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Analytic solution and estimation of parameters on a stochastic exponential model for a technological diffusion process
8 references·0 citing·26 second hop
Analytic solution and estimation of parameters on a stochastic exponential model for a technological diffusion process (1995)Analytic solution and estimation of param…Stochastic Differential Equations (2006)Stochastic Differential Equat…Stochastic Differential Equations (1989)Stochastic Differential Equat…Stochastic Differential Equations: An Introduction with Applications. (1987)Stochastic Differential Equat…Two generalized rational models for forecasting innovation diffusion (1985)Two generalized rational mode…Stochastic Methods in Economics and Finance. (1984)Stochastic Methods in Economi…Innovation Diffusion and New Product Growth Models in Marketing (1979)Innovation Diffusion and New …First-purchase diffusion models of new-product acceptance (1979)First-purchase diffusion mode…Stochastic Differential Equations (1972)Stochastic Differential Equat…The Economics of Information (1961)A New Product Growth for Model Consumer Durables (1969)A New Product Growth Model for Consumer Durables (1976)Adaptive technological substitution models (1980)Innovation diffusion with generation substitution effects (2009)Technical Change and the Rate of Imitation (1961)A simple substitution model of technological change (1971)New Product Diffusion Models in Marketing: A Review and Directions for Research (1990)New Product Diffusion Models in Marketing: A Review and Directions for Research (1991)Chapter 8 New-product diffusion models (1993)Forecasting methods and applications (1993)Communication of Innovations: A Cross-Cultural Approach. (1974)A Propositional Inventory for New Diffusion Research (1985)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Martingales and arbitrage in multiperiod securities markets (1979)Brownian motion and stochastic calculus (1991)Macroeconomics and finance: The role of the stock market (1984)Theory of Financial Decision Making. (1988)Periodic market closure and trading volume (1992)A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk (1997)The dynamics of stochastic volatility: evidence from underlying and options markets (2003)Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)When is a stochastic integral a time change of a diffusion? (1990)Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach (2002)Rational Momentum Effects (2002)The Statistical and Economic Role of Jumps in Continuous‐Time Interest Rate Models (2004)
this work references cited by second hop

References

  • 1987Stochastic Differential Equations: An Introduction with Applications.4,034 cited
  • 2006Stochastic Differential Equations1,276 cited
  • 1972Stochastic Differential Equations981 cited
  • 1979Innovation Diffusion and New Product Growth Models in Marketing384 cited
  • 1984Stochastic Methods in Economics and Finance.325 cited
  • 1985Two generalized rational models for forecasting innovation diffusion72 cited
  • 1979First-purchase diffusion models of new-product acceptance59 cited
  • 1989Stochastic Differential Equations47 cited

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