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Julio Cacho-Diaz · Study
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Author
Julio Cacho-Diaz
3 works
· latest 2015
· 2 institutions
cluster: provisional
Works
3 shown
Modeling financial contagion using mutually exciting jump processes
Journal of Financial Economics
·
2015
·
3 authors
·
Open access
576
citations
Modeling Financial Contagion Using Mutually Exciting Jump Processes
National Bureau of Economic Research
·
2010
·
3 authors
·
report
·
Open access
122
citations
Portfolio choice with jumps: a closed-form solution
·
2009
·
3 authors
·
preprint
85
citations