Jean Jacod

Latest Institution: Princeton University

All Institutions: Institut de Mathématiques de Jussieu, CNRS, Université P. et M. Curie; Princeton University


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data

Year: 2010
Journal: Journal of Economic Literature
Authors: Yacine Atsahalia; Jean Jacod

Inference on Risk Premia in Continuous-Time Asset Pricing Models

Year: 2020
Journal: No Journal Matched
Authors: Yacine Aït-Sahalia; Jean Jacod; Dacheng Xiu


Author Disambiguation

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