Jean Jacod

103 papers and 8.3k indexed citations i.

About

Jean Jacod has authored 103 papers that have received a total of 8.3k indexed citations. This includes 82 papers in Finance, 30 papers in Economics and Econometrics and 20 papers in Statistics and Probability. The topics of these papers are Stochastic processes and financial applications (75 papers), Financial Risk and Volatility Modeling (46 papers) and Complex Systems and Time Series Analysis (20 papers). Jean Jacod is often cited by papers focused on Stochastic processes and financial applications (75 papers), Financial Risk and Volatility Modeling (46 papers) and Complex Systems and Time Series Analysis (20 papers) and collaborates with scholars based in France, United States and Germany. Jean Jacod's co-authors include Yacine Aït‐Sahalia, Philip Protter, Viktor Todorov, Mark Podolskij and Yingying Li and has published in prestigious journals such as Econometrica, Journal of Econometrics and The Annals of Statistics

In The Last Decade

Rankless by CCL
2025