Browsen in EconStor gesamt nach Autorinnen & Autoren Feunou, Bruno

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2009 The equity premium and the volatility spread: The role of risk-neutral skewnessFeunou, Bruno; Fontaine, Jean-Sébastien; Tedongap, Roméo
2011 A stochastic volatility model with conditional skewnessFeunou, Bruno; Tédongap, Roméo
2012 Forecasting inflation and the inflation risk premiums using nominal yieldsFeunou, Bruno; Fontaine, Jean-Sébastien
2012 Risk premium, variance premium and the maturity structure of uncertaintyFeunou, Bruno; Fontaine, Jean-Sébastien; Taamouti, Abderrahim; Tédongap, Roméo
2012 The economic value of realized volatility: Using high-frequency returns for option valuationChristoffersen, Peter; Feunou, Bruno; Jacobs, Kris; Meddahi, Nour
2013 Which parametric model for conditional skewness?Feunou, Bruno; Jahan-Parvar, Mohammad R.; Tédongap, Roméo
2013 Measuring uncertainty in monetary policy using implied volatility and realized volatilityChang, Bo Young; Feunou, Bruno
2014 Bond risk premia and Gaussian term structure modelsFeunou, Bruno; Fontaine, Jean-Sébastien
2015 Tractable term-structure models and the zero lower boundFeunou, Bruno; Fontaine, Jean-Sébastien; Le, Anh; Lundblad, Christian
2015 Downside Variance Risk PremiumFeunou, Bruno; Jahan-Parvar, Mohammad R.; Okou, Cédric
2015 Fourier Inversion Formulas for Multiple-Asset Option PricingFeunou, Bruno; Tafolong, Ernest
2015 Option Valuation with Observable Volatility and Jump DynamicsChristoffersen, Peter; Feunou, Bruno; Jeon, Yoontae
2016 Time-varying crash risk: The role of stock market liquidityChristoffersen, Peter F.; Feunou, Bruno; Jeon, Yoontae; Ornthanalai, Chayawat
2017 Good volatility, bad volatility and option pricingFeunou, Bruno; Okou, Cédric
2017 Variance premium, downside risk and expected stock returnsFeunou, Bruno; Aliouchkin, Ricardo Lopez; Tédongap, Roméo; Xu, Lai
2017 Which model to forecast the target rate?Feunou, Bruno; Fontaine, Jean-Sébastien; Jin, Jianjian
2017 Risk-neutral moment-based estimation of affine option pricing modelsFeunou, Bruno; Okou, Cédric