Jean Jacod (IMJ)

Identifiers

• name variant Jean Jacod (IMJ) 0.60 · backfill

Papers (3)

1. Estimation of volatility functionals: the case of a square root n window math.PR · 2012 · author #1
2. Asymptotic properties of realized power variations and related functionals of semimartingales math.PR · 2006 · author #1
3. Asymptotic properties of power variations of L\'{e}vy processes math.PR · 2005 · author #1

Mentions

• 1212.1997 #1 · backfill · confidence 0.70 Jean Jacod (IMJ)

Frequent Coauthors

• Mathieu Rosenbaum (LPMA) 1 shared papers