Browsing by Author Cacho-Diaz, Julio
Showing results 1 to 1 of 1
| Publication Date | Article Title | Author(s) |
|---|---|---|
| Sep-2015 | Modeling financial contagion using mutually exciting jump processes | Ait-Sahalia, Yacine; Cacho-Diaz, Julio; Laeven, Roger J.A. |