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	3	7	10	64
Cointegration in high frequency data	0	0	0	74	1	1	3	43
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	1	1	3	59
Estimation of integrated quadratic covariation with endogenous sampling times	0	0	0	36	1	1	3	55
High-Frequency Estimation of ITÔ Semimartingale Baseline for Hawkes Processes	0	0	7	7	3	4	11	11
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	1	2	56
Statistical inference for the doubly stochastic self-exciting process	0	0	0	36	1	1	3	56
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	0	2	3	48
Total Working Papers	0	0	7	328	11	18	38	508

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	1	2	3	55
Disentangling Sources of High Frequency Market Microstructure Noise	0	0	0	1	6	9	9	20
Efficient asymptotic variance reduction when estimating volatility in high frequency data	0	0	0	2	1	5	6	36
Estimation for high-frequency data under parametric market microstructure noise	0	0	0	5	0	3	7	26
Estimation of integrated quadratic covariation with endogenous sampling times	0	0	0	6	2	2	4	53
Local Parametric Estimation in High Frequency Data	0	0	0	1	1	1	2	22
Non-explicit formula of boundary crossing probabilities by the Girsanov theorem	0	0	1	1	2	3	7	7
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	3	4	9	34
Total Journal Articles	0	0	1	19	16	29	47	253

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Statistics updated 2026-01-09