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  • Search: subject:"Diffusion models"
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Year of publication
Subject
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Innovation diffusion 43 Diffusion models 42 Innovationsdiffusion 42 Stochastischer Prozess 40 Stochastic process 39 Optionspreistheorie 38 diffusion models 38 Option pricing theory 37 Theorie 35 Theory 33 Volatilität 33 Volatility 32 Forecasting model 21 Jump-diffusion models 21 Prognoseverfahren 21 Option trading 15 Optionsgeschäft 15 Zeitreihenanalyse 14 Markov chain 13 Markov-Kette 13 Monte-Carlo-Simulation 13 Time series analysis 13 Diffusion Models 12 Estimation 12 Monte Carlo simulation 12 Schätzung 12 jump-diffusion models 12 Capital income 10 Estimation theory 10 Kapitaleinkommen 10 Schätztheorie 10 Innovation 8 stochastic volatility 8 Consumer behaviour 7 Konsumentenverhalten 7 forecasting 7 Central Limit Theorem 6 Derivat 6 Derivative 6 High-Frequency Data 6
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Online availability
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Undetermined 105 Free 67 CC license 1
Type of publication
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Article 147 Book / Working Paper 62
Type of publication (narrower categories)
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Article in journal 90 Aufsatz in Zeitschrift 90 Working Paper 28 Arbeitspapier 17 Graue Literatur 16 Non-commercial literature 16 Thesis 2 Conference Paper 1 Research Report 1 research-article 1
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Language
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English 131 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 Lohse, Johannes 5 Merkel, Anna 5 Dalla Valle, Alessandra 4 Furlan, Claudia 4 Gentle, James E. 4 Härdle, Wolfgang Karl 4 Ignatieva, Ekaterina 4 Koster, Maurice 4 Lindner, Ines 4 Maneesoonthorn, Worapree 4 Martin, Gael M. 4 Molina, Elisenda 4 Pollastri, Alessandro 4 Schlag, Christian 4 Dyussekeneva, Karima 3 Filipović, Damir 3 Franses, Philip Hans 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 Albuquerque, Paulo 2 Babin, Gilbert 2 Bacha, Radia 2 Bayraktar, Erhan 2 Bollinger, Bryan 2 Bruckner, Thomas 2 Cai, Ning 2 Ceci, Claudia 2 Chen, Li 2 Christensen, Kim 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 International journal of forecasting 5 Marketing Science 5 Energy economics 4 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 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 Business Economics Working Papers 1
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Source
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ECONIS (ZBW) 107 RePEc 84 EconStor 13 BASE 4 Other ZBW resources 1
Showing 1 - 10 of 209
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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
Persistent link: https://www.econbiz.de/10015467236
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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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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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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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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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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
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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
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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
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