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Risk‐neutral moment‐based estimation of affine option pricing models
Feunou, Bruno; Okou, Cédric - In: Journal of Applied Econometrics 33 (2018) 7, pp. 1007-1025
Persistent link: https://www.econbiz.de/10012082778
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Downside variance risk premium
Feunou, Bruno; Jahan-Parvar, Mohammad R.; Okou, Cédric - In: Journal of financial econometrics : official journal of … 16 (2018) 3, pp. 341-383
Persistent link: https://www.econbiz.de/10011987780
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Assessing the impact of information and communication technologies on the performance of microfinance institutions in Niger
Ali, Hadizatou; Gueyié, Jean-Pierre; Okou, Cédric - In: Journal of small business and entrepreneurship : JSBE 33 (2021) 1, pp. 71-91
Persistent link: https://www.econbiz.de/10012423365
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Distilling liquidity costs from limit order books
Amaya, Diego; Filbien, Jean-Yves; Okou, Cédric; Roch, … - In: Journal of banking & finance 94 (2018), pp. 16-34
Persistent link: https://www.econbiz.de/10011965700
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Good volatility, bad volatility, and option pricing
Feunou, Bruno; Okou, Cédric - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 2, pp. 695-727
Persistent link: https://www.econbiz.de/10012138931
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An alternative representation of the C-CAPM with higher-order risks
Dionne, Georges; Li, Jingyuan; Okou, Cédric - In: The Geneva risk and insurance review 49 (2024) 2, pp. 194-233
Persistent link: https://www.econbiz.de/10015048865