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Jacod, Jean
E-mail:
Website: https://www.lpsm.paris/pageperso/jacod/

https://www.mathnet.ru/eng/person151081
List of publications on Google Scholar

Presentations in Math-Net.Ru
1. Systematic Jump Risk
J. Jacod
International Conference “Stochastic analysis, Statistics of Random Processes and Optimisation” dedicated to the 90th anniversary of Academician Albert Shiryaev
December 13, 2024 15:00
2. Testing for the Markov property in a high-frequency setting
Jean Jacod, Ya. Ait-Sahalia
International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods)
May 20, 2021 12:00   
3. High-frequency statistics for a semimartingale with jump activity varying with time
J. Jacod
Stochastic Days. Conference in honor of the 85th birthday of Albert Shiryaev
October 14, 2019 09:40   

Organisations
 
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