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  • Search: subject:"Diffusion Models"
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Year of publication
Subject
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Innovation diffusion 44 Diffusion models 43 Innovationsdiffusion 43 Stochastischer Prozess 41 Stochastic process 40 Optionspreistheorie 38 Theorie 38 diffusion models 38 Option pricing theory 37 Theory 36 Volatilität 35 Volatility 34 Forecasting model 22 Prognoseverfahren 22 Jump-diffusion models 21 Zeitreihenanalyse 16 Option trading 15 Optionsgeschäft 15 Time series analysis 15 Diffusion Models 13 Markov chain 13 Markov-Kette 13 Monte-Carlo-Simulation 13 Estimation 12 Monte Carlo simulation 12 Schätzung 12 jump-diffusion models 12 Capital income 11 Kapitaleinkommen 11 Estimation theory 10 Schätztheorie 10 Innovation 8 stochastic volatility 8 Consumer behaviour 7 Derivat 7 Derivative 7 Konsumentenverhalten 7 forecasting 7 Central Limit Theorem 6 High-Frequency Data 6
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Online availability
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Undetermined 105 Free 70 CC license 1
Type of publication
All
Article 148 Book / Working Paper 64
Type of publication (narrower categories)
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Article in journal 91 Aufsatz in Zeitschrift 91 Working Paper 30 Arbeitspapier 19 Graue Literatur 18 Non-commercial literature 18 Thesis 2 Conference Paper 1 Research Report 1 research-article 1
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Language
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English 134 Undetermined 77 German 1
Author
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Podolskij, Mark 9 Guseo, Renato 7 Kinnebrock, Silja 7 Rodrigues, Paulo Jorge Maurício 6 Seeger, Norman 6 Ignatieva, Ekaterina 5 Lohse, Johannes 5 Merkel, Anna 5 Dalla Valle, Alessandra 4 Furlan, Claudia 4 Gentle, James E. 4 Härdle, Wolfgang Karl 4 Koster, Maurice 4 Lindner, Ines 4 Maneesoonthorn, Worapree 4 Martin, Gael M. 4 Molina, Elisenda 4 Pollastri, Alessandro 4 Schlag, Christian 4 Takahashi, Akihiko 4 Dyussekeneva, Karima 3 Filipović, Damir 3 Franses, Philip Hans 3 Fukunishi, Yosuke 3 Goodwin, Paul 3 Guidolin, Mariangela 3 Horst, Ulrich 3 Kaur, Harleen 3 Lechman, Ewa 3 Marszk, Adam 3 Meeran, Sheik 3 Mortarino, Cinzia 3 Qiu, Haorong 3 Albuquerque, Paulo 2 Babin, Gilbert 2 Bacha, Radia 2 Bayraktar, Erhan 2 Bollinger, Bryan 2 Bruckner, Thomas 2 Bégin, Jean-François 2
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Institution
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School of Economics and Management, University of Aarhus 3 Department of Economics, Oxford University 2 Finance Research Centre, Oxford University 2 HAL 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Berkeley Electronic Press 1 C.E.P.R. Discussion Papers 1 Departamento de Economía de la Empresa, Universidad Carlos III de Madrid 1 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Department of Econometrics and Business Statistics, Monash Business School 1 EconWPA 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 European Central Bank 1 European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ. 1 Gazdaság- és Társadalomtudományi Kar, Szent István Egyetem 1 Institut für Weltwirtschaft (IfW) 1 Networks Financial Institute, Scott College of Business 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Tinbergen Instituut 1 University of Toronto, Department of Economics 1
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Published in...
