Yoann Potiron : Citation Profile


Are you Yoann Potiron?

Keio University

2

H index

0

i10 index

6

Citations

RESEARCH PRODUCTION:

1

Articles

7

Papers

RESEARCH ACTIVITY:

   2 years (2016 - 2018). See details.
   Cites by year: 3
   Journals where Yoann Potiron has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 5 (45.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppo615
   Updated: 2019-05-18    RAS profile: 2018-10-24    
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Relations with other researchers


Works with:

Clinet, Simon (4)

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

Is cited by:

Cites to:

Shephard, Neil (22)

Barndorff-Nielsen, Ole (17)

Andersen, Torben (12)

Bollerslev, Tim (11)

Hansen, Peter (9)

Lunde, Asger (8)

Xiu, Dacheng (8)

Diebold, Francis (8)

Clinet, Simon (7)

Renault, Eric (7)

Christensen, Kim (6)

Main data


Where Yoann Potiron has published?


Working Papers Series with more than one paper published# docs
Papers / arXiv.org6

Recent works citing Yoann Potiron (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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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 Yoann Potiron:


YearTitleTypeCited
2016Estimation of integrated quadratic covariation with endogenous sampling times In: Papers.
[Full Text][Citation analysis]
paper1
2017Estimation of integrated quadratic covariation with endogenous sampling times.(2017) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2018Local Parametric Estimation in High Frequency Data In: Papers.
[Full Text][Citation analysis]
paper0
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
2016Investigating Patterns of Technological Innovation In: Post-Print.
[Citation analysis]
paper0

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