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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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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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Stochastic derivative estimation for max-stable random fields
Koch, Erwan; Robert, Christian Yann - In: European journal of operational research : EJOR 302 (2022) 2, pp. 575-588
Persistent link: https://www.econbiz.de/10013270124