Jean Jacod
Impact in
- Finance top 0.05%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Statistics and Probability top 0.2%
- Statistical Methods and Inference
Papers in
- Finance 74
- Stochastic processes and financial applications 67
- Financial Risk and Volatility Modeling 40
- Financial Markets and Investment Strategies 8
-
- Complex Systems and Time Series Analysis 20
- Economic theories and models 7
- Co-authors
- Albert N. Shiryaev (4 shared papers)Yacine Aı̈t-Sahalia (17 shared papers)Philip Protter (10 shared papers)Viktor Todorov (6 shared papers)Per A. Mykland (2 shared papers)Mathias Vetter (2 shared papers)Mark Podolskij (3 shared papers)Yingying Li (1 shared paper)
- Journals
- Probability Theory and Related Fields (11 papers)Stochastic Processes and their Applications (10 papers)The Annals of Statistics (7 papers)The Annals of Applied Probability (5 papers)The Annals of Probability (4 papers)
- Partner nations
- FranceUnited StatesGermany
In The Last Decade
Jean Jacod
95 papers receiving 7.3k citations
Jean Jacod's Hit Papers
Peers
Comparison fields: 5 of 111
- Finance 6.0k
- Statistics and Probability 1.4k
- Mathematical Physics 1.3k
- Management Science and Operations Research 1.2k
- Economics and Econometrics 2.4k
Countries citing papers authored by Jean Jacod
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
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-authors
The 25 scholars most cited alongside Jean Jacod, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 98 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Limit Theorems for Stochastic Processes Hit paper breakdown → | 2003 | 1502 |
| 2 | Limit Theorems for Stochastic Processes Hit paper breakdown → | 1987 | 820 |
| 3 | Calcul Stochastique et Problèmes de Martingales Hit paper breakdown → | 1979 | 634 |
| 4 | 2008 | 453 | |
| 5 | 2009 | 370 | |
| 6 | Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales Hit paper breakdown → | 1975 | 354 |
| 7 | 1998 | 261 | |
| 8 | 2014 | 210 | |
| 9 | 2007 | 208 | |
| 10 | 2009 | 191 | |
| 11 | 1985 | 160 | |
| 12 | 2009 | 138 | |
| 13 | 2012 | 118 | |
| 14 | 1980 | 102 | |
| 15 | 2010 | 100 | |
| 16 | 1998 | 99 | |
| 17 | 2004 | 97 | |
| 18 | 2001 | 94 | |
| 19 | 2011 | 89 | |
| 20 | 2001 | 84 |
About Jean Jacod
Jean Jacod is a scholar working on Finance, Economics and Econometrics, Statistics and Probability, Mathematical Physics and Management Science and Operations Research, having authored 98 papers that have together received 8.0k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (67 papers), Financial Risk and Volatility Modeling (40 papers), Complex Systems and Time Series Analysis (20 papers), Statistical Methods and Inference (15 papers), Mathematical Dynamics and Fractals (10 papers), Financial Markets and Investment Strategies (8 papers), Insurance, Mortality, Demography, Risk Management (7 papers) and Economic theories and models (7 papers). The work is most often cited by research in Finance (6.0k citations), Statistics and Probability (1.4k citations), Mathematical Physics (1.3k citations), Management Science and Operations Research (1.2k citations) and Economics and Econometrics (2.4k citations). Jean Jacod has collaborated with scholars based in France, United States and Germany. Frequent co-authors include Albert N. Shiryaev, Yacine Aı̈t-Sahalia, Philip Protter, Viktor Todorov, Per A. Mykland, Mathias Vetter, Mark Podolskij, Yingying Li, Arnaud Gloter and David Aldous. Their work appears in journals such as Probability Theory and Related Fields, Stochastic Processes and their Applications, The Annals of Statistics, The Annals of Applied Probability and The Annals of Probability.
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.