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D-Index & Metrics

Mathematics

D-Index
51
Citations
20768
World Ranking
991
National Ranking
50

Jean Jacod publication distribution in Mathematics in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Mathematics in 2026. The highlighted bar marks where Jean Jacod sits on this spectrum.

42–46 publications: 3 scientists 47–51 publications: 5 scientists 52–56 publications: 7 scientists 57–61 publications: 20 scientists 62–66 publications: 14 scientists 67–71 publications: 25 scientists 72–76 publications: 19 scientists 77–81 publications: 35 scientists 82–86 publications: 50 scientists 87–91 publications: 60 scientists 92–96 publications: 86 scientists 97–101 publications: 84 scientists 102–106 publications: 83 scientists 107–111 publications: 90 scientists 112–116 publications: 99 scientists 117–121 publications: 90 scientists 122–126 publications: 91 scientists 127–131 publications: 109 scientists 132–136 publications: 110 scientists 137–141 publications: 98 scientists 142–146 publications: 112 scientists 147–151 publications: 102 scientists 152–156 publications: 88 scientists 157–161 publications: 106 scientists 162–166 publications: 83 scientists 167–171 publications: 102 scientists 172–176 publications: 77 scientists 177–181 publications: 81 scientists 182–186 publications: 78 scientists 187–191 publications: 71 scientists 192–196 publications: 92 scientists 197–201 publications: 64 scientists 202–206 publications: 69 scientists 207–211 publications: 64 scientists 212–216 publications: 62 scientists 217–221 publications: 58 scientists 222–226 publications: 53 scientists 227–231 publications: 50 scientists 232–236 publications: 46 scientists 237–241 publications: 46 scientists 242–246 publications: 46 scientists 247–251 publications: 43 scientists 252–256 publications: 29 scientists 257–261 publications: 45 scientists 262–266 publications: 30 scientists 267–271 publications: 33 scientists 272–276 publications: 34 scientists 277–281 publications: 30 scientists 282–286 publications: 31 scientists 287–291 publications: 21 scientists 292–296 publications: 34 scientists 297–301 publications: 26 scientists 302–306 publications: 10 scientists 307–311 publications: 17 scientists 312–316 publications: 23 scientists 317–321 publications: 13 scientists 322–326 publications: 16 scientists 327–331 publications: 26 scientists 332–336 publications: 13 scientists 337–341 publications: 13 scientists 342–346 publications: 16 scientists 347–351 publications: 17 scientists 352–356 publications: 12 scientists 357–361 publications: 18 scientists 362–366 publications: 18 scientists 367–371 publications: 9 scientists 372–376 publications: 11 scientists 377–381 publications: 8 scientists 382–386 publications: 8 scientists 387–391 publications: 9 scientists 392–396 publications: 9 scientists 397–401 publications: 8 scientists 402–406 publications: 11 scientists 407–411 publications: 6 scientists 412–416 publications: 6 scientists 417–421 publications: 9 scientists 422–426 publications: 8 scientists 427–431 publications: 5 scientists 432–436 publications: 8 scientists 437–441 publications: 8 scientists 442–446 publications: 4 scientists 447–451 publications: 4 scientists 452–456 publications: 4 scientists 457–461 publications: 2 scientists 462–466 publications: 2 scientists 467–471 publications: 4 scientists 472–476 publications: 3 scientists 477–481 publications: 3 scientists 482–486 publications: 6 scientists 487–491 publications: 3 scientists 492–496 publications: 5 scientists 497–501 publications: 5 scientists 502–506 publications: 1 scientists 507–511 publications: 6 scientists 512–516 publications: 4 scientists 517–521 publications: 1 scientists 522–526 publications: 3 scientists 527–531 publications: 1 scientists 532–536 publications: 4 scientists 537+ publications: 100 scientists
42 publications 537+

This scientist: 182 publications — 54th percentile

54% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 537 publications or more.

Jean Jacod D-index placement in Mathematics in 2026

The chart shows the D-index (discipline H-index) distribution of Mathematics scientists ranked by Research.com in 2026. The highlighted bar marks where Jean Jacod sits on this spectrum.

30 D-Index: 174 scientists 31 D-Index: 151 scientists 32 D-Index: 174 scientists 33 D-Index: 117 scientists 34 D-Index: 136 scientists 35 D-Index: 127 scientists 36 D-Index: 145 scientists 37 D-Index: 153 scientists 38 D-Index: 150 scientists 39 D-Index: 150 scientists 40 D-Index: 138 scientists 41 D-Index: 136 scientists 42 D-Index: 93 scientists 43 D-Index: 108 scientists 44 D-Index: 115 scientists 45 D-Index: 112 scientists 46 D-Index: 103 scientists 47 D-Index: 75 scientists 48 D-Index: 59 scientists 49 D-Index: 67 scientists 50 D-Index: 60 scientists 51 D-Index: 57 scientists 52 D-Index: 59 scientists 53 D-Index: 62 scientists 54 D-Index: 60 scientists 55 D-Index: 50 scientists 56 D-Index: 42 scientists 57 D-Index: 54 scientists 58 D-Index: 50 scientists 59 D-Index: 42 scientists 60 D-Index: 41 scientists 61 D-Index: 35 scientists 62 D-Index: 40 scientists 63 D-Index: 21 scientists 64 D-Index: 31 scientists 65 D-Index: 27 scientists 66 D-Index: 29 scientists 67 D-Index: 19 scientists 68 D-Index: 25 scientists 69 D-Index: 17 scientists 70 D-Index: 18 scientists 71 D-Index: 12 scientists 72 D-Index: 14 scientists 73 D-Index: 13 scientists 74 D-Index: 18 scientists 75 D-Index: 9 scientists 76 D-Index: 11 scientists 77 D-Index: 10 scientists 78 D-Index: 9 scientists 79 D-Index: 16 scientists 80 D-Index: 12 scientists 81 D-Index: 10 scientists 82 D-Index: 5 scientists 83 D-Index: 5 scientists 84 D-Index: 13 scientists 85 D-Index: 6 scientists 86+ D-Index: 99 scientists
30 D-Index 86+

This scientist: 51 D-Index — 73rd percentile

73% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 86 D-Index or more.

