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  • Search: subject:"Diffusion Model"
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Year of publication
Subject
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jump-diffusion model 18 Stochastic process 14 Stochastischer Prozess 14 diffusion model 14 Optionspreistheorie 11 Volatility 11 Volatilität 11 Option pricing theory 10 Theorie 9 Theory 9 Estimation 8 Innovation diffusion 8 Innovationsdiffusion 8 Schätztheorie 7 Schätzung 7 Estimation theory 6 equation 6 probability 6 Bass diffusion model 5 Börsenkurs 5 CAPM 5 Economic models 5 Portfolio selection 5 Portfolio-Management 5 Share price 5 Time series analysis 5 Zeitreihenanalyse 5 computation 5 drift-diffusion model 5 equations 5 jump diffusion model 5 martingale 5 probability density 5 response times 5 stochastic process 5 time series 5 Bass Diffusion Model 4 Diffusion Model 4 Nichtparametrisches Verfahren 4 Nonparametric statistics 4
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Online availability
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Free 92 CC license 3
Type of publication
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Book / Working Paper 59 Article 33
Type of publication (narrower categories)
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Working Paper 25 Article in journal 17 Aufsatz in Zeitschrift 17 Graue Literatur 14 Non-commercial literature 14 Arbeitspapier 13 Article 8 Thesis 3 Book Part 1 Conference Paper 1 Conference paper 1 Hochschulschrift 1 Konferenzbeitrag 1
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Language
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English 73 Undetermined 18 German 1
Author
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Strittmatter, Anthony 4 Stübinger, Johannes 4 Sunde, Uwe 4 Björk, Tomas 3 Forbes, Catherine Scipione 3 Framstad, Nils Chr. 3 Krichene, Noureddine 3 Maneesoonthorn, Worapree 3 Martin, Gael M. 3 Aboura, Sofiane 2 Amaya, Ingrid Y. 2 Archontakis, Fragiskos 2 Biele, Guido P. 2 Chan-Lau, Jorge A. 2 Chekenya, Nixon S. 2 Chin, Seong Tah 2 Choi, Seungmoon 2 Endres, Sylvia 2 Gapeev, Pavel V. 2 Gerhardt, Holger 2 Gohs, Andreas Marcus 2 Grith, Maria 2 Groot, Arend de 2 Hausfeld, Jan 2 Heekeren, Hauke R. 2 Juma, Mussa 2 Kaldasch, Joachim 2 Kemp, René 2 Kostrzewski, Maciej 2 Krätschmer, Volker 2 Lee, Jaebum 2 Lee, Min Cherng 2 Liew, Kian Wah 2 Malinovskii, Vsevolod K. 2 Mayorga, David Medina 2 Mosconi, Rocco 2 Muñoz-Villamizar, Andrés 2 Ngoie, Jacques Kibambe 2 Resnjanskij, Sven 2 Reyes-Rubiano, Lorena 2
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Institution
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International Monetary Fund (IMF) 6 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Bank for International Settlements (BIS) 1 Banque de France 1 Collegio Carlo Alberto, Università degli Studi di Torino 1 Colwell, David , Banking & Finance, Australian School of Business, UNSW 1 Department of Economics, Faculty of Economic and Management Sciences 1 Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft (ZBW) 1 EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 1 Economic Research Southern Africa (ERSA) 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 Lee, Brendan Chee-Seng, Banking & Finance, Australian School of Business, UNSW 1 School of Economics, Singapore Management University 1 United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology 1 United Nations University-Maastricht Economic Research Institute of Innovation and Technology (UNU-MERIT) 1 Université Paris-Dauphine 1 Université Paris-Dauphine (Paris IX) 1 Økonomisk institutt, Universitetet i Oslo 1
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Published in...
