Keio University

Koara papers

Potiron, Yoann

1-5 items (total 5)

Econometric methods for high frequency data

Author
Potiron, Yoann
Publication Title
(Publication Date)2023)

金融計量経済学におけるデュレーションモデルに関する研究

Author
Potiron, Yoann
Publication Title
(Publication Date)2021)

Econometric methods for high frequency data

Author
Potiron, Yoann
Publication Title
(Publication Date)2020)

Forecasting and model selection in time-varying parameter models

Author
Potiron, Yoann
Publication Title
(Publication Date)2019)

An empirical analysis to disentangle sources of high frequency market microstructure noise

Author
Potiron, Yoann
Publication Title
(Publication Date)2018)