Access Statistics for Antonio Mele

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 Simple Approach to the Estimation of Continuous Time CEV Stochastic Volatility Models of the Short-Term Rate 1 1 3 161 1 2 4 533
ARCH Models and Option Pricing: The Continuous Time Connection 0 0 0 1 0 0 3 212
ARCH Models and Option Pricing: The Continuous Time Connection 0 0 0 1 0 0 2 436
ARCH Models and Option Pricing: the Continuous-Time Connection 0 0 1 738 0 0 4 2,195
Adding and Subtracting Black-Scholes: A New Approach to Approximating Derivative Prices in Continuous Time Models 0 1 1 190 1 4 5 494
Ambiguity, Information Acquisition and Price Swings in Asset Markets 0 0 0 40 2 2 7 133
Ambiguity, information acquisition and price swings in asset markets 0 0 0 3 0 0 3 28
An Equilibrium Model of the Term Structure with Stochastic Volatility 0 0 0 133 0 0 0 347
Financial Volatility and Economic Activity 0 0 8 189 1 2 31 293
Financial volatility and economic activity 0 0 6 8 0 0 29 71
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 248 1 2 2 901
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 61 1 1 1 386
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 0 1 1 1 1
General Properties of Rational Stock-Market Fluctuations 0 0 0 24 1 1 2 170
General Properties of Rational Stock-Market Fluctuations 0 0 0 240 0 0 0 328
General Properties of Rational