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Feunou, Bruno
47
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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/..
?
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/..
?
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/..
?
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/..
?
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..
?
6
Bond risk premia and Gaussian term structure models:
, In:
Management science
Feunou, Bruno
;
Fontaine, Jean-Sébastien
. (2018) 3 - p. 1413-1439
Copies:
Zentrale
;
?
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/..
?
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..
?
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..
?
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/..
?
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/..
?
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/..
?
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/..
?
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/..
?
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/..
1-15