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 4 15 71
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 1 3 9 77
Estimation for high-frequency data under parametric market microstructure noise 0 0 0 51 0 1 7 63
Estimation of integrated quadratic covariation with endogenous sampling times 0 0 0 36 2 6 9 62
High-Frequency Estimation of ITÔ Semimartingale Baseline for Hawkes Processes 0 0 0 7 2 5 16 21
Investigating Patterns of Technological Innovation 0 0 0 0 0 2 2 50
Local Parametric Estimation in High Frequency Data 0 0 0 35 0 2 8 63
Statistical inference for the doubly stochastic self-exciting process 0 0 0 36 0 3 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 9 54
Total Working Papers 0 0 0 328 6 29 84 567


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 14 66
Disentangling Sources of High Frequency Market Microstructure Noise 0 0 0 1 4 8 20 31
Efficient asymptotic variance reduction when estimating volatility in high frequency data 0 0 0 2 0 2 14 44
Estimation for high-frequency data under parametric market microstructure noise 0 0 0 5 0 6 20 41
Estimation of integrated quadratic covariation with endogenous sampling times 0 0 0 6 0 5 13 63
Local Parametric Estimation in High Frequency Data 0 0 0 1 0 8 14 34
Non-explicit formula of boundary crossing probabilities by the Girsanov theorem 0 0 1 1 0 1 13 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 2 5 18 44
Total Journal Articles 0 0 1 19 7 41 126 336


Statistics updated 2026-06-04