| Classifying patents based on their semantic content A Bergeaud, Y Potiron, J Raimbault PloS one 12 (4), e0176310, 2017 | 51 | 2017 |
| Estimation of integrated quadratic covariation with endogenous sampling times Y Potiron, PA Mykland Journal of Econometrics 197 (1), 20-41, 2017 | 27* | 2017 |
| Local parametric estimation in high frequency data Y Potiron, P Mykland Journal of Business & Economic Statistics 38 (3), 679-692, 2020 | 25* | 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 | 21 | 2021 |
| 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 | 18* | 2019 |
| Statistical inference for the doubly stochastic self-exciting process S Clinet, Y Potiron Bernoulli 24 (4B), 3469-3493, 2018 | 18* | 2018 |
| Efficient asymptotic variance reduction when estimating volatility in high frequency data S Clinet, Y Potiron Journal of Econometrics 206 (1), 103-142, 2018 | 15 | 2018 |
| Disentangling sources of high frequency market microstructure noise S Clinet, Y Potiron Journal of Business & Economic Statistics, 1-22, 2019 | 11* | 2019 |
| Approximation convergence in the inverse first-passage time problem Y Potiron arXiv preprint arXiv:2106.11573, 2021 | 7* | 2021 |
| Cointegration in high frequency data S Clinet, Y Potiron Electronic Journal of Statistics 15 (1), 1263-1327, 2021 | 3 | 2021 |
| Non-explicit formula of boundary crossing probabilities by the Girsanov theorem Y Potiron Annals of the Institute of Statistical Mathematics, 1-33, 2024 | 2* | 2024 |
| A Tale of Two Time Scales: Applications in Nonparametric Hawkes Processes With Ito Semimartingale Baseline S Yu, Y Potiron Available at SSRN 4174251, 2022 | 2 | 2022 |
| Explicit formula of boundary crossing probabilities for continuous local martingales to constant boundary Y Potiron arXiv preprint arXiv:2312.00287, 2023 | 1 | 2023 |
| First passage time and inverse problem for continuous local martingales Y Potiron Working paper available at https://www. fbc. keio. ac. jp/∼ potiron …, 2023 | 1 | 2023 |
| Nonparametric estimation of hitting-time variance JK Kikuchi, CY Li, Y Potiron Working paper, 2024 | | 2024 |
| Cointegration in high frequency data Y Potiron, S Clinet Electronic Journal of Statistics 15, 2021 | | 2021 |
| Mutually exciting point processes with latency Y Potiron, V Volkov | | |
Simon ClinetQuantitative Researcher, Capital Fund ManagementVerified email at cfm.com
