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Simon Clinet · Study

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Simon Clinet

3 works· latest 2020· 2 institutionscluster: provisional

h-index3

i103

Citations91

Works here3

16

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20

Most cited in this library

Statistical inference for ergodic point processes and application to Limit Order Book2016 · 42 citations
Estimation for high-frequency data under parametric market microstructure noise2020 · 27 citations
Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book2019 · 22 citations

Works

3 shown

Estimation for high-frequency data under parametric market microstructure noise

Annals of the Institute of Statistical Mathematics·2020·2 authors·Open access

27citations

Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book

Journal of Econometrics·2019·2 authors·Open access

22citations

Statistical inference for ergodic point processes and application to Limit Order Book

Stochastic Processes and their Applications·2016·2 authors·Open access

42citations