Concepedia

Julio Cacho-Diaz

JC

Statistics

Publications

2

Citations

604

H-Index

2

Active since

2010

Affiliations

Princeton University(Current)

University of Amsterdam

Julio Cacho-Diaz is an author at Princeton University specializing in optimal portfolio choice, volatility, and stochastic volatility.

Publications per year

2010–2015

2

Publications

2

Modeling financial contagion using mutually exciting jump processes

Yacine Aı̈t-Sahalia, Julio Cacho-Diaz, Roger J. A. Laeven · Journal of Financial Economics · 2015 · 578 citations

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Modeling Financial Contagion Using Mutually Exciting Jump Processes

Yacine Aı̈t-Sahalia, Julio Cacho-Diaz, Roger J. A. Laeven · RePEc: Research Papers in Economics · 2010 · 26 citations

, , +17

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