Christophe Chorro

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Improving portfolios global performance using a cleaned and robust covariance matrix estimate Soft Computing	2022-07-12	Paper
Option valuation with IG-GARCH model and a U-shaped pricing kernel Soft Computing	2022-07-12	Paper
The impact of randomness on the distribution of wealth: some economic aspects of the Wright-Fisher diffusion process Physica A	2022-06-17	Paper
The contribution of intraday jumps to forecasting the density of returns Journal of Economic Dynamics and Control	2020-05-19	Paper
A simple probabilistic approach of the yard-sale model Statistics & Probability Letters	2016-04-22	Paper
A time series approach to option pricing. Models, methods and empirical performances	2015-01-15	Paper
Option pricing for GARCH-type models with generalized hyperbolic innovations Quantitative Finance	2014-01-24	Paper
On an extension of the Hilbertian central limit theorem to Dirichlet forms Osaka Journal of Mathematics	2008-08-11	Paper
Convergence in Dirichlet law of certain stochastic integrals Electronic Journal of Probability	2006-11-03	Paper
Error structures and parameter estimation. Comptes Rendus. Mathématique. Académie des Sciences, Paris	2004-03-15	Paper

Research outcomes over time

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