Access Statistics for Bruno Feunou

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Stochastic Volatility Model with Conditional Skewness 0 0 2 51 0 0 3 89
Bond Risk Premia and Gaussian Term Structure Models 0 0 2 33 1 1 4 61
Downside Variance Risk Premium 1 3 8 29 1 4 20 77
Downside Variance Risk Premium 1 1 3 51 4 8 16 50
Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields 0 0 1 78 0 0 4 91
Fourier Inversion Formulas for Multiple-Asset Option Pricing 0 0 0 6 2 7 12 38
Good Volatility, Bad Volatility and Option Pricing 0 0 12 12 1 4 12 12
Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility 0 0 5 54 0 1 6 84
Option Valuation with Conditional Heteroskedasticity and Non-Normality 0 0 2 27 0 0 5 102
Option Valuation with Conditional Heteroskedasticity and Non-Normality 0 0 4 76 0 1 9 237
Option Valuation with Observable Volatility and Jump Dynamics 0 0 0 16 1 1 2 44
Option Valuation with Observable Volatility and Jump Dynamics 0 0 0 11 1 2 7 32
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty 0 0 1 27 0 3 8 100
Risk premium, variance premium and the maturity structure of uncertainty 0 0 1 21 1 3 5 87
Risk-Neutral Moment-Based Estimation of Affine Option Pricing Models 0 0 21 21 5 12 25 25
Structural The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness 0 0 0 34 0 0 0 139
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 0 0 2 84 2 4 43 321
Time-Varying Crash Risk: The Role of Stock Market Liquidity 0 0 3 48 1 4 15 47
Tractable Term-Structure Models and the Zero Lower Bound 0 0 1 2 3 7 12 14
Variance Premium, Downside Risk and Expected Stock Returns 0 3 42 42 1 6 13 13
Which Parametric Model for Conditional Skewness? 0 0 0 46 0 0 6 69
Total Working Papers 2 7 110 769 24 68 227 1,732


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Stochastic Volatility Model With Conditional Skewness* 0 0 0 16 0 0 1 58
Fourier inversion formulas for multiple-asset option pricing 0 0 1 7 0 1 9 19
Implied volatility and skewness surface 0 0 1 1 0 3 16 16
Measuring Uncertainty in Monetary Policy Using Realized and Implied Volatility 0 0 3 19 0 0 13 74
Modeling Market Downside Volatility 1 3 8 28 1 3 9 88
Non-Markov Gaussian Term Structure Models: The Case of Inflation 0 0 0 0 0 0 1 12
Option Valuation with Conditional Heteroskedasticity and Nonnormality 1 1 9 51 1 3 14 132
Option valuation with observable volatility and jump dynamics 0 0 0 8 0 0 1 29
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty 0 0 0 8 0 0 2 20
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 1 2 6 29 2 3 9 73
Which parametric model for conditional skewness? 0 0 0 0 3 3 3 3
Total Journal Articles 3 6 28 167 7 16 78 524


Statistics updated 2018-06-06