5
H index
1
i10 index
52
Citations
Yoann Potiron : Citation Profile
Keio University | RESEARCH PRODUCTION: 7 Articles 9 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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5 years (2016 - 2021). Relations with other researchers
Works with:
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:
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Main data
Where Yoann Potiron has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 3 |
| Journal of Business & Economic Statistics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 7 |
Recent works citing Yoann Potiron (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Asymptotic Expansions for High-Frequency Option Data. (2023). Todorov, Viktor ; Chong, Carsten H. In: Papers. RePEc:arx:papers:2304.12450. Full description at Econpapers || Download paper |
| 2024 | Volatility of Volatility and Leverage Effect from Options. (2023). Todorov, Viktor ; Chong, Carsten H. In: Papers. RePEc:arx:papers:2305.04137. Full description at Econpapers || Download paper |
| 2024 | A new mapping of technological interdependence. (2023). Venturini, F ; Guardabascio, B ; Colladon, Fronzetti A. In: Papers. RePEc:arx:papers:2308.00014. Full description at Econpapers || Download paper |
| 2024 | Jump detection in high-frequency order prices. (2024). Ristig, Alexander ; Hautsch, Nikolaus ; Bibinger, Markus. In: Papers. RePEc:arx:papers:2403.00819. Full description at Econpapers || Download paper |
| 2024 | Market price determination: Interpreting quote order imbalance under zero-profit equilibrium. (2024). Long, Xingchen ; Wu, Liang ; Yan, Jingzhou. In: Economic Modelling. RePEc:eee:ecmode:v:134:y:2024:i:c:s0264999324000646. Full description at Econpapers || Download paper |
| 2023 | ETF Basket-Adjusted Covariance estimation. (2023). Vanduffel, Steven ; Boudt, Kris ; Sauri, Orimar ; Dragun, Kirill. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1144-1171. Full description at Econpapers || Download paper |
| 2024 | Volatility of volatility and leverage effect from options. (2024). Todorov, Viktor ; Chong, Carsten H. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000150. Full description at Econpapers || Download paper |
| 2024 | Nonparametric estimation for high-frequency data incorporating trading information. (2024). Wang, Jiandong ; Hu, Jie ; Cui, Wenhao. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000368. Full description at Econpapers || Download paper |
Works by Yoann Potiron:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Estimation of integrated quadratic covariation with endogenous sampling times In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2017 | Estimation of integrated quadratic covariation with endogenous sampling times.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2018 | Local Parametric Estimation in High Frequency Data In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2020 | Local Parametric Estimation in High Frequency Data.(2020) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2017 | Statistical inference for the doubly stochastic self-exciting process In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2018 | Efficient asymptotic variance reduction when estimating volatility in high frequency data In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2018 | Efficient asymptotic variance reduction when estimating volatility in high frequency data.(2018) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2019 | Testing 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] | paper | 7 |
| 2019 | Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book.(2019) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2020 | Estimation for high-frequency data under parametric market microstructure noise In: Papers. [Full Text][Citation analysis] | paper | 7 |
| 2021 | Estimation for high-frequency data under parametric market microstructure noise.(2021) In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2021 | Cointegration in high frequency data In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Classifying Patents Based on their Semantic Content In: Working papers. [Full Text][Citation analysis] | paper | 19 |
| 2017 | Classifying patents based on their semantic content.(2017) In: PLOS ONE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
| 2016 | Investigating Patterns of Technological Innovation In: Post-Print. [Citation analysis] | paper | 0 |
| 2021 | Disentangling Sources of High Frequency Market Microstructure Noise In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team