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 1 1 6 85
An econometric specification of monetary policy dark art 0 0 0 55 1 1 2 252
Commodity Markets through the business cycle 0 0 0 5 1 1 3 37
Flexible time series models for subjective distribution estimation with monetary policy in view 0 0 0 85 0 0 2 423
Flexible time series models for subjective distribution estimation with monetary policy in view 0 0 0 12 0 0 1 67
Flexible time series models for subjective distribution estimation with monetary policy in view 0 0 0 3 0 0 1 30
Forecasting the density of oil futures 0 0 0 29 0 0 2 126
Further evidence on the impact of economic news on interest rates 0 0 0 0 0 0 1 15
Further evidence on the impact of economic news on interest rates 0 0 0 56 0 0 1 207
Further evidence on the impact of economic news on interest rates 0 0 1 39 1 1 3 151
Further evidence on the impact of economic news on interest rates 0 0 0 10 0 0 2 44
Identifying and Explaining the Number of Regimes Driving Asset Returns 0 0 0 12 1 1 3 36
Likelihood-Related Estimation Methods and Non-Gaussian GARCH Processes 0 0 0 31 0 1 2 96
Likelihood-Related Estimation Methods and Non-Gaussian GARCH Processes 0 0 0 31 0 0 1 60
Martingalized Historical approach for Option Pricing 0 0 0 24 0 0 1 119
Martingalized Historical approach for Option Pricing 0 0 0 33 0 0 1 117
Option Pricing for GARCH-type Models with Generalized Hyperbolic Innovations 0 0 0 26 0 0 1 104
Option Pricing under GARCH models with Generalized Hyperbolic distribution (II): Data and Results 0 0 1 87 0 0 2 224
Option Pricing under GARCH models with Generalized Hyperbolic innovations (I): Methodology 0 0 0 61 0 0 1 160
Option pricing for GARCH-type models with generalized hyperbolic innovations 0 0 0 10 0 0 1 53
Option pricing for GARCH-type models with generalized hyperbolic innovations 0 0 0 48 1 1 3 164
Option pricing under GARCH models with generalized hyperbolic innovations (I): methodology 0 0 0 72 0 0 2 162
Option pricing under GARCH models with generalized hyperbolic innovations (II): data and results 0 0 0 105 0 0 2 245
Option pricing with discrete time jump processes 0 0 0 18 0 0 4 69
Option pricing with discrete time jump processes 0 0 0 0 0 0 1 28
Option pricing with discrete time jump processes 0 0 0 12 0 0 2 174
Option pricing with discrete time jump processes 0 0 0 35 0 0 1 184
Testing for Leverage Effect in Financial Returns 0 0 0 78 1 3 10 292
Testing for Leverage Effects in the Returns of US Equities 0 0 0 2 0 0 2 35
Testing for Leverage Effects in the Returns of US Equities 0 0 0 47 1 1 5 114
Testing for leverage effects in the returns of US equities 0 0 0 0 0 0 1 18
The Number of Regimes Across Asset Returns: Identification and Economic Value 0 0 0 33 0 0 1 102
The contribution of jumps to forecasting the density of returns 0 0 0 39 0 0 0 54
The contribution of jumps to forecasting the density of returns 0 0 0 57 0 0 1 44
Understanding momentum in commodity markets 0 0 0 0 0 0 1 35
Understanding the Importance of the Duration and Size of the Variations of Fed's Target Rate 0 0 0 0 0 0 1 16
Yield curve reaction to macroeconomic news in Europe:disentangling the US influence 1 1 1 272 1 1 2 1,370
Total Working Papers 1 1 3 1,427 9 12 76 5,512


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 2 2 6 0 2 4 35
Commodity markets through the business cycle 0 1 4 20 0 3 8 72
Common risk factors in commodities 0 0 1 269 3 3 13 975
Cross-Market Linkages: The Case of Commodities, Bonds, Inflation and Industrial Production 0 0 1 8 0 1 4 42
Cross-market linkages between commodities, stocks and bonds 0 0 1 32 0 0 2 103
Empirical bias in intraday volatility measures 0 0 1 17 0 0 3 77
Equity, credit and the business cycle 0 0 0 19 0 0 1 90
Estimating the Wishart Affine Stochastic Correlation Model using the empirical characteristic function 0 0 1 32 0 1 5 115
Flexible time series models for subjective distribution estimation with monetary policy in view 0 0 0 0 0 0 1 88
Forecasting the European Credit Cycle Using Macroeconomic Variables 0 0 0 0 0 1 2 47
Forward Rates, Monetary Policy and the Economic Cycle 0 0 0 2 0 0 2 24
Further Evidence on the Impact of Economic News on Interest Rates 0 0 0 8 1 1 2 59
HEDGING (CO)VARIANCE RISK WITH VARIANCE SWAPS 0 0 0 2 0 0 1 14
Investigating the leverage effect in commodity markets with a recursive estimation approach 0 0 1 28 0 1 6 122
Martingalized historical approach for option pricing 0 0 0 17 0 1 2 99
Mean-reversion properties of implied volatilities 0 0 1 18 0 1 6 109
Option pricing for GARCH-type models with generalized hyperbolic innovations 0 0 0 6 0 0 1 43
Option pricing with discrete time jump processes 0 0 0 17 0 0 1 75
Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event 0 0 0 51 0 0 3 210
Sector spillovers in credit markets 0 0 0 16 0 0 1 111
THE NUMBER OF REGIMES ACROSS ASSET RETURNS: IDENTIFICATION AND ECONOMIC VALUE 0 0 0 2 0 0 1 20
Testing for leverage effects in the returns of US equities 0 0 0 3 0 1 3 25
Twenty years of jumps in commodity markets 0 0 0 18 1 1 2 83
Understanding momentum in commodity markets 0 0 0 24 0 0 2 65
Understanding the Importance of the Duration and Size of the Variations of Fed’s Target Rate 0 0 0 0 1 1 3 81
Volatility spillovers in commodity markets 0 1 5 60 1 3 10 147
Total Journal Articles 0 4 18 675 7 21 89 2,931
1 registered items for which data could not be found


Statistics updated 2025-02-05