Search Results - subject:"Diffusion Models"

The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices

Arık, Ayşe; Uğur, Ömür; Kleinow, Torsten - In: ASTIN bulletin : the journal of the International … 53 (2023) 2, pp. 392-417

Persistent link: https://www.econbiz.de/10014320277

The role of civic capital on vaccination

Buonanno, Paolo; Galletta, Sergio; Puca, Marcello - In: Health economics 32 (2023) 5, pp. 993-999

Persistent link: https://www.econbiz.de/10014278025

A simulation and empirical study of the maximum likelihood estimator for stochastic volatility jump-diffusion models

Bégin, Jean-François; Boudreault, Mathieu - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 29 (2025) 2, pp. 147-175

Persistent link: https://www.econbiz.de/10015437886

On the application of Machine Learning in telecommunications forecasting: A comparison

Petre, Konstantin; Varoutas, Dimitris - 2022

various diffusion models like logistic, Gompertz, Bass, etc. Much less research work has been done towards the application of … countries, trying to figure out which model is superior in most cases and phases in time. Although diffusion models are …

Persistent link: https://www.econbiz.de/10013421016

A jumping index of jumping stocks? An MCMC analysis of continuous-time models for individual stocks

Pollastri, Alessandro; Rodrigues, Paulo Jorge Maurício; … - 2022

This paper examines continuous-time models for the S&P 100 index and its constituents. We find that the jump process of the typical stock looks significantly different than that of the index. Most importantly, the average size of a jumps in the returns of the typical stock is positive, while it...

Persistent link: https://www.econbiz.de/10013470682