Overview

Jean Jacod is affiliated with Sorbonne University in France and has contributed extensively to the field of Economics, Econometrics, and Finance. Their research primarily focuses on areas such as stochastic processes and financial applications, complex systems and time series analysis, financial markets and investment strategies, and financial risk and volatility modeling.

The scientist has published a total of 13 works in these fields, with subfields including finance, economics and econometrics, global and planetary change, strategy and management, and general economics, econometrics, and finance.

Jean Jacod's recent papers include the following:

  • Volatility coupling, 2021, The Annals of Statistics
  • Systematic jump risk, 2024, The Annals of Applied Probability
  • From tick data to semimartingales, 2020, The Annals of Applied Probability
  • Inference on Risk Premia in Continuous-Time Asset Pricing Models, 2020, SSRN Electronic Journal
  • Inference on Risk Premia in Continuous-Time Asset Pricing Models, 2020, SSRN Electronic Journal

The work has appeared in several notable publication venues. Their frequent publication platforms include:

  • SSRN Electronic Journal
  • The Annals of Applied Probability
  • The Annals of Statistics
  • Review of Financial Studies

Jean Jacod collaborates regularly with a number of researchers. The frequent co-authors documented are:

  • Yacine Aït-Sahalia
  • Dacheng Xiu
  • Jia Li
  • Zhipeng Liao
  • Huidi Lin

The main topics covered in Jean Jacod's body of work include:

  • Stochastic processes and financial applications
  • Complex Systems and Time Series Analysis
  • Financial Markets and Investment Strategies
  • Financial Risk and Volatility Modeling
  • Hydrology and Drought Analysis
  • Financial Reporting and Valuation Research
  • Market Dynamics and Volatility

Best Publications

  • Limit Theorems for Stochastic Processes

    Jean Jacod;Albert N Shiryaev

  • Calcul stochastique et problèmes de martingales

    Jean Jacod

  • Microstructure Noise in the Continuous Case: The Pre-Averaging Approach ∗

    Jean Jacod;Yingying Li;Per A. Mykland;Mark Podolskij

  • Testing for jumps in a discretely observed process

    Yacine Aït-Sahalia;Jean Jacod

  • Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales

    Unknown

  • High-Frequency Financial Econometrics

    Yacine Aït-Sahalia;Jean Jacod

  • Asymptotic error distributions for the Euler method for stochastic differential equations

    Jean Jacod;Philip Protter

  • Discretization of Processes

    Jean Jacod;Philip E. Protter

  • Asymptotic properties of realized power variations and related functionals of semimartingales

    Jean Jacod

  • Malliavin calculus for processes with jumps

    Klaus Bichteler;Jean-Bernard Gravereaux;Jean Jacod

  • Estimating the degree of activity of jumps in high frequency data

    Yacine Aït-Sahalia;Jean Jacod

  • On the estimation of the diffusion coefficient for multi-dimensional diffusion processes

    Valentine Genon-Catalot;Jean Jacod

  • On the range of options prices

    Ernst Eberlein;Jean Jacod

  • Semimartingales and Markov processes

    E. Çinlar;J. Jacod;P. Protter;M. J. Sharpe

  • A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales

    Ole E. Barndorff-Nielsen;Svend Erik Graversen;Jean Jacod;Mark Podolskij

  • Local martingales and the fundamental asset pricing theorems in the discrete-time case

    Jean Jacod;Albert N. Shiryaev

  • Testing for Common Arrivals of Jumps for Discretely Observed Multidimensional Processes

    Jean Jacod;Viktor Todorov

  • LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS

    Ole E. Barndorff-Nielsen;Svend Erik Graversen;Jean Jacod;Neil Shephard

  • The Monte-Carlo method for filtering with discrete-time observations

    Pierre Del Moral;Jean Jacod;Philip Protter

  • On continuous conditional Gaussian martingales and stable convergence in law

    Jean Jacod

  • A central limit theorem for realised power and bipower variations of continuous semimartingales

    Ole E. Barndorff–Nielsen;Svend Erik Graversen;Jean Jacod;Mark Podolskij

Frequent Co-Authors

Philip Protter
Philip Protter Columbia University
Yacine Aït-Sahalia
Yacine Aït-Sahalia Princeton University
Mark Podolskij
Mark Podolskij University of Luxembourg
Albert N. Shiryaev
Albert N. Shiryaev Steklov Mathematical Institute
Ole E. Barndorff-Nielsen
Ole E. Barndorff-Nielsen Aarhus University
Viktor Todorov
Viktor Todorov Northwestern University
Claudia Klüppelberg
Claudia Klüppelberg Technical University of Munich
Per A. Mykland
Per A. Mykland University of Chicago
Neil Shephard
Neil Shephard Harvard University

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