Bruno Feunou is a Principal Researcher at the Bank of Canada-Financial Markets Department. His research Interests are Conditional Higher moments and more generally conditional characteristic function modeling and application in derivative evaluation, term structure of interest rate and cross section asset pricing.
Before joining the Bank of Canada, he worked at Duke University as a post-doc associate. he completed his Ph.D-Degree at the University of Montreal. He studied Mathematics and Statistics at several universities in Africa including the University of Dschang, Yaounde I, ISSEA of Yaounde and ENSEA of Abidjan. During his thesis, he was supported by several Grants including IFM2, Banque Laurentienne, CIREQ and CREST. Before he was supported by a grant of European Union to study Statistics and Econometrics in Africa.
Bank of Canada
234 Wellington Street
Ottawa , ON K1A 0G9
Fax : 613-782-7136
Email : feun[AT]bankofcanada.ca
- June-16-2011: Bruno will present his joint work with Peter, Kris, and Nour on economic value of realized volatility at the Fourth Annual Society For Financial Econometrics Conference, to be held at The University of Chicago.
- May-21-2010: Bruno presents his latest work in progress at the Financial Econometrics conference in Toulouse.
- May-06-2010: Bruno was visiting scholar at the Bank of Canada in Ottawa.
- May-01-2010: Bruno, Peter, Kris, and Nour paper on economic value of realized volatility have been accepted for presentation at the upcoming world congress of econometric society, to be held at Shangai.
- April-14-2010: Bruno, Mohammad, and Romeo paper on modeling downside volatility have been accepted for presentation at the upcoming 2010 annual meeting of the Financial Management Association International