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 | |
| Efficient asymptotic variance reduction when estimating volatility in high frequency data | 0 | 0 | 0 | 24 | 0 | 0 | 0 | 68 |
| Estimation for high-frequency data under parametric market microstructure noise | 0 | 0 | 0 | 51 | 0 | 1 | 2 | 58 |
| Statistical inference for the doubly stochastic self-exciting process | 0 | 0 | 0 | 36 | 0 | 0 | 2 | 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 | 1 | 2 | 3 | 48 |
| Total Working Papers | 0 | 0 | 0 | 145 | 1 | 3 | 7 | 229 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Statistical inference for ergodic point processes and application to Limit Order Book | 0 | 1 | 5 | 28 | 0 | 4 | 16 | 86 |
| Total Journal Articles | 0 | 1 | 5 | 28 | 0 | 4 | 16 | 86 |
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