Christian Y. Robert
- Estimating the efficient price from the order flow: a Brownian Cox process approach
2013/01/14 by Sylvain Delattre, Delattre, Sylvain, Christian Y. Robert +3 · 3 citations
Economics, Econometrics and Finance · #Capital Investment and Risk Analysis #Complex Systems and Time Series Analysis #Stochastic processes and financial applications #q-fin.ST #q-fin.TR
- 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 · Economics, Econometrics and Finance · 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 #math.PR #msc:60E05 #msc:60F10 #msc:60G50 #msc:60G70 #q-fin.ST