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Innovation diffusion
rates of convergence
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Bu, Ruijun
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Spatial growth with exogenous saving rates
Xepapadeas, Anastasios
;
Yannacopoulos, Athanasios N.
- In:
Journal of mathematical economics
67
(
2016
),
pp. 125-137
Persistent link: https://www.econbiz.de/10011666156
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A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
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3
An empirical comparison of transformed diffusion models for VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Journal of international financial markets, …
46
(
2017
),
pp. 116-127
Persistent link: https://www.econbiz.de/10011745478
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