Jean Jacod (PMA)

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Papers (3)

1. Volatility Estmators for Discretely Sampled L\'{e}vy Processses math.ST · 2005 · author #2
2. Limit theorems for bipower variation in financial econometrics math.PR · 2005 · author #3
3. Fisher's Information for Discretely Sampled Levy Processes math.PR · 2004 · author #2

Mentions

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Frequent Coauthors

• Neil Shephard (NUFFIELD College) 1 shared papers
• Ole E. Barndorff-Nielsen (DEPT Math Sci) 1 shared papers
• Svend E. Graversen (DEPT Math Sci) 1 shared papers
• Yacine A\"it-Sahalia 1 shared papers
• Yacine Ait-Sahalia 1 shared papers