Jean Jacod

15.3k total citations · 4 hit papers
98 papers, 7.9k citations indexed

About

Jean Jacod is a scholar working on Finance, Economics and Econometrics and Statistics and Probability. According to data from OpenAlex, Jean Jacod has authored 98 papers receiving a total of 7.9k indexed citations (citations by other indexed papers that have themselves been cited), including 74 papers in Finance, 29 papers in Economics and Econometrics and 17 papers in Statistics and Probability. Recurrent topics in Jean Jacod's work include Stochastic processes and financial applications (67 papers), Financial Risk and Volatility Modeling (40 papers) and Complex Systems and Time Series Analysis (20 papers). Jean Jacod is often cited by papers focused on Stochastic processes and financial applications (67 papers), Financial Risk and Volatility Modeling (40 papers) and Complex Systems and Time Series Analysis (20 papers). Jean Jacod collaborates with scholars based in France, United States and Germany. Jean Jacod's co-authors include Albert N. Shiryaev, Yacine Aı̈t-Sahalia, Philip Protter, Viktor Todorov, Mark Podolskij, Per A. Mykland, Mathias Vetter, Yingying Li, Arnaud Gloter and Pierre Brémaud and has published in prestigious journals such as SHILAP Revista de lepidopterología, Econometrica and Review of Financial Studies.

In The Last Decade

Jean Jacod

95 papers receiving 7.3k citations

Hit Papers

Limit Theorems for Stochastic Processes 1975 2026 1992 2009 2003 1987 1979 1975 400 800 1.2k

Peers

Jean Jacod
Comparison fields: 5 of 111
  • Finance 5.9k
  • Economics and Econometrics 2.4k
  • Statistics and Probability 1.4k
  • Mathematical Physics 1.3k
  • Management Science and Operations Research 1.2k
Replace L. C. G. Rogers with:
L. C. G. Rogers United Kingdom
Albert N. Shiryaev Russia
Philip Protter United States
Thomas Mikosch Denmark
Sidney I. Resnick United States
Svetlozar T. Rachev United States
Marc Yor France
Steven E. Shreve United States
Ioannis Karatzas United States
Paul Glasserman United States
L. C. G. Rogers United Kingdom View profile →
Citations per field, relative to Jean Jacod
Jean Jacod · 1×
Citations per year, relative to Jean Jacod
Jean Jacod · 1×

Countries citing papers authored by Jean Jacod

Since Specialization
Citations

This map shows the geographic impact of Jean Jacod's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Jean Jacod with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jean Jacod more than expected).

Fields of papers citing papers by Jean Jacod

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Jean Jacod. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Jean Jacod. The network helps show where Jean Jacod may publish in the future.

Co-authorship network of co-authors of Jean Jacod

This figure shows the co-authorship network connecting the top 25 collaborators of Jean Jacod. A scholar is included among the top collaborators of Jean Jacod based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Jean Jacod. Jean Jacod is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
# Work Indexed citations
1 0
2 0
3 1
4 4
5 2
6 9
7
Testing whether jumps have finite or infinite activity
73
8 449
9 206
10
Local Martingales and the Fundamental Asset Pricing Theorems in the Discrete-time Case
1
11
On the Range of Options Prices
1
12
Estimation of the diffusion coefficient for diffusion processes: random sampling
34
13 9
14 17
15 10
16
Processus de Hellinger, absolue continuité, contiguïté
1
17 23
18
Corrections et compléments à l'article : «Théorème de renouvellement et classification pour les chaînes semi-markoviennes»
10
19
Semi-groupes et mesures invariantes pour les processus semi-markoviens à espace d'état quelconque
6
20
Générateurs infinitésimaux des processus à accroissements semi-markoviens
2

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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