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 | 2 | 68 |
| Estimation for high-frequency data under parametric market microstructure noise | 0 | 0 | 0 | 51 | 0 | 0 | 2 | 56 |
| Statistical inference for the doubly stochastic self-exciting process | 0 | 0 | 0 | 36 | 1 | 2 | 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 | 0 | 1 | 45 |
| Total Working Papers | 0 | 0 | 0 | 145 | 1 | 2 | 8 | 224 |
| 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 | 2 | 2 | 5 | 25 | 2 | 6 | 12 | 77 |
| Total Journal Articles | 2 | 2 | 5 | 25 | 2 | 6 | 12 | 77 |
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