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 1 2 8 76
Estimation for high-frequency data under parametric market microstructure noise 0 0 0 51 1 2 7 63
Statistical inference for the doubly stochastic self-exciting process 0 0 0 36 1 3 7 61
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 8 53
Total Working Papers 0 0 0 145 4 10 30 253


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 7 30 4 6 23 98
Total Journal Articles 0 1 7 30 4 6 23 98


Statistics updated 2026-05-06