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How large is the jump discontinuity in the diffusion coefficient of a time-homogeneous diffusion?
Robert, Christian Yann - In: Econometric theory 39 (2023) 4, pp. 848-880
Persistent link: https://www.econbiz.de/10014342267
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Market Value Margin calculations under the cost of capital approach within a Bayesian chain ladder framework
Robert, Christian Yann - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 216-229
Persistent link: https://www.econbiz.de/10009785404
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Mouvements extrêmes des déries financières haute fréquence
Robert, Christian Yann - In: Finance : revue de l'Association Française de Finance 19 (1998) 2, pp. 221-247
Persistent link: https://www.econbiz.de/10001476813
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Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian; Robert, Christian Yann - 2001
Persistent link: https://www.econbiz.de/10001626924
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Preferencing and dealer inventory
Lescourret, Laurence; Robert, Christian Y. - 2002
Persistent link: https://www.econbiz.de/10001742498
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From risk reduction to risk elimination by conditional mean risk sharing of independent losses
Denuit, Michel; Robert, Christian Yann - In: Insurance / Mathematics & economics 108 (2023), pp. 46-59
Persistent link: https://www.econbiz.de/10013534509
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Graph-based learning for stock movement prediction with textual and relational data
Chen, Qinkai; Robert, Christian Yann - In: The journal of financial data science 4 (2022) 4, pp. 152-166
Persistent link: https://www.econbiz.de/10014232783
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A new approach for the dynamics of ultra-high-frequency data : the model with uncertainty zones
Robert, Christian Yann; Rosenbaum, Mathieu - In: Journal of financial econometrics : official journal of … 9 (2011) 2, pp. 344-366
Persistent link: https://www.econbiz.de/10009125119
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The model with uncertainty zones for ultra high frequency prices and durations : applications to statistical estimation and mathematical finance
Robert, Christian Yann; Rosenbaum, Mathieu - In: Econophysics of Order-driven Markets : proceedings of …, (pp. 203-224). 2011
Persistent link: https://www.econbiz.de/10009349684
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Transparency matters : price formation in the presence of order preferencing
Lescourret, Laurence; Robert, Christian Yann - In: Journal of financial markets 14 (2011) 2, pp. 227-258
Persistent link: https://www.econbiz.de/10009266998