Christian Y. Robert

A New Approach for the Dynamics of Ultra-High-Frequency Data: The Model with Uncertainty Zones

Christian Y. Robert, M. Rosenbaum · Journal of Financial Econometrics · 2010 · 99 citations

VOLATILITY AND COVARIATION ESTIMATION WHEN MICROSTRUCTURE NOISE AND TRADING TIMES ARE ENDOGENOUS

Christian Y. Robert, Mathieu Rosenbaum · Mathematical Finance · 2010 · 73 citations

Empirical Finance, Volatility Modeling, Engineering +16

Tails of random sums of a heavy-tailed number of light-tailed terms

Christian Y. Robert, Johan Segers · Insurance Mathematics and Economics · 2007 · 65 citations · Full text

Heavy-tailed Number, Probability Theory, Random Sums +1

Risk‐sharing rules and their properties, with applications to peer‐to‐peer insurance

Michel Denuit, Jan Dhaene, Christian Y. Robert · Journal of Risk & Insurance · 2022 · 55 citations · Full text

Health Insurance Design, Financial Risk Management, Risk Analysis +21

Inference for the limiting cluster size distribution of extreme values

Christian Y. Robert · The Annals of Statistics · 2009 · 52 citations · Full text

Estimation Theory, Extreme Values, Engineering +15