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Yoann POTIRON
Yoann POTIRON
Associate Professor of Econometrics 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
522017
Estimation of integrated quadratic covariation with endogenous sampling times
Y Potiron, PA Mykland
Journal of Econometrics 197 (1), 20-41, 2017
29*2017
Local parametric estimation in high frequency data
Y Potiron, P Mykland
Journal of Business & Economic Statistics 38 (3), 679-692, 2020
27*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
212021
Statistical inference for the doubly stochastic self-exciting process
S Clinet, Y Potiron
Bernoulli 24 (4B), 3469-3493, 2018
212018
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
20*2019
Efficient asymptotic variance reduction when estimating volatility in high frequency data
S Clinet, Y Potiron
Journal of Econometrics 206 (1), 103-142, 2018
142018
Disentangling sources of high frequency market microstructure noise
S Clinet, Y Potiron
Journal of Business & Economic Statistics, 1-22, 2019
12*2019
Approximation convergence in the inverse first-passage time problem
Y Potiron
arXiv preprint arXiv:2106.11573, 2021
8*2021
High-frequency estimation of Itô semimartingale baseline for Hawkes processes
Y Potiron, O Scaillet, V Volkov, S Yu
4*2025
Mutually exciting point processes with latency
Y Potiron, V Volkov
32025
Non-explicit formula of boundary crossing probabilities by the Girsanov theorem
Y Potiron
Annals of the Institute of Statistical Mathematics, 1-33, 2024
3*2024
Cointegration in high frequency data
S Clinet, Y Potiron
Electronic Journal of Statistics 15 (1), 1263-1327, 2021
32021
Nonparametric estimation of hitting-time variance
JK Kikuchi, CY Li, Y Potiron
Working paper, 2024
22024
First passage time and inverse problem for continuous local martingales
Y Potiron
Working paper available at https://www. fbc. keio. ac. jp/∼ potiron …, 2023
2*2023
Estimation of time-dependent latency with locally stationary Hawkes processes
D Erdemlioglu, Y Potiron, V Volkov
12025
Inference for Hawkes processes with a general kernel
Y Potiron
2025
Nonparametric local estimation of the partial area under the receiver operating characteristic curve
CY Li, Y Potiron
2025
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