• 14 Citations
  • 3 h-Index
20172019

Research output per year

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Research Output

  • 14 Citations
  • 3 h-Index
  • 5 Article
  • 2 Citations (Scopus)

    Efficient asymptotic variance reduction when estimating volatility in high frequency data

    Clinet, S. & Potiron, Y., 2018 Jan 1, (Accepted/In press) In : Journal of Econometrics.

    Research output: Contribution to journalArticle

  • 4 Citations (Scopus)

    Statistical inference for the doubly stochastic self-exciting process

    Clinet, S. & Potiron, Y., 2018 Nov, In : Bernoulli. 24, 4B, p. 3469-3493 25 p.

    Research output: Contribution to journalArticle

  • 5 Citations (Scopus)

    Statistical inference for ergodic point processes and application to Limit Order Book

    Clinet, S. & Yoshida, N., 2017 Jun 1, In : Stochastic Processes and their Applications. 127, 6, p. 1800-1839 40 p.

    Research output: Contribution to journalArticle

  • 3 Citations (Scopus)