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 4 30 0 4 16 31
Cointegration in high frequency data 0 2 68 68 0 0 10 10
Efficient asymptotic variance reduction when estimating volatility in high frequency data 0 0 1 23 0 3 7 20
Estimation for high-frequency data under parametric market microstructure noise 0 0 0 48 0 0 3 17
Estimation of integrated quadratic covariation with endogenous sampling times 0 0 1 35 0 0 5 38
Investigating Patterns of Technological Innovation 0 0 0 0 2 3 5 34
Local Parametric Estimation in High Frequency Data 0 0 0 34 2 3 4 33
Statistical inference for the doubly stochastic self-exciting process 0 0 2 34 1 3 15 36
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 2 76 305 5 16 70 246


Journal Article 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 1 3 3 9 11
Estimation of integrated quadratic covariation with endogenous sampling times 0 0 0 5 1 2 6 38
Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book 0 0 0 0 1 1 3 3
Total Journal Articles 0 0 1 6 5 6 18 52


Statistics updated 2019-10-05