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Technological forecasting & social change : an international journal 7 Management Science 6 Physica A: Statistical Mechanics and its Applications 6 Energy economics 5 International journal of forecasting 5 Marketing Science 5 European journal of operational research : EJOR 4 Finance and Stochastics 4 International journal of theoretical and applied finance 4 CREATES Research Papers 3 International Journal of Forecasting 3 Journal of banking & finance 3 Journal of empirical finance 3 Management science : journal of the Institute for Operations Research and the Management Sciences 3 Marketing science 3 Beiträge des Instituts für Infrastruktur und Ressourcenmanagement 2 CIRJE discussion papers / F series 2 Discussion Paper Series 2 Discussion paper series / University of Heidelberg, Department of Economics 2 Economics Series Working Papers / Department of Economics, Oxford University 2 Estudios de Economía Aplicada 2 International review of financial analysis 2 Journal of economic dynamics & control 2 MPRA Paper 2 Mathematics of operations research 2 OFRC Working Papers Series 2 Operations research letters 2 Post-Print / HAL 2 Renewable and Sustainable Energy Reviews 2 Research paper series / Swiss Finance Institute 2 Review of quantitative finance and accounting 2 SFB 649 Discussion Paper 2 SFB 649 Discussion Papers 2 Telecommunications policy : the international journal on knowledge infrastructure development, management and regulation 2 Working paper / Department of Econometrics and Business Statistics, Monash University 2 31st European Conference of the International Telecommunications Society (ITS): "Reining in Digital Platforms? Challenging monopolies, promoting competition and developing regulatory regimes", Gothenburg, Sweden, 20th - 21st June 2022 1 ASTIN bulletin : the journal of the International Actuarial Association 1 Abante 1 Applied Mathematical Finance 1 Bulletin of the Szent Istvan University 1
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Source
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ECONIS (ZBW) 110 RePEc 84 EconStor 13 BASE 4 Other ZBW resources 1
Showing 21 - 30 of 212
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Enhancing make-to-order manufacturing agility : when flexible capacity meets dynamic pricing
Sun, Xu; Chai, Shiwei; Paul, Anand; Zhu, Lingjiong - In: Production and operations management : the flagship … 33 (2024) 6, pp. 1354-1372
Persistent link: https://www.econbiz.de/10015484448
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Analysis of Internet development and internal digital divide by using the ".it"domain names as an indicator : evidence from Italy
Serrecchia, Michela - In: Telecommunications policy : the international journal … 48 (2024) 10, pp. 1-20
Persistent link: https://www.econbiz.de/10015444127
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Flowers and bees : spatial network effects in the adoption of a sharing-economy platform
Stourm, Ludovic; Albuquerque, Paulo - In: Journal of marketing research 61 (2024) 6, pp. 1015-1040
Persistent link: https://www.econbiz.de/10015168597
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The development of a novel framework based on a review of market penetration models for energy technologies
Radpour, Saiedreza; Mondal, Md. Alam Hossain; … - In: Energy strategy reviews 38 (2021), pp. 1-15
The aim of this paper is to review and evaluate models used to assess the market penetration of energy technologies. While there are different models and tools, choosing the appropriate approach for a particular application is very challenging. In this paper, each model is reviewed and discussed...
Persistent link: https://www.econbiz.de/10013185746
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Assessing the impact of social network structure on the diffusion of coronavirus disease (COVID-19): a generalized spatial SEIRD model
Fagiolo, Giorgio - 2020
In this paper, I study epidemic diffusion in a generalized spatial SEIRD model, where individuals are initially connected in a social or geographical network. As the virus spreads in the network, the structure of interactions between people may endogenously change over time, due to quarantining...
Persistent link: https://www.econbiz.de/10012308898
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Assessing the impact of social network structure on the diffusion of coronavirus disease (COVID-19): A generalized spatial SEIRD model
Fagiolo, Giorgio - 2020
In this paper, I study epidemic diffusion in a generalized spatial SEIRD model, where individuals are initially connected in a social or geographical network. As the virus spreads in the network, the structure of interactions between people may endogenously change over time, due to quarantining...
Persistent link: https://www.econbiz.de/10012651849
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A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu; Ma, Feng; Bouri, Elie; Huang, Dengshi - In: International review of financial analysis 87 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
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Shot-noise cojumps : exact simulation and option pricing
Qu, Yan; Dassios, Angelos; Zhao, Hongbiao - In: Journal of the Operational Research Society 74 (2023) 3, pp. 647-665
Persistent link: https://www.econbiz.de/10014331928
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A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
Pollastri, Alessandro; Rodrigues, Paulo Jorge Maurício; … - In: Journal of empirical finance 70 (2023), pp. 322-341
Persistent link: https://www.econbiz.de/10014423714
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Peer effects on photovoltaics (PV) adoption and air quality spillovers in Poland
Sokołowski, Jakub - In: Energy economics 125 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014478816
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