Browsing by Author Jacod, Jean
Showing results 1 to 2 of 2
| Publication Date | Article Title | Author(s) |
|---|---|---|
| Dec-2012 | Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data | Ait-Sahalia, Yacine; Jacod, Jean |
| Jun-2012 | Identifying the successive Blumenthal–Getoor indices of a discretely observed process | Ait-Sahalia, Yacine; Jacod, Jean |