Robert, Christian Y.
- Estimating the efficient price from the order flow: a Brownian Cox process approach
2013/01/14 by Sylvain Delattre, Delattre, Sylvain, Robert, Christian Y. +2 · 2 citations
Economics, Econometrics and Finance · #Stochastic processes and financial applications #Capital Investment and Risk Analysis #Complex Systems and Time Series Analysis
- Tails of random sums of a heavy-tailed number of light-tailed terms
2007/03/01 by Christian Y. Robert, Johan Segers, Robert, Christian Y. +1 · 1 citation
Computer Science · Decision Sciences · Mathematics · #60E05 #60F10 #60G50 #60G70 #Bayesian Methods and Mixture Models #FOS: Economics and business #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Statistical Finance (q-fin.ST) #Stochastic processes and statistical mechanics