Browsing All of EconStor by Author Tédongap, Roméo
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2011 | A stochastic volatility model with conditional skewness | Feunou, Bruno; Tédongap, Roméo |
2012 | Risk premium, variance premium and the maturity structure of uncertainty | Feunou, Bruno; Fontaine, Jean-Sébastien; Taamouti, Abderrahim; Tédongap, Roméo |
2013 | Which parametric model for conditional skewness? | Feunou, Bruno; Jahan-Parvar, Mohammad R.; Tédongap, Roméo |
2017 | Variance premium, downside risk and expected stock returns | Feunou, Bruno; Aliouchkin, Ricardo Lopez; Tédongap, Roméo; Xu, Lai |
2020 | The term structures of expected loss and gain uncertainty | Feunou, Bruno; Lopez Aliouchkin, Ricardo; Tédongap, Roméo; Xu, Lai |