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 3 4 15 71
Cointegration in high frequency data 0 0 0 74 0 2 3 45
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
Estimation of integrated quadratic covariation with endogenous sampling times 0 0 0 36 4 4 8 60
High-Frequency Estimation of ITÔ Semimartingale Baseline for Hawkes Processes 0 0 0 7 2 5 14 19
Investigating Patterns of Technological Innovation 0 0 0 0 2 2 2 50
Local Parametric Estimation in High Frequency Data 0 0 0 35 2 3 9 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 0 328 17 30 81 561


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 5 6 13 65
Disentangling Sources of High Frequency Market Microstructure Noise 0 0 0 1 1 5 16 27
Efficient asymptotic variance reduction when estimating volatility in high frequency data 0 0 0 2 2 3 14 44
Estimation for high-frequency data under parametric market microstructure noise 0 0 0 5 3 6 21 41
Estimation of integrated quadratic covariation with endogenous sampling times 0 0 0 6 2 6 13 63
Local Parametric Estimation in High Frequency Data 0 0 0 1 7 8 14 34
Non-explicit formula of boundary crossing probabilities by the Girsanov theorem 0 0 1 1 1 4 13 13
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 3 3 17 42
Total Journal Articles 0 0 1 19 24 41 121 329


Statistics updated 2026-05-06