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: 2020-10-17    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)

Shephard, Neil (12)

Barndorff-Nielsen, Ole (12)

Andersen, Torben (8)

Diebold, Francis (6)

Lunde, Asger (5)

Tauchen, George (5)

Xiu, Dacheng (5)

Hansen, Peter (4)

Madhavan, Ananth (4)

Ait-Sahalia, Yacine (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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