Yoann Potiron
Names
| first: | Yoann |
| last: | Potiron |
Identifer
| RePEc Short-ID: | ppo615 |
Contact
| homepage: | http://www.fbc.keio.ac.jp/~potiron/ |
Affiliations
-
Keio University
/ Faculty of Business and Commerce
- EDIRC entry
- location:
Research profile
author of:
- Estimation of integrated quadratic covariation with endogenous sampling times (RePEc:arx:papers:1507.01033)
by Yoann Potiron & Per Mykland - Local Parametric Estimation in High Frequency Data (RePEc:arx:papers:1603.05700)
by Yoann Potiron & Per Mykland - Statistical inference for the doubly stochastic self-exciting process (RePEc:arx:papers:1607.05831)
by Simon Clinet & Yoann Potiron - Efficient asymptotic variance reduction when estimating volatility in high frequency data (RePEc:arx:papers:1701.01185)
by Simon Clinet & Yoann Potiron - Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book (RePEc:arx:papers:1709.02502)
by Simon Clinet & Yoann Potiron - Estimation for high-frequency data under parametric market microstructure noise (RePEc:arx:papers:1712.01479)
by Simon Clinet & Yoann Potiron - Cointegration in high frequency data (RePEc:arx:papers:1905.07081)
by Simon Clinet & Yoann Potiron - Classifying Patents Based on their Semantic Content (RePEc:bfr:banfra:685)
by Antonin Bergeaud & Yoann Potiron & Juste Raimbault - Estimation of integrated quadratic covariation with endogenous sampling times (RePEc:eee:econom:v:197:y:2017:i:1:p:20-41)
by Potiron, Yoann & Mykland, Per A. - Efficient asymptotic variance reduction when estimating volatility in high frequency data (RePEc:eee:econom:v:206:y:2018:i:1:p:103-142)
by Clinet, Simon & Potiron, Yoann - Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book (RePEc:eee:econom:v:209:y:2019:i:2:p:289-337)
by Clinet, Simon & Potiron, Yoann - Investigating Patterns of Technological Innovation (RePEc:hal:journl:halshs-01370528)
by Juste Raimbault & Antonin Bergeaud & Yoann Potiron - Classifying patents based on their semantic content (RePEc:plo:pone00:0176310)
by Antonin Bergeaud & Yoann Potiron & Juste Raimbault - Estimation for high-frequency data under parametric market microstructure noise (RePEc:spr:aistmt:v:73:y:2021:i:4:d:10.1007_s10463-020-00762-3)
by Simon Clinet & Yoann Potiron - Local Parametric Estimation in High Frequency Data (RePEc:taf:jnlbes:v:38:y:2020:i:3:p:679-692)
by Yoann Potiron & Per Mykland - Disentangling Sources of High Frequency Market Microstructure Noise (RePEc:taf:jnlbes:v:39:y:2021:i:1:p:18-39)
by Simon Clinet & Yoann Potiron