Simon Clinet

Available identifiers

zbMath Open clinet.simonMaRDI QIDQ1668575

List of research outcomes

Publication	Date of Publication	Type
Disentangling Sources of High Frequency Market Microstructure Noise	2024-10-11	Paper
Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes	2022-06-01	Paper
Asymptotic distribution of the score test for detecting marks in Hawkes processes	2021-11-11	Paper
Cointegration in high frequency data	2021-08-09	Paper
Estimation for high-frequency data under parametric market microstructure noise	2021-07-28	Paper
Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes	2020-01-30	Paper
Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book	2019-04-30	Paper
Efficient asymptotic variance reduction when estimating volatility in high frequency data	2018-08-29	Paper
Statistical inference for the doubly stochastic self-exciting process	2018-05-18	Paper
Statistical inference for ergodic point processes and application to limit order book	2017-06-22	Paper

Research outcomes over time

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