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J

Jean Jacod

Sorbonne Universite

56H指数
291论文数
1.5W被引数
收录论文 9
发表时间
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Continuous-Time Fama-MacBeth Regressions连续时间Fama-MacBeth回归
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2025-09-01
err0
PREAI
errAit-Sahalia, Yacine; Jacod, Jean; Xiu, Dacheng
err分享
err收藏
VOLATILITY COUPLING
errANNALS OF STATISTICS
IF3.7
err2021-08-01
err4
errOAAI
errJacod, Jean; Li, Jia; Lia, Zhipeng
err分享
err收藏
Estimating the integrated volatility with tick observations
errJOURNAL OF ECONOMETRICS
IF4
err2019-01-01
err19
PREAI
errJacod, Jean; Li, Yingying; Zheng, Xinghua
err分享
err收藏
Testing for non-correlation between price and volatility jumps
errJOURNAL OF ECONOMETRICS
IF4
err2017-04-01
err10
errOAAI
errJacod, Jean; Klueppelberg, Claudia; Mueller, Gernot
err分享
err收藏
STATISTICAL PROPERTIES OF MICROSTRUCTURE NOISE
errECONOMETRICA
IF7.1
err2017-01-01
err54
errOAAI
errJacod, Jean; Li, Yingying; Zheng, Xinghua
err分享
err收藏
EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY IN PRESENCE OF INFINITE VARIATION JUMPS
errANNALS OF STATISTICS
IF3.7
err2014-06-01
err55
errOAAI
errJacod, Jean; Todorov, Viktor
err分享
err收藏
A TEST FOR THE RANK OF THE VOLATILITY PROCESS: THE RANDOM PERTURBATION APPROACH
errANNALS OF STATISTICS
IF3.7
err2013-10-01
err22
errOAAI
errJacod, Jean; Podolskij, Mark
err分享
err收藏
Testing for jumps in noisy high frequency data测试噪声高频数据中的跳跃
errJOURNAL OF ECONOMETRICS
IF4
err2012-06-01
err84
errOAAI
errAit-Sahalia, Yacine; Jacod, Jean; Li, Jia
err分享
err收藏
TESTING FOR COMMON ARRIVALS OF JUMPS FOR DISCRETELY OBSERVED MULTIDIMENSIONAL PROCESSES
errANNALS OF STATISTICS
IF3.7
err2009-08-01
err124
errOAAI
errJacod, Jean; Todorov, Viktor
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
Y
Yacine Aı̈t-Sahalia
H 指数: 59 · 论文数: 222
C
Claudia Klüppelberg
H 指数: 45 · 论文数: 268
修
修大成 (Dacheng Xiu)
H 指数: 38 · 论文数: 98
李
李佳 (Jia Li)
H 指数: 37 · 论文数: 389
V
Viktor Todorov
H 指数: 33 · 论文数: 148
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