• 25 Citations
  • 3 h-Index
20172019

Research output per year

If you made any changes in Pure these will be visible here soon.

Fingerprint Dive into the research topics where Yoann Potiron is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 2 Similar Profiles

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output

  • 25 Citations
  • 3 h-Index
  • 7 Article

Disentangling Sources of High Frequency Market Microstructure Noise

Clinet, S. & Potiron, Y., 2019 Jan 1, In : Journal of Business and Economic Statistics.

Research output: Contribution to journalArticle

  • Local Parametric Estimation in High Frequency Data

    Potiron, Y. & Mykland, P., 2019 Jan 1, In : Journal of Business and Economic Statistics.

    Research output: Contribution to journalArticle

  • 1 Citation (Scopus)
  • 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 1, In : Bernoulli. 24, 4B, p. 3469-3493 25 p.

    Research output: Contribution to journalArticle

  • 5 Citations (Scopus)