Access Statistics for Florian Ielpo

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A time series approach to option pricing: Models, Methods and Empirical Performances 0 0 0 0 0 1 17 102
An econometric specification of monetary policy dark art 0 0 0 55 2 4 14 267
Commodity Markets through the business cycle 0 0 0 5 1 3 5 42
Flexible time series models for subjective distribution estimation with monetary policy in view 0 0 0 12 0 0 4 71
Flexible time series models for subjective distribution estimation with monetary policy in view 0 0 0 3 0 2 5 35
Flexible time series models for subjective distribution estimation with monetary policy in view 0 0 0 85 0 3 11 434
Forecasting the density of oil futures 0 0 0 29 1 5 11 139
Further evidence on the impact of economic news on interest rates 0 0 0 39 1 3 8 159
Further evidence on the impact of economic news on interest rates 0 0 0 56 0 3 12 220
Further evidence on the impact of economic news on interest rates 0 0 0 10 0 1 5 49
Further evidence on the impact of economic news on interest rates 0 0 0 0 0 1 3 18
Identifying and Explaining the Number of Regimes Driving Asset Returns 0 0 0 12 0 1 2 38
Likelihood-Related Estimation Methods and Non-Gaussian GARCH Processes 0 0 0 32 0 3 12 73
Likelihood-Related Estimation Methods and Non-Gaussian GARCH Processes 0 0 0 31 0 1 7 103
Martingalized Historical approach for Option Pricing 0 0 0 24 0 1 8 127
Martingalized Historical approach for Option Pricing 0 0 0 33 0 5 10 127
Option Pricing for GARCH-type Models with Generalized Hyperbolic Innovations 0 0 0 26 0 2 9 113
Option Pricing under GARCH models with Generalized Hyperbolic distribution (II): Data and Results 0 0 0 87 0 1 2 227
Option Pricing under GARCH models with Generalized Hyperbolic innovations (I): Methodology 0 0 0 61 0 2 8 168
Option pricing for GARCH-type models with generalized hyperbolic innovations 0 0 0 11 0 3 7 63
Option pricing for GARCH-type models with generalized hyperbolic innovations 0 0 0 48 0 2 9 173
Option pricing under GARCH models with generalized hyperbolic innovations (I): methodology 0 0 1 73 0 5 12 174
Option pricing under GARCH models with generalized hyperbolic innovations (II): data and results 0 0 0 105 0 2 23 268
Option pricing with discrete time jump processes 0 0 0 35 0 1 10 198
Option pricing with discrete time jump processes 0 0 0 0 0 2 6 35
Option pricing with discrete time jump processes 0 0 0 18 0 2 7 77
Option pricing with discrete time jump processes 0 0 0 12 0 2 6 182
Testing for Leverage Effect in Financial Returns 0 0 0 78 0 4 15 308
Testing for Leverage Effects in the Returns of US Equities 0 0 0 47 0 5 13 129
Testing for Leverage Effects in the Returns of US Equities 0 0 1 3 0 1 5 41
Testing for leverage effects in the returns of US equities 0 0 0 0 0 0 2 23
The Number of Regimes Across Asset Returns: Identification and Economic Value 0 0 0 33 0 4 8 110
The contribution of jumps to forecasting the density of returns 0 0 0 57 1 4 11 55
The contribution of jumps to forecasting the density of returns 0 0 0 39 2 4 10 67
Understanding momentum in commodity markets 0 0 0 0 0 2 4 40
Understanding the Importance of the Duration and Size of the Variations of Fed's Target Rate 0 0 0 0 0 2 6 23
Yield curve reaction to macroeconomic news in Europe:disentangling the US influence 0 0 0 273 1 6 9 1,380
Total Working Papers 0 0 2 1,432 9 93 316 5,858

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An anatomy of global risk premiums 0 1 1 7 1 4 13 49
Commodity markets through the business cycle 0 0 0 20 0 3 15 88
Common risk factors in commodities 0 1 3 272 1 10 25 1,002
Cross-Market Linkages: The Case of Commodities, Bonds, Inflation and Industrial Production 1 1 1 9 1 2 5 47
Cross-market linkages between commodities, stocks and bonds 0 0 1 33 0 1 9 112
Empirical bias in intraday volatility measures 0 0 0 17 1 4 11 89
Equity, credit and the business cycle 0 0 0 19 0 1 8 98
Estimating the Wishart Affine Stochastic Correlation Model using the empirical characteristic function 0 2 3 37 2 8 18 137
Flexible time series models for subjective distribution estimation with monetary policy in view 0 0 0 0 0 1 4 92
Forecasting the European Credit Cycle Using Macroeconomic Variables 0 0 0 0 0 3 4 51
Forward Rates, Monetary Policy and the Economic Cycle 0 0 0 3 0 5 9 34
Further Evidence on the Impact of Economic News on Interest Rates 0 0 0 8 0 2 12 71
HEDGING (CO)VARIANCE RISK WITH VARIANCE SWAPS 0 0 1 3 0 4 14 29
Investigating the leverage effect in commodity markets with a recursive estimation approach 1 1 1 29 1 7 23 146
Martingalized historical approach for option pricing 0 0 0 17 0 4 13 112
Mean-reversion properties of implied volatilities 0 0 0 18 1 7 14 125
Option pricing for GARCH-type models with generalized hyperbolic innovations 0 0 0 6 0 3 11 56
Option pricing with discrete time jump processes 0 0 0 17 0 6 19 94
Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event 0 0 0 51 0 5 20 230
Sector spillovers in credit markets 0 1 1 18 0 2 11 123
THE NUMBER OF REGIMES ACROSS ASSET RETURNS: IDENTIFICATION AND ECONOMIC VALUE 0 0 0 2 1 1 10 30
Testing for leverage effects in the returns of US equities 0 0 0 3 1 2 12 38
Twenty years of jumps in commodity markets 0 0 0 18 0 1 9 92
Understanding momentum in commodity markets 0 0 0 24 0 3 18 83
Volatility spillovers in commodity markets 2 2 3 63 2 3 20 167
Total Journal Articles 4 9 15 694 12 92 327 3,195
2 registered items for which data could not be found
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Statistics updated 2026-07-10