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Yoann POTIRON
Yoann POTIRON
Associate Professor at Keio University, Faculty of Business and Commerce
Verified email at fbc.keio.ac.jp - Homepage
Title
Cited by
Cited by
Year
Classifying patents based on their semantic content
A Bergeaud, Y Potiron, J Raimbault
PloS one 12 (4), e0176310, 2017
462017
Estimation of integrated quadratic covariation with endogenous sampling times
Y Potiron, PA Mykland
Journal of Econometrics 197 (1), 20-41, 2017
24*2017
Local parametric estimation in high frequency data
Y Potiron, P Mykland
Journal of Business & Economic Statistics 38 (3), 679-692, 2020
21*2020
Estimation for high-frequency data under parametric market microstructure noise
S Clinet, Y Potiron
Annals of the Institute of Statistical Mathematics 73, 649-669, 2021
202021
Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book
S Clinet, Y Potiron
Journal of Econometrics 209 (2), 289-337, 2019
19*2019
Statistical inference for the doubly stochastic self-exciting process
S Clinet, Y Potiron
Bernoulli 24 (4B), 3469-3493, 2018
16*2018
Efficient asymptotic variance reduction when estimating volatility in high frequency data
S Clinet, Y Potiron
Journal of Econometrics 206 (1), 103-142, 2018
162018
Disentangling sources of high frequency market microstructure noise
S Clinet, Y Potiron
Journal of Business & Economic Statistics, 1-22, 2019
11*2019
Existence in the inverse shiryaev problem
Y Potiron
arXiv e-prints, arXiv: 2106.11573, 2021
72021
Cointegration in high frequency data
S Clinet, Y Potiron
42021
A Tale of Two Time Scales: Applications in Nonparametric Hawkes Processes With Ito Semimartingale Baseline
S Yu, Y Potiron
Available at SSRN 4174251, 2022
22022
Formula of boundary crossing probabilities by the Girsanov theorem
Y Potiron
arXiv preprint arXiv:2311.07101, 2023
12023
Investigating patterns of technological innovation
J Raimbault, A Bergeaud, Y Potiron
Conference on Complex Systems 2016, 2016
12016
Explicit formula of boundary crossing probabilities for continuous local martingales to constant boundary
Y Potiron
arXiv preprint arXiv:2312.00287, 2023
2023
Econometric methods for high frequency data
Y Potiron
慶應義塾大学, 2022
2022
Approximation convergence in the inverse first-passage time problem
Y Potiron
arXiv preprint arXiv:2106.11573, 2021
2021
The locally parametric model: a new class of models in high frequency data
Y Potiron
2015
Taking proper account of the possible nonconstancy over time of parameters in a model
Y Potiron
2015
Mutually exciting point processes with latency
Y Potiron, V Volkov
DISSERTATION PRESENTATION AND DEFENSE
Y POTIRON
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Articles 1–20