Yoann POTIRON
Yoann POTIRON
Associate Professor at Keio University, Faculty of Business and Commerce
Verified email at fbc.keio.ac.jp - Homepage
Title
Cited by
Cited by
Year
Classifying patents based on their semantic content
A Bergeaud, Y Potiron, J Raimbault
PloS one 12 (4), e0176310, 2017
252017
Estimation of integrated quadratic covariation with endogenous sampling times
Y Potiron, PA Mykland
Journal of Econometrics 197 (1), 20-41, 2017
14*2017
Local parametric estimation in high frequency data
Y Potiron, P Mykland
Journal of Business & Economic Statistics 38 (3), 679-692, 2020
13*2020
Statistical inference for the doubly stochastic self-exciting process
S Clinet, Y Potiron
Bernoulli 24 (4B), 3469-3493, 2018
10*2018
Efficient asymptotic variance reduction when estimating volatility in high frequency data
S Clinet, Y Potiron
Journal of Econometrics 206 (1), 103-142, 2018
102018
Estimation for high-frequency data under parametric market microstructure noise
S Clinet, Y Potiron
Annals of the Institute of Statistical Mathematics, 1-21, 2020
82020
Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book
S Clinet, Y Potiron
Journal of Econometrics 209 (2), 289-337, 2019
7*2019
Disentangling Sources of High Frequency Market Microstructure Noise
S Clinet, Y Potiron
Journal of Business & Economic Statistics, 1-22, 2019
3*2019
Cointegration in high frequency data
S Clinet, Y Potiron
arXiv preprint arXiv:1905.07081, 2019
2019
Investigating Patterns of Technological Innovation
J Raimbault, A Bergeaud, Y Potiron
Conference on Complex Systems 2016, 2016
2016
DISSERTATION PRESENTATION AND DEFENSE
Y POTIRON
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Articles 1–11