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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
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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 1 - 10 of 212
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Generating synthetic stock return distributions with diffusion models
Fukunishi, Yosuke; Qiu, Haorong; Takahashi, Akihiko - 2026
Persistent link: https://www.econbiz.de/10015641268
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Generating the term structure of interest rates with diffusion models
Fukunishi, Yosuke; Qiu, Haorong; Takahashi, Akihiko; Ye, Fan - 2025
Persistent link: https://www.econbiz.de/10015467236
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A selective survey on mathematical programmings in macroeconomics
Cai, Zongwu; Hu, Jingxian - 2025
Persistent link: https://www.econbiz.de/10015386813
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Generating the term structure of interest rates with diffusion models
Fukunishi, Yosuke; Qiu, Haorong; Takahashi, Akihiko; Ye, Fan - 2025 - Revised version:November 30, 2025
Persistent link: https://www.econbiz.de/10015553639
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Generation of synthetic financial time series by diffusion models
Takahashi, Tomonori; Mizuno, Takayuki - In: Quantitative finance 25 (2025) 10, pp. 1507-1516
Persistent link: https://www.econbiz.de/10015534204
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The stochastic behavior of electricity prices under scrutiny : evidence from spot and futures markets
Bégin, Jean-François; Gómez, Fabio; Ignatieva, Ekaterina - In: Energy economics 144 (2025), pp. 1-25
Persistent link: https://www.econbiz.de/10015583207
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Empirical analysis of crude oil dynamics using affine vs. non-affine jump-diffusion models
Ignatieva, Ekaterina; Wong, Patrick - In: Journal of empirical finance 78 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10015101647
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Electric vehicle forecasts : a review of models and methods including diffusion and substitution effects
Domarchi, Cristian; Cherchi, Elisabetta - In: Transport reviews : a transnational transdisciplinary … 43 (2023) 6, pp. 1118-1143
Persistent link: https://www.econbiz.de/10014414327
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Flowers and bees: spatial network effects in the adoption of a sharing-economy platform
Stourm, Ludovic; Albuquerque, Paulo - 2023
Persistent link: https://www.econbiz.de/10014474805
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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; … - 2023
Persistent link: https://www.econbiz.de/10014448099
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