Bruno Feunou

Finance · 2015

A researcher in the Science corpus: 2 papers; trusts 30 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Bruno Feunou trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Tim Bollerslev
  2. Torben G. Andersen
  3. Ole E. Barndorff-Nielsen
  4. Fulvio Corsi
  5. Sydney C. Ludvigson
  6. V. Todorov
  7. N. Shephard
  8. Peter P. Carr
  9. Andrew J. Patton
  10. Ravi Bansal

Papers from Bruno Feunou's perspective

Ordered by how strongly the researchers Bruno Feunou trusts endorse each paper. Same corpus, a different order for every researcher.

  1. MODELING AND FORECASTING REALIZED VOLATILITY
  2. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  3. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  4. Generalized autoregressive conditional heteroskedasticity
  5. Consumption, aggregate wealth and expected stock returns
  6. The distribution of realized stock return volatility
  7. Variance Risk Premiums
  8. A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data
  9. A Closed-Form GARCH Option Valuation Model
  10. Power and bipower variation with stochastic volatility and jumps

Their papers