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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Journal of econometrics"
~person:"Potiron, Yoann"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
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2
Market microstructure
2
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Potiron, Yoann
Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Francq, Christian
6
Li, Jia
6
Li, Yingying
6
Kim, Donggyu
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Mykland, Per A.
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Zakoïan, Jean-Michel
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Aït-Sahalia, Yacine
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Fan, Jianqing
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Rodrigues, Paulo M. M.
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Shephard, Neil G.
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Varneskov, Rasmus Tangsgaard
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Wang, Yazhen
3
Xiu, Dacheng
3
Clinet, Simon
2
Engle, Robert F.
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Gallant, A. Ronald
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Ghysels, Eric
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Gouriéroux, Christian
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Grynkiv, Iaryna
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Härdle, Wolfgang
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Ikeda, Shin S.
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Linton, Oliver
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
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Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 289-337
Persistent link: https://www.econbiz.de/10012302598
Saved in:
2
Efficient asymptotic variance reduction when estimating volatility in high frequency data
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 103-142
Persistent link: https://www.econbiz.de/10012110370
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