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 7 15 100
An econometric specification of monetary policy dark art 0 0 0 55 2 8 10 262
Commodity Markets through the business cycle 0 0 0 5 0 0 2 39
Flexible time series models for subjective distribution estimation with monetary policy in view 0 0 0 85 1 5 8 431
Flexible time series models for subjective distribution estimation with monetary policy in view 0 0 0 12 0 3 4 71
Flexible time series models for subjective distribution estimation with monetary policy in view 0 0 0 3 0 3 3 33
Forecasting the density of oil futures 0 0 0 29 1 2 7 133
Further evidence on the impact of economic news on interest rates 0 0 0 56 1 8 9 216
Further evidence on the impact of economic news on interest rates 0 0 0 39 0 3 5 156
Further evidence on the impact of economic news on interest rates 0 0 0 0 0 0 2 17
Further evidence on the impact of economic news on interest rates 0 0 0 10 1 4 4 48
Identifying and Explaining the Number of Regimes Driving Asset Returns 0 0 0 12 0 1 1 37
Likelihood-Related Estimation Methods and Non-Gaussian GARCH Processes 0 0 1 32 1 6 8 68
Likelihood-Related Estimation Methods and Non-Gaussian GARCH Processes 0 0 0 31 0 6 6 102
Martingalized Historical approach for Option Pricing 0 0 0 33 0 2 4 121
Martingalized Historical approach for Option Pricing 0 0 0 24 0 6 7 126
Option Pricing for GARCH-type Models with Generalized Hyperbolic Innovations 0 0 0 26 0 4 7 111
Option Pricing under GARCH models with Generalized Hyperbolic distribution (II): Data and Results 0 0 0 87 0 1 2 226
Option Pricing under GARCH models with Generalized Hyperbolic innovations (I): Methodology 0 0 0 61 0 6 6 166
Option pricing for GARCH-type models with generalized hyperbolic innovations 0 0 1 11 0 3 6 60
Option pricing for GARCH-type models with generalized hyperbolic innovations 0 0 0 48 0 3 6 170
Option pricing under GARCH models with generalized hyperbolic innovations (I): methodology 0 0 1 73 0 5 6 168
Option pricing under GARCH models with generalized hyperbolic innovations (II): data and results 0 0 0 105 8 20 21 266
Option pricing with discrete time jump processes 0 0 0 0 0 3 3 32
Option pricing with discrete time jump processes 0 0 0 12 0 4 4 180
Option pricing with discrete time jump processes 0 0 0 18 0 2 4 74
Option pricing with discrete time jump processes 0 0 0 35 0 8 13 197
Testing for Leverage Effect in Financial Returns 0 0 0 78 1 6 11 304
Testing for Leverage Effects in the Returns of US Equities 0 0 0 47 2 7 9 124
Testing for Leverage Effects in the Returns of US Equities 1 1 1 3 1 3 4 40
Testing for leverage effects in the returns of US equities 0 0 0 0 0 0 1 21
The Number of Regimes Across Asset Returns: Identification and Economic Value 0 0 0 33 0 2 4 106
The contribution of jumps to forecasting the density of returns 0 0 0 57 0 7 7 51
The contribution of jumps to forecasting the density of returns 0 0 0 39 0 4 9 63
Understanding momentum in commodity markets 0 0 0 0 0 2 3 38
Understanding the Importance of the Duration and Size of the Variations of Fed's Target Rate 0 0 0 0 0 2 4 20
Yield curve reaction to macroeconomic news in Europe:disentangling the US influence 0 0 1 273 0 2 4 1,374
Total Working Papers 1 1 5 1,432 20 158 229 5,751

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 0 0 6 3 6 8 44
Commodity markets through the business cycle 0 0 0 20 2 9 12 85
Common risk factors in commodities 0 1 2 271 1 11 16 991
Cross-Market Linkages: The Case of Commodities, Bonds, Inflation and Industrial Production 0 0 0 8 1 2 3 45
Cross-market linkages between commodities, stocks and bonds 0 0 1 33 1 3 8 111
Empirical bias in intraday volatility measures 0 0 0 17 0 6 7 84
Equity, credit and the business cycle 0 0 0 19 1 6 7 97
Estimating the Wishart Affine Stochastic Correlation Model using the empirical characteristic function 0 0 3 35 1 3 11 127
Flexible time series models for subjective distribution estimation with monetary policy in view 0 0 0 0 0 2 3 91
Forecasting the European Credit Cycle Using Macroeconomic Variables 0 0 0 0 0 1 1 48
Forward Rates, Monetary Policy and the Economic Cycle 0 0 0 3 0 3 4 29
Further Evidence on the Impact of Economic News on Interest Rates 0 0 0 8 0 5 7 66
HEDGING (CO)VARIANCE RISK WITH VARIANCE SWAPS 0 1 1 3 0 7 11 25
Investigating the leverage effect in commodity markets with a recursive estimation approach 0 0 0 28 1 9 17 139
Martingalized historical approach for option pricing 0 0 0 17 1 5 7 106
Mean-reversion properties of implied volatilities 0 0 0 18 0 4 6 116
Option pricing for GARCH-type models with generalized hyperbolic innovations 0 0 0 6 0 4 8 52
Option pricing with discrete time jump processes 0 0 0 17 0 5 12 87
Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event 0 0 0 51 3 10 13 223
Sector spillovers in credit markets 0 0 1 17 0 4 9 120
THE NUMBER OF REGIMES ACROSS ASSET RETURNS: IDENTIFICATION AND ECONOMIC VALUE 0 0 0 2 1 7 9 29
Testing for leverage effects in the returns of US equities 0 0 0 3 2 8 10 36
Twenty years of jumps in commodity markets 0 0 0 18 0 6 8 91
Understanding momentum in commodity markets 0 0 0 24 0 7 13 78
Volatility spillovers in commodity markets 0 0 1 61 1 11 16 163
Total Journal Articles 0 2 9 685 19 144 226 3,083
2 registered items for which data could not be found
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Statistics updated 2026-03-04