Yoann Potiron

Yoann Potiron

Keio University - Tokyo / Japan
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4504648
慶應義塾大学
person_outline Yoann Potiron's MOST POPULAR ARTICLES
1-) Classifying patents based on their semantic contentA Bergeaud, Y Potiron, J RaimbaultPloS one 12 (4), e0176310, 2017382017
2-) Estimation of integrated quadratic covariation with endogenous sampling timesY Potiron, PA MyklandJournal of Econometrics 197 (1), 20-41, 2017162017
3-) Local parametric estimation in high frequency dataY Potiron, P MyklandJournal of Business & Economic Statistics 38 (3), 679-692, 202017*2020
4-) Estimation for high-frequency data under parametric market microstructure noiseS Clinet, Y PotironAnnals of the Institute of Statistical Mathematics 73, 649-669, 2021212021
5-) Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order bookS Clinet, Y PotironJournal of Econometrics 209 (2), 289-337, 201918*2019