  This paper is concerned with tests for changes in the jump behaviour of a
time-continuous process. Based on results on weak convergence of a sequential
empirical tail integral process, asymptotics of certain tests statistics for
breaks in the jump measure of an Ito semimartingale are constructed. Whenever
limiting distributions depend in a complicated way on the unknown jump measure,
empirical quantiles are obtained using a multiplier bootstrap scheme. An
extensive simulation study shows a good performance of our tests in finite
samples.
