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Paris 1. Master 2 IRFA. Improving portfolios global performance using a cleaned and robust covariance matrix estimate. The contribution of intraday jumps to forecasting the density of returns. Journal of Economic Dynamics and Control, Elsevier, , , pp. Testing for leverage effects in the returns of US equities.
Journal of Empirical Finance, Elsevier, , 48, pp. The impact of randomness on the distribution of wealth: Some economic aspects of the Wright-Fisher diffusion process. Physica A, Elsevier, , , pp. A simple probabilistic approach of the Yard-Sale model. Statistics and Probability Letters, Elsevier, , , pp. Martingalized Historical approach for Option Pricing.
Finance Research Letters, Elsevier, , 7 1 , pp. On an extension of the Hilbertian central limit theorem to Dirichlet forms. Osaka Journal of Mathematics, Osaka University, , 45 2 , pp. Convergence in Dirichlet law of certain stochastic integrals. Error structures and parameter estimation. A time series approach to option pricing: Models, Methods and Empirical Performances.
Springer, Nicolas Bouleau, Christophe Chorro. Robust covariance matrix estimation and portfolio allocation: the case of non-homogeneous assets. The contribution of jumps to forecasting the density of returns.
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