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 0 6 11 67
Cointegration in high frequency data 0 0 0 74 2 3 3 45
Efficient asymptotic variance reduction when estimating volatility in high frequency data 0 0 0 24 0 6 6 74
Estimation for high-frequency data under parametric market microstructure noise 0 0 0 51 1 4 6 62
Estimation of integrated quadratic covariation with endogenous sampling times 0 0 0 36 0 2 4 56
High-Frequency Estimation of ITÔ Semimartingale Baseline for Hawkes Processes 0 0 7 7 2 8 15 16
Investigating Patterns of Technological Innovation 0 0 0 0 0 0 0 48
Local Parametric Estimation in High Frequency Data 0 0 0 35 1 6 7 61
Statistical inference for the doubly stochastic self-exciting process 0 0 0 36 0 3 5 58
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 6 51
Total Working Papers 0 0 7 328 7 41 63 538


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 1 6 8 60
Disentangling Sources of High Frequency Market Microstructure Noise 0 0 0 1 1 9 12 23
Efficient asymptotic variance reduction when estimating volatility in high frequency data 0 0 0 2 1 7 12 42
Estimation for high-frequency data under parametric market microstructure noise 0 0 0 5 0 9 15 35
Estimation of integrated quadratic covariation with endogenous sampling times 0 0 0 6 1 7 8 58
Local Parametric Estimation in High Frequency Data 0 0 0 1 0 5 6 26
Non-explicit formula of boundary crossing probabilities by the Girsanov theorem 0 0 1 1 3 7 12 12
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 0 8 14 39
Total Journal Articles 0 0 1 19 7 58 87 295


Statistics updated 2026-03-04