4. Mathematics
  5. Statistics Theory

Jean Jacod

Mathematics – Statistics Theory

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Asymptotic properties of power variations of Lévy processes

Mathematics – Probability
Scientific paper

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Asymptotic properties of realized power variations and related functionals of semimartingales

Mathematics – Probability
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Do price and volatility jump together?

Economy – Quantitative Finance – Statistical Finance
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Estimating the degree of activity of jumps in high frequency data

Mathematics – Statistics Theory
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Estimation of the Brownian dimension of a continuous Itô process

Mathematics – Statistics Theory
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