| Option valuation with conditional heteroskedasticity and nonnormality P Christoffersen, R Elkamhi, B Feunou, K Jacobs The Review of Financial Studies 23 (5), 2139-2183, 2010 | 164 | 2010 |
| Downside variance risk premium B Feunou, MR Jahan-Parvar, C Okou Journal of Financial Econometrics 16 (3), 341–383, 2018 | 109 | 2018 |
| The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation P Christoffersen, B Feunou, K Jacobs, N Meddahi Journal of Financial and Quantitative Analysis 49 (3), 663-697, 2014 | 100 | 2014 |
| Modeling market downside volatility B Feunou, MR Jahan-Parvar, R Tédongap Review of Finance 17 (1), 443-481, 2013 | 92 | 2013 |
| Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty B Feunou, JS Fontaine, A Taamouti, R Tédongap Review of Finance 18 (1), 219-269, 2014 | 43 | 2014 |
| A stochastic volatility model with conditional skewness B Feunou, R Tédongap Journal of Business & economic statistics 30 (4), 576-591, 2012 | 41* | 2012 |
| Which parametric model for conditional skewness? B Feunou, M Jahan-Parvar, R Tedongap The European Journal of Finance 22 (13), 1237-1271, 2016 | 38 | 2016 |
| Measuring uncertainty in monetary policy using realized and implied volatility BY Chang, B Feunou Bank of Canada Review 2014 (Spring), 32-41, 2014 | 26* | 2014 |
| Option Valuation with Observable Volatility and Jump Dynamics P Christoffersen, B Feunou, Y Jeon Journal of Banking & Finance 61 (Supplement 2), S101–S120, 2015 | 25 | 2015 |
| Non-Markov Gaussian Term Structure Models: The Case of Inflation B Feunou, JS Fontaine Review of Finance 18 (5), 1953-2001, 2014 | 20* | 2014 |
| Good Volatility, Bad Volatility, and Option Pricing B Feunou, C Okou Journal of Financial and Quantitative Analysis 54 (2), 695-727, 2019 | 19 | 2019 |
| Tractable Term Structure Models B Feunou, JS Fontaine, A Le, CT Lundblad Available at SSRN 2693568, 2018 | 14* | 2018 |
| Generalized Affine Models B Feunou, N Meddahi SSRN, 2009 | 14 | 2009 |
| Gaussian Term Structure Models and Bond Risk Premia B Feunou, JS Fontaine Management Science 64 (3), 1413-1439, 2018 | 13* | 2018 |
| Risk‐neutral moment‐based estimation of affine option pricing models B Feunou, C Okou Journal of Applied Econometrics 33 (7), 1007-1025, 2018 | 12 | 2018 |
| Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity P Christoffersen, B Feunou, Y Jeon, C Ornthanalai Review of Finance, rfaa040, https://doi.org/10.1093/rof/rfaa040, 2020 | 11* | 2020 |
| Loss uncertainty, gain uncertainty, and expected stock returns B Feunou, R Lopez Aliouchkin, R Tédongap, L Xu Roméo and Xu, Lai, Loss Uncertainty, Gain Uncertainty, and Expected Stock …, 2019 | 10* | 2019 |
| The implied volatility and skewness surface B Feunou, JS Fontaine, R Tédongap Review of Derivatives Research 20 (2), 167-202, 2017 | 10* | 2017 |
| What model for the target rate B Feunou, JS Fontaine, J Jin Studies in Nonlinear Dynamics & Econometrics 25 (1), https://doi.org/10.1515 …, 2020 | 4* | 2020 |
| Foreign flows and their effects on government of Canada yields B Feunou, JS Fontaine, J Kyeong, J Sierra Bank of Canada, 2015 | 4 | 2015 |
Roméo TÉDONGAPESSEC Business School Paris-SingaporeVerified email at essec.edu
