← Back to directory
Jean Jacod
Researcher Next ID · RN-029070
Researcher · Economics, Econometrics and Finance
Paris, United Arab Emirates
Not currently recruitingFunding unknown
- Works count
- 282
- Citation count
- 15,597
- H-index
- 57
- i10-index
- 109
Research interests
Economics, Econometrics and Finance
Decision Sciences
Mathematics
Stochastic processes and financial applications
Financial Risk and Volatility Modeling
Probability and Risk Models
Complex Systems and Time Series Analysis
Statistical Methods and Inference
Publications
Microstructure noise in the continuous case: The pre-averaging approach
Stochastic Processes and their Applications · 2008 · https://doi.org/10.1016/j.spa.2008.11.004
Limit Theorems for Stochastic Processes
Grundlehren der mathematischen Wissenschaften · 1987 · https://doi.org/10.1007/978-3-662-02514-7
Calcul Stochastique et Problèmes de Martingales
Lecture notes in mathematics · 1979 · https://doi.org/10.1007/bfb0064907
Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
Probability Theory and Related Fields · 1975 · https://doi.org/10.1007/bf00536010
Current projects
No projects listed.