Bruno Feunou

Risk‐neutral moment‐based estimation of affine option pricing models

Bruno Feunou, Cedric Okou, Bruno Feunou, 2018 .

Bond Risk Premia and Gaussian Term Structure Models

Bruno Feunou, Jean-Sébastien Fontaine, Bruno Feunou, 2015, Manag. Sci..

The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation

Bruno Feunou, Nour Meddahi, Peter Christoffersen, 2012, Journal of Financial and Quantitative Analysis.

Time-varying Crash Risk: The Role of Market Liquidity∗

Bruno Feunou, Peter Christoffersen, Chayawat Ornthanalai, 2016 .

Série Scientifique Scientific Series 2009 s-32 Option Valuation with Conditional Heteroskedasticity and Non-Normality

Bruno Feunou, Peter Christoffersen, Kris Jacobs, 2009 .

A Multifactor Stochastic Volatility Model with Time-Varying Conditional Skewness

Bruno Feunou, Roméo Tédongap, Bruno Feunou, 2009 .