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 1 3 17 74
Cointegration in high frequency data 0 0 0 74 0 0 3 45
Efficient asymptotic variance reduction when estimating volatility in high frequency data 0 0 0 24 0 1 9 77
Estimation for high-frequency data under parametric market microstructure noise 0 0 0 51 0 0 6 63
Estimation of integrated quadratic covariation with endogenous sampling times 0 0 0 36 0 3 10 63
High-Frequency Estimation of ITÔ Semimartingale Baseline for Hawkes Processes 0 0 0 7 0 3 16 22
Investigating Patterns of Technological Innovation 0 0 0 0 0 0 2 50
Local Parametric Estimation in High Frequency Data 0 0 0 35 1 2 10 65
Statistical inference for the doubly stochastic self-exciting process 0 0 0 36 0 0 6 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 10 56
Total Working Papers 0 0 0 328 3 15 89 576


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 2 3 16 68
Disentangling Sources of High Frequency Market Microstructure Noise 0 0 0 1 0 4 20 31
Efficient asymptotic variance reduction when estimating volatility in high frequency data 0 0 0 2 0 0 14 44
Estimation for high-frequency data under parametric market microstructure noise 0 0 0 5 1 3 23 44
Estimation of integrated quadratic covariation with endogenous sampling times 0 0 0 6 0 0 12 63
Local Parametric Estimation in High Frequency Data 0 0 0 1 0 0 13 34
Non-explicit formula of boundary crossing probabilities by the Girsanov theorem 0 0 1 1 0 0 11 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 1 3 15 45
Total Journal Articles 0 0 1 19 4 13 124 342


Statistics updated 2026-08-07