List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A Stochastic Volatility Model With Conditional Skewness Journal of Business and Economic Statistics | 2025-01-20 | Paper |
| Generalized Autoregressive Positive-valued Processes Journal of Business and Economic Statistics | 2024-10-28 | Paper |
| What model for the target rate Studies in Nonlinear Dynamics & Econometrics | 2023-04-19 | Paper |
| Fourier inversion formulas for multiple-asset option pricing Studies in Nonlinear Dynamics & Econometrics | 2023-03-07 | Paper |
| Time-varying crash risk embedded in index options: the role of stock market liquidity Review of Finance | 2021-10-19 | Paper |
| Implied volatility and skewness surface Review of Derivatives Research | 2018-11-09 | Paper |
| Non-Markov Gaussian Term Structure Models: The Case of Inflation* Review of Finance | 2018-11-09 | Paper |
| Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty Review of Finance | 2018-11-07 | Paper |
Research outcomes over time
This page was built for person: Bruno Feunou
