Christophe Chorro

Discipline

Economies et finances (10)

Type de document

Autres (7) Articles (4)

Co-auteur

Date

Source

Mot-clé

Finance (11) Paper (8) Diplomatics (7) Finance (6) papier (5) modèle (5) méthodologie (5) Centre (5) Employment (5) Methodology (5) Methodology (5) International Standard Serial Numbers (5) Example (5) Errors (5) Prices (5) Occupations (5) ISSN (5) Finanzas (5) Trabajo (5) Travail (5) Diplomatique (5) Travail (5) Finances (5) Numéro international normalisé des publications en série (5) travail (5) spectacle (4) ordre (4) Methods (4) Time (4) Rebates (4)

Documents écrit par Christophe Chorro (11) | parle de Christophe Chorro (0)

Frequency causality measures and Vector AutoRegressive (VAR) models: An improved subset selection method suited to parsimonious systems
Christophe Chorro et al.
Discriminating between GARCH models for option pricing by their ability to compute accurate VIX measures
Christophe Chorro et al.
The contribution of intraday jumps to forecasting the density of returns
Christophe Chorro et al.
Improving portfolios global performance using a cleaned and robust covariance matrix estimate
Emmanuelle Jay et al. (2020)
Option Pricing for GARCH-type Models with Generalized Hyperbolic Innovations
Christophe Chorro et al. (2012)
Likelihood-Related Estimation Methods and Non-Gaussian GARCH Processes
Christophe Chorro et al.
Martingalized Historical approach for Option Pricing
Christophe Chorro et al.
Option pricing for GARCH-type models with generalized hyperbolic innovations
Christophe Chorro et al.
Martingalized Historical approach for Option Pricing
Christophe Chorro et al.
Option Pricing under GARCH models with Generalized Hyperbolic distribution (II) : Data and Results
Christophe Chorro et al.
Option Pricing under GARCH models with Generalized Hyperbolic innovations (I) : Methodology
Christophe Chorro et al.