Yoann Potiron

Available identifiers

zbMath Open potiron.yoannMaRDI QIDQ506039

List of research outcomes

Publication	Date of Publication	Type
Local Parametric Estimation in High Frequency Data	2024-10-28	Paper
Disentangling Sources of High Frequency Market Microstructure Noise	2024-10-11	Paper
Cointegration in high frequency data	2021-08-09	Paper
Estimation for high-frequency data under parametric market microstructure noise	2021-07-28	Paper
Approximation convergence in the inverse first-passage time problem	2021-06-22	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
Estimation of integrated quadratic covariation with endogenous sampling times	2017-01-30	Paper
Formula of boundary crossing probabilities by the Girsanov theorem	N/A	Paper
Explicit formula of boundary crossing probabilities for continuous local martingales to constant boundary	N/A	Paper

Research outcomes over time

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