The following pages link to Yoann Potiron (Q506039):
Displaying 10 items.
- Estimation of integrated quadratic covariation with endogenous sampling times (Q506040) (← links)
- 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)
- Formula of boundary crossing probabilities by the Girsanov theorem (Q6514285) (← links)
- Explicit formula of boundary crossing probabilities for continuous local martingales to constant boundary (Q6514701) (← links)
- Disentangling Sources of High Frequency Market Microstructure Noise (Q6617733) (← links)
- Local Parametric Estimation in High Frequency Data (Q6626343) (← links)
