Simon Clinet : Citation Profile


Are you Simon Clinet?

Keio University

4

H index

0

i10 index

20

Citations

RESEARCH PRODUCTION:

1

Articles

4

Papers

RESEARCH ACTIVITY:

   3 years (2017 - 2020). See details.
   Cites by year: 6
   Journals where Simon Clinet has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 4 (16.67 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pcl144
   Updated: 2020-10-24    RAS profile:    
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Relations with other researchers


Works with:

Potiron, Yoann (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Simon Clinet.

Is cited by:

Potiron, Yoann (6)

Laeven, Roger (4)

Cites to:

Potiron, Yoann (15)

Barndorff-Nielsen, Ole (12)

Shephard, Neil (12)

Andersen, Torben (8)

Diebold, Francis (6)

Tauchen, George (5)

Xiu, Dacheng (5)

Lunde, Asger (5)

Madhavan, Ananth (4)

Bollerslev, Tim (4)

Hansen, Peter (4)

Main data


Where Simon Clinet has published?


Working Papers Series with more than one paper published# docs
Papers / arXiv.org4

Recent works citing Simon Clinet (2020 and 2019)


YearTitle of citing document
2019Inference for Volatility Functionals of Multivariate It\^o Semimartingales Observed with Jump and Noise. (2019). Chen, Richard Y. In: Papers. RePEc:arx:papers:1810.04725.

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2020Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes. (2020). Clinet, Simon. In: Papers. RePEc:arx:papers:2001.11624.

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2019Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book. (2019). Potiron, Yoann ; Clinet, Simon. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:289-337.

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2020Time-invariant restrictions of volatility functionals: Efficient estimation and specification tests. (2020). Yang, Xiye. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:486-516.

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2020Dependent microstructure noise and integrated volatility estimation from high-frequency data. (2020). Laeven, Roger ; Vellekoop, Michel H ; Li, Merrick Z. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:536-558.

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2019Asymptotic Distribution of the Score Test for Detecting Marks in Hawkes Processes. (2019). Richards, Kylie-Anne ; Peters, Gareth W ; Clinet, Simon. In: Research Paper Series. RePEc:uts:rpaper:404.

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2020Warnings about future jumps: properties of the exponential Hawkes model. (2020). Mancini, Cecilia ; Lilla, Francesca ; Foschi, Rachele . In: Working Papers. RePEc:ver:wpaper:13/2020.

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2019Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book. (2019). Potiron, Yoann ; Clinet, Simon. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:289-337.

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2020Dependent microstructure noise and integrated volatility estimation from high-frequency data. (2020). Laeven, Roger ; Vellekoop, Michel H ; Li, Merrick Z. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:536-558.

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Works by Simon Clinet:


YearTitleTypeCited
2017Statistical inference for the doubly stochastic self-exciting process In: Papers.
[Full Text][Citation analysis]
paper4
2018Efficient asymptotic variance reduction when estimating volatility in high frequency data In: Papers.
[Full Text][Citation analysis]
paper4
2019Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book In: Papers.
[Full Text][Citation analysis]
paper2
2020Estimation for high-frequency data under parametric market microstructure noise In: Papers.
[Full Text][Citation analysis]
paper4
2017Statistical inference for ergodic point processes and application to Limit Order Book In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]
article6

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