Christophe Chorro

zbMath Openchorro.christopheMaRDI QIDQ273771

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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