The following pages link to Jean Jacod (Q207848):
Displayed 50 items.
- Microstructure noise in the continuous case: approximate efficiency of the adaptive pre-averaging method (Q2347451) (← links)
- Testing for common arrivals of jumps for discretely observed multidimensional processes (Q2388981) (← links)
- Microstructure noise in the continuous case: the pre-averaging approach (Q2389230) (← links)
- Risk-neutral compatibility with option prices (Q2430260) (← links)
- A test for the rank of the volatility process: the random perturbation approach (Q2438757) (← links)
- Asymptotic properties of realized power variations and related functionals of semimartingales (Q2476289) (← links)
- The approximate Euler method for Lévy driven stochastic differential equations (Q2485324) (← links)
- Efficient estimation of integrated volatility in presence of infinite variation jumps (Q2510826) (← links)
- A remark on the rates of convergence for integrated volatility estimation in the presence of jumps (Q2510829) (← links)
- Systemes de Levy des processus de Markov (Q2561938) (← links)
- (Q2707624) (← links)
- (Q2753024) (← links)
- Efficient Estimation of Integrated Volatility in Presence of Infinite Variation Jumps with Multiple Activity Indices (Q2956058) (← links)
- Mod-Gaussian convergence: new limit theorems in probability and number theory (Q3020569) (← links)
- (Q3038325) (← links)
- Processus à accroissements indépendants: Une condition nécessaire et suffisante de convergence en loi (Q3040256) (← links)
- (Q3049619) (← links)
- (Q3108272) (← links)
- (Q3143841) (← links)
- (Q3313058) (← links)
- (Q3326520) (← links)
- (Q3347049) (← links)
- LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS (Q3408516) (← links)
- (Q3482630) (← links)
- Fisher's Information for Discretely Sampled Lvy Processes (Q3521267) (← links)
- (Q3660614) (← links)
- (Q3679996) (← links)
- (Q3684922) (← links)
- (Q3694394) (← links)
- (Q3694395) (← links)
- (Q3757070) (← links)
- (Q3774629) (← links)
- (Q3797975) (← links)
- Une evaluation de la distance entre les lois d'une semimartingale et d'un processus a accroisseivients independants (Q3827296) (← links)
- (Q3852894) (← links)
- Sur la construction des classes de processus de Markov invariantes par changement de temps (Q3855924) (← links)
- (Q3866874) (← links)
- (Q3866899) (← links)
- (Q3871644) (← links)
- Weak and strong solutions of stochastic differential equations (Q3873264) (← links)
- Une condition ctexistence et d'unicitépour les solutions fortes d'équations différentielles stochastiques (Q3876765) (← links)
- Semimartingales and Markov processes (Q3886618) (← links)
- Existence of weak solutions for stochastic differential equations with driving semimartingales (Q3902270) (← links)
- (Q3908230) (← links)
- (Q3908247) (← links)
- (Q3923358) (← links)
- (Q3924937) (← links)
- (Q3938298) (← links)
- (Q3940583) (← links)
- (Q3951348) (← links)