Access Statistics for Yoann Potiron

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Classifying Patents Based on their Semantic Content 0 0 0 31 0 1 3 57
Cointegration in high frequency data 0 0 1 74 0 0 3 42
Efficient asymptotic variance reduction when estimating volatility in high frequency data 0 0 0 24 0 0 2 68
Estimation for high-frequency data under parametric market microstructure noise 0 0 0 51 0 1 2 57
Estimation of integrated quadratic covariation with endogenous sampling times 0 0 0 36 1 1 3 54
High-Frequency Estimation of ITÔ Semimartingale Baseline for Hawkes Processes 0 0 7 7 0 1 6 6
Investigating Patterns of Technological Innovation 0 0 0 0 0 0 1 48
Local Parametric Estimation in High Frequency Data 0 0 0 35 0 0 1 55
Statistical inference for the doubly stochastic self-exciting process 0 0 0 36 0 0 3 55
Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book 0 0 0 34 0 1 2 46
Total Working Papers 0 0 8 328 1 5 26 488


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Classifying patents based on their semantic content 0 0 1 1 1 1 3 53
Disentangling Sources of High Frequency Market Microstructure Noise 0 0 0 1 0 0 0 11
Efficient asymptotic variance reduction when estimating volatility in high frequency data 0 0 0 2 0 0 1 30
Estimation for high-frequency data under parametric market microstructure noise 0 0 0 5 2 2 5 23
Estimation of integrated quadratic covariation with endogenous sampling times 0 0 0 6 0 1 4 51
Local Parametric Estimation in High Frequency Data 0 0 0 1 0 1 1 21
Non-explicit formula of boundary crossing probabilities by the Girsanov theorem 0 0 0 0 1 3 3 3
Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book 0 0 0 2 0 4 6 30
Total Journal Articles 0 0 1 18 4 12 23 222


Statistics updated 2025-09-05