Access Statistics for Simon Clinet
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 | |
| Asymptotic Distribution of the Score Test for Detecting Marks in Hawkes Processes | 0 | 0 | 0 | 5 | 0 | 1 | 16 | 29 |
| Cointegration in high frequency data | 0 | 0 | 0 | 74 | 0 | 2 | 5 | 47 |
| Efficient asymptotic variance reduction when estimating volatility in high frequency data | 0 | 0 | 0 | 24 | 1 | 2 | 11 | 79 |
| Estimation for high-frequency data under parametric market microstructure noise | 0 | 0 | 0 | 51 | 0 | 1 | 6 | 64 |
| Optimal trading: a model predictive control approach | 0 | 1 | 5 | 12 | 1 | 6 | 45 | 77 |
| Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes | 0 | 0 | 0 | 10 | 0 | 3 | 16 | 34 |
| Statistical inference for the doubly stochastic self-exciting process | 0 | 0 | 0 | 36 | 0 | 2 | 8 | 63 |
| 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 | 2 | 11 | 57 |
| Total Working Papers | 0 | 1 | 5 | 246 | 2 | 19 | 118 | 450 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Asymptotic distribution of the score test for detecting marks in hawkes processes | 0 | 0 | 0 | 0 | 0 | 0 | 10 | 23 |
| Disentangling Sources of High Frequency Market Microstructure Noise | 0 | 0 | 0 | 1 | 1 | 2 | 22 | 33 |
| Efficient asymptotic variance reduction when estimating volatility in high frequency data | 0 | 0 | 0 | 2 | 0 | 0 | 13 | 44 |
| Estimation for high-frequency data under parametric market microstructure noise | 0 | 0 | 0 | 5 | 0 | 4 | 24 | 47 |
| Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes | 0 | 0 | 0 | 0 | 0 | 1 | 14 | 22 |
| Statistical inference for ergodic point processes and application to Limit Order Book | 0 | 0 | 3 | 31 | 1 | 1 | 21 | 104 |
| Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book | 0 | 1 | 1 | 3 | 0 | 3 | 17 | 47 |
| Total Journal Articles | 0 | 1 | 4 | 42 | 2 | 11 | 121 | 320 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail
Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.