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
Efficient asymptotic variance reduction when estimating volatility in high frequency data 0 0 1 23 1 1 5 17
Estimation for high-frequency data under parametric market microstructure noise 0 0 0 48 0 1 3 17
Estimation of integrated quadratic covariation with endogenous sampling times 0 0 1 35 0 2 5 38
Investigating Patterns of Technological Innovation 0 0 0 0 1 2 3 31
Local Parametric Estimation in High Frequency Data 0 0 0 34 0 0 2 30
Statistical inference for the doubly stochastic self-exciting process 0 1 2 34 1 3 12 33
Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book 0 0 0 33 0 0 5 27
Total Working Papers 0 1 4 207 3 9 35 193


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimation of integrated quadratic covariation with endogenous sampling times 0 0 0 5 0 2 5 36
Total Journal Articles 0 0 0 5 0 2 5 36


Statistics updated 2019-07-03