Christian Y. Robert
Author
Alternate names Christian Yann Robert, Christian Robert, C. Y. Robert, C. Robert, Christian Y. Robert
Institution Université Claude Bernard Lyon 1
Past institutions Université Claude Bernard Lyon 1, Université Paris Dauphine-PSL, University of Warwick, Centre de Recherche en Économie et Statistique, École Nationale de la Statistique et de l'Administration Économique +5 more
ORCID: Yes
H-index: 16
I10-index: 25
Works count: 123
Citations count: 910
A New Approach for the Dynamics of Ultra-High-Frequency Data: The Model with Uncertainty Zones
2010 · Christian Y. Robert, M. Rosenbaum · Journal of Financial Econometrics
Volatility And Covariation Estimation When Microstructure Noise And Trading Times Are Endogenous
2010 · Christian Y. Robert, Mathieu Rosenbaum · Mathematical Finance
Tails of random sums of a heavy-tailed number of light-tailed terms
2007 · Christian Y. Robert, Johan Segers · Insurance Mathematics and Economics