Simon Clinet : Citation Profile


Are you Simon Clinet?

Keio University

2

H index

0

i10 index

8

Citations

RESEARCH PRODUCTION:

1

Articles

4

Papers

RESEARCH ACTIVITY:

   1 years (2017 - 2018). See details.
   Cites by year: 8
   Journals where Simon Clinet has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 4 (33.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pcl144
   Updated: 2019-05-18    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 (1)

Cites to:

Shephard, Neil (12)

Barndorff-Nielsen, Ole (12)

Potiron, Yoann (9)

Andersen, Torben (8)

Diebold, Francis (6)

Xiu, Dacheng (5)

Tauchen, George (5)

Lunde, Asger (5)

Ait-Sahalia, Yacine (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 (2019 and 2018)


YearTitle of citing document
2017Is the diurnal pattern sufficient to explain the intraday variation in volatility? A nonparametric assessment. (2017). Podolskij, Mark ; Hounyo, Ulrich ; Christensen, Kim. In: CREATES Research Papers. RePEc:aah:create:2017-30.

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2018State-dependent Hawkes processes and their application to limit order book modelling. (2018). Pakkanen, Mikko ; Morariu-Patrichi, Maxime . In: CREATES Research Papers. RePEc:aah:create:2018-26.

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2018Local Parametric Estimation in High Frequency Data. (2018). Potiron, Yoann. In: Papers. RePEc:arx:papers:1603.05700.

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2018State-dependent Hawkes processes and their application to limit order book modelling. (2018). Morariu-Patrichi, Maxime ; Pakkanen, Mikko S. In: Papers. RePEc:arx:papers:1809.08060.

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2018Efficient asymptotic variance reduction when estimating volatility in high frequency data. (2018). Clinet, Simon ; Potiron, Yoann. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:103-142.

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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). Clinet, Simon ; Potiron, Yoann. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:289-337.

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Works by Simon Clinet:


YearTitleTypeCited
2017Statistical inference for the doubly stochastic self-exciting process In: Papers.
[Full Text][Citation analysis]
paper1
2018Efficient asymptotic variance reduction when estimating volatility in high frequency data In: Papers.
[Full Text][Citation analysis]
paper2
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]
paper0
2017Estimation for high-frequency data under parametric market microstructure noise In: Papers.
[Full Text][Citation analysis]
paper2
2017Statistical inference for ergodic point processes and application to Limit Order Book In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]
article3

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