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IMF Working Papers 6 Risks 3 SFB 649 Discussion Paper 3 SSE/EFI Working Paper Series in Economics and Finance 3 Working paper / Department of Econometrics and Business Statistics, Monash University 3 Cogent Economics & Finance 2 Cogent economics & finance 2 Judgment and Decision Making 2 MPRA Paper 2 SFB 649 Discussion Papers 2 ifo Working Paper 2 BIS Working Papers 1 CESifo Working Paper 1 CESifo working papers 1 Central European Journal of Economic Modelling and Econometrics 1 Central European journal of economic modelling and econometrics 1 Discussion Paper 1 Discussion paper 1 ERIM Report Series Research in Management 1 ESI working papers 1 East Asian Economic Review (EAER) 1 East Asian economic review 1 EconStor Preprints 1 Econometrics 1 Econometrics : open access journal 1 EconomiX Working Papers 1 Economics Papers from University Paris Dauphine 1 FAU Discussion Papers in Economics 1 FAU discussion papers in economics 1 Ifo working papers 1 International journal of economics and financial issues : IJEFI 1 International journal of financial engineering 1 Iranian economic review : journal of University of Tehran 1 Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen 1 Journal of Artificial Societies and Social Simulation 1 Journal of Risk and Financial Management 1 Journal of management science and engineering 1 Journal of risk and financial management : JRFM 1 LABORatorio R. Revelli Working Papers Series 1 MAGKS Joint Discussion Paper Series in Economics 1
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Source
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RePEc 33 ECONIS (ZBW) 31 EconStor 23 BASE 5
Showing 1 - 10 of 92
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Appraising model complexity in option pricing
Cummins, Mark; Esposito, Francesco - 2025
Persistent link: https://www.econbiz.de/10015376680
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Discontinuous movements and asymmetries in cryptocurrency markets
Gillas, Konstantinos Gkillas; Katsiampa, Paraskevi; … - In: The European journal of finance 30 (2024) 16, pp. 1907-1931
Persistent link: https://www.econbiz.de/10015273086
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How does technological innovation impact the service time and the attraction of new customers in the financial sector? Evidence from an emerging economy
Reyes-Rubiano, Lorena; Amaya, Ingrid Y.; Mayorga, David … - In: Operations Management Research 17 (2024) 2, pp. 596-611
Due to safety perceptions, Colombian banking clients prefer to visit bank branch offices instead of other channels. Thus, there are long waiting for lines at branch offices. Considering the need for more tools for strengthening and streamlining client service, the number of financial clients...
Persistent link: https://www.econbiz.de/10015375309
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Application of Fractal Processes and Fractional Derivatives in Finance
Chan, Leung Lung (contributor) - 2024
In recent years, there has been a fast growth in the application of long-memory processes to underlying assets including stock, volatility index, exchange rate, etc. The fractional Brownian motion is the most popular of the long-memory processes and was introduced by Kolmogorov in 1940 and later...
Persistent link: https://www.econbiz.de/10015324975
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How does technological innovation impact the service time and the attraction of new customers in the financial sector? : evidence from an emerging economy
Reyes-Rubiano, Lorena; Amaya, Ingrid Y.; Mayorga, David … - In: Operations management research : OMR ; advancing … 17 (2024) 2, pp. 596-611
Persistent link: https://www.econbiz.de/10015183340
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Factors influencing electronic human resource management implementation in public organisations in an emerging economy : an empirical study
Amoako, Richard; Jiang, Yuanchun; Adu-Yeboah, Stephen S.; … - In: South African journal of business management 54 (2023) 1, pp. 1-12
for digitalisation has only got stronger. We use the technology acceptance model (TAM) and innovation diffusion model (IDM …
Persistent link: https://www.econbiz.de/10014234828
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Robust nonparametric estimation for the volatility of financial market
Kao, Chunyu; Song, Yuping - In: International journal of financial engineering 10 (2023) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10014251158
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Multinomial logit processes and preference discovery : inside and outside the black box
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, … - In: The review of economic studies : RES 90 (2023) 3, pp. 1155-1194
Persistent link: https://www.econbiz.de/10014320243
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Speed, Quality, and the Optimal Timing of Complex Decisions: Field Evidence
Sunde, Uwe; Zegners, Dainis; Strittmatter, Anthony - 2022
This paper presents an empirical investigation of the relation between decision speed and decision quality for a real-world setting of cognitively-demanding decisions in which the timing of decisions is endogenous: professional chess. Move-by-move data provide exceptionally detailed and precise...
Persistent link: https://www.econbiz.de/10013177580
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Speed, quality, and the optimal timing of complex decisions: Field evidence
Strittmatter, Anthony; Sunde, Uwe; Zegners, Dainis - 2022
This paper presents an empirical investigation of the relation between decision speed and decision quality for a real-world setting of cognitively-demanding decisions in which the timing of decisions is endogenous: professional chess. Move-by-move data provide exceptionally detailed and precise...
Persistent link: https://www.econbiz.de/10013197557
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