fourier inversion formulas for multiple-asset option pricin:

Feunou, Bruno ; Tafolong, Ernest
Studies in Nonlinear Dynamics & Econometrics.  19 (2015)  5 - p. , 2015
Link: https://doi.org/10.1515/..
 
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14

Option valuation with observable volatility and jump dynami..:

Christoffersen, Peter ; Feunou, Bruno ; Jeon, Yoontae
Journal of Banking & Finance.  61 (2015)  - p. S101-S120 , 2015
Link: https://doi.org/10.1016/..
 
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15

Which parametric model for conditional skewness?:

Feunou, Bruno ; Jahan-Parvar, Mohammad R. ; Tédongap, Roméo
The European Journal of Finance.  22 (2014)  13 - p. 1237-1271 , 2014
Link: https://doi.org/10.1080/..
 
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