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Continuous mixed-laplace jump diffusion models for stocks and commodities
Hainaut, Donatien - In: Quantitative finance and economics 1 (2017) 2, pp. 145-173
Persistent link: https://www.econbiz.de/10012137762
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Non-affine GARCH option pricing models, variance-dependent kernels, and diffusion limits
Badescu, Alexandru; Cui, Zhenyu; Ortega, Juan-Pablo - In: Journal of financial econometrics : official journal of … 15 (2017) 4, pp. 602-648
Persistent link: https://www.econbiz.de/10011987648
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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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Volatility and slow technology diffusion
Ferraro, Domenico - In: European economic review : EER 96 (2017), pp. 18-37
Persistent link: https://www.econbiz.de/10011812019
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MADness in the method : on the volatility and irregularity of technology diffusion
Bodó, Péter - In: Technological forecasting & social change : an … 111 (2016), pp. 2-11
Persistent link: https://www.econbiz.de/10011611027
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Climatic fluctuations and the diffusion of agriculture
Ashraf, Quamrul; Michalopulos, Stelios - 2015
Persistent link: https://www.econbiz.de/10011333112
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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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The diffusion of tractors on the Canadian prairies : the threshold model and the problem of uncertainty
Lew, Byron - In: Explorations in economic history : EEH 37 (2000) 2, pp. 189-216
Persistent link: https://www.econbiz.de/10001482932
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Technology innovation and diffusion as sources of output and asset price fluctuations
Comin, Diego; Gertler, Mark; Santacreu, Ana Maria - 2009
Persistent link: https://www.econbiz.de/10003852212
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Technology innovation and diffusion as sources of output and asset price fluctuations
Comin, Diego; Gertler, Mark; Santacreu, Ana Maria - 2009
Persistent link: https://www.econbiz.de/10003842173