A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances. 10 September by Christophe Chorro and Dominique Guégan. Chorro, C., Guégan, D., Ielpo, F. and Lalaharison, H.: Testing for leverage effect in the Returns of US Equities. Journal of Empirical Finance, 48, Chorro, Christophe (et al.) Pages Preview Buy Chapter 24,95 €. The Time Series Toolbox for Financial Returns. Chorro, Christophe (et al.) Pages
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CV HAL : CHRISTOPHE CHORRO
Robustness christo;he Statistical Forecasting. Nicolas Bouleau, Christophe Chorro. The current world financial scene indicates at an intertwined and interdependent relationship between financial market activity and economic health.
Testing for leverage effects in the returns of US equities. Cahiers de la Maison des Sciences Economiques The contribution of jumps to forecasting the density of returns. Would you like us to take another look at this review? Explore the Home Gift Guide. How to write a great review. Error structures and parameter estimation.
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Or, get it for Kobo Super Points! The impact of randomness on the distribution of wealth: Osaka Journal of MathematicsOsaka University, cjristophe, 45 2pp. Computation and Modelling in Insurance and Finance. Journal of Empirical FinanceElsevier,48, pp.