Access Statistics for Yoann Potiron

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	4	58
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	0	68
Estimation for high-frequency data under parametric market microstructure noise	0	0	0	51	0	1	2	58
Estimation of integrated quadratic covariation with endogenous sampling times	0	0	0	36	0	1	2	54
High-Frequency Estimation of ITÔ Semimartingale Baseline for Hawkes Processes	0	0	7	7	0	1	7	7
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	0	1	55
Statistical inference for the doubly stochastic self-exciting process	0	0	0	36	0	0	2	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	1	1	2	47
Total Working Papers	0	0	8	328	2	5	24	492

Journal Article	File Downloads				Abstract Views
Journal Article	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	0	1	1	53
Disentangling Sources of High Frequency Market Microstructure Noise	0	0	0	1	2	2	2	13
Efficient asymptotic variance reduction when estimating volatility in high frequency data	0	0	0	2	2	3	3	33
Estimation for high-frequency data under parametric market microstructure noise	0	0	0	5	2	4	6	25
Estimation of integrated quadratic covariation with endogenous sampling times	0	0	0	6	0	0	2	51
Local Parametric Estimation in High Frequency Data	0	0	0	1	0	0	1	21
Non-explicit formula of boundary crossing probabilities by the Girsanov theorem	0	1	1	1	1	3	5	5
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	1	6	31
Total Journal Articles	0	1	1	19	8	14	26	232

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Statistics updated 2025-11-08