Bruno Feunou

Bruno Feunou

Bank of Canada - Ottawa / Canada
Economics & Econometrics / Financial Economics
AD Scientific Index ID: 4620641
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person_outline Bruno Feunou's MOST POPULAR ARTICLES
1-) Option valuation with conditional heteroskedasticity and nonnormalityP Christoffersen, R Elkamhi, B Feunou, K JacobsThe Review of Financial Studies 23 (5), 2139-2183, 20101762010
2-) Downside variance risk premiumB Feunou, MR Jahan-Parvar, C OkouJournal of Financial Econometrics 16 (3), 341–383, 20181382018
3-) The Economic Value of Realized Volatility: Using High-Frequency Returns for Option ValuationP Christoffersen, B Feunou, K Jacobs, N MeddahiJournal of Financial and Quantitative Analysis 49 (3), 663-697, 20141292014
4-) Modeling market downside volatilityB Feunou, MR Jahan-Parvar, R TédongapReview of Finance 17 (1), 443-481, 20131142013
5-) Good Volatility, Bad Volatility, and Option PricingB Feunou, C OkouJournal of Financial and Quantitative Analysis 54 (2), 695-727, 2019592019