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 1 1 3 57
Cointegration in high frequency data 0 0 1 74 0 0 3 42
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
Estimation of integrated quadratic covariation with endogenous sampling times 0 0 0 36 0 1 2 53
High-Frequency Estimation of ITÔ Semimartingale Baseline for Hawkes Processes 0 1 7 7 0 1 5 5
Investigating Patterns of Technological Innovation 0 0 0 0 0 0 1 48
Local Parametric Estimation in High Frequency Data 0 0 0 35 0 1 2 55
Statistical inference for the doubly stochastic self-exciting process 0 0 0 36 0 1 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 1 8 328 1 5 24 484


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 1 1 0 0 2 52
Disentangling Sources of High Frequency Market Microstructure Noise 0 0 0 1 0 0 0 11
Efficient asymptotic variance reduction when estimating volatility in high frequency data 0 0 0 2 0 0 2 30
Estimation for high-frequency data under parametric market microstructure noise 0 0 0 5 0 1 4 21
Estimation of integrated quadratic covariation with endogenous sampling times 0 0 0 6 0 0 3 50
Local Parametric Estimation in High Frequency Data 0 0 0 1 0 0 0 20
Non-explicit formula of boundary crossing probabilities by the Girsanov theorem 0 0 0 0 1 1 1 1
Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book 0 0 0 2 1 2 4 27
Total Journal Articles 0 0 1 18 2 4 16 212


Statistics updated 2025-07-04