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 | 2 | 2 | 5 | 47 |
| Efficient asymptotic variance reduction when estimating volatility in high frequency data | 0 | 0 | 0 | 24 | 1 | 1 | 10 | 78 |
| Estimation for high-frequency data under parametric market microstructure noise | 0 | 0 | 0 | 51 | 1 | 1 | 7 | 64 |
| Optimal trading: a model predictive control approach | 0 | 2 | 5 | 12 | 1 | 9 | 45 | 76 |
| Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes | 0 | 0 | 0 | 10 | 1 | 4 | 16 | 34 |
| Statistical inference for the doubly stochastic self-exciting process | 0 | 0 | 0 | 36 | 2 | 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 | 1 | 3 | 11 | 57 |
| Total Working Papers | 0 | 2 | 5 | 246 | 9 | 23 | 118 | 448 |
| 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 | 1 | 21 | 32 |
| Efficient asymptotic variance reduction when estimating volatility in high frequency data | 0 | 0 | 0 | 2 | 0 | 0 | 14 | 44 |
| Estimation for high-frequency data under parametric market microstructure noise | 0 | 0 | 0 | 5 | 3 | 6 | 24 | 47 |
| Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes | 0 | 0 | 0 | 0 | 1 | 1 | 14 | 22 |
| Statistical inference for ergodic point processes and application to Limit Order Book | 0 | 0 | 4 | 31 | 0 | 2 | 21 | 103 |
| Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book | 1 | 1 | 1 | 3 | 2 | 3 | 17 | 47 |
| Total Journal Articles | 1 | 1 | 5 | 42 | 7 | 13 | 121 | 318 |
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