Access Statistics for Yoann Potiron

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
Classifying Patents Based on their Semantic Content 0 0 0 31 2 5 19 76
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
Estimation of integrated quadratic covariation with endogenous sampling times 0 0 0 36 1 2 10 64
High-Frequency Estimation of ITÔ Semimartingale Baseline for Hawkes Processes 0 0 0 7 0 1 16 22
Investigating Patterns of Technological Innovation 0 0 0 0 1 1 3 51
Local Parametric Estimation in High Frequency Data 0 0 0 35 2 4 12 67
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 0 0 328 13 22 101 589


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Classifying patents based on their semantic content 0 0 0 1 1 3 16 69
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
Estimation of integrated quadratic covariation with endogenous sampling times 0 0 0 6 0 0 12 63
Local Parametric Estimation in High Frequency Data 0 0 0 1 1 1 14 35
Non-explicit formula of boundary crossing probabilities by the Girsanov theorem 0 0 1 1 1 1 11 14
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 2 20 9 15 129 351


Statistics updated 2026-09-10