The following pages link to Simon Clinet (Q1668575):
Displaying 9 items.
- Efficient asymptotic variance reduction when estimating volatility in high frequency data (Q1668576) (← links)
- Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book (Q1740296) (← links)
- Statistical inference for the doubly stochastic self-exciting process (Q1750090) (← links)
- Estimation for high-frequency data under parametric market microstructure noise (Q2042282) (← links)
- Cointegration in high frequency data (Q2044337) (← links)
- Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes (Q2144192) (← links)
- Asymptotic distribution of the score test for detecting marks in Hawkes processes (Q2243558) (← links)
- Statistical inference for ergodic point processes and application to limit order book (Q2359704) (← links)
- Disentangling Sources of High Frequency Market Microstructure Noise (Q6617733) (← links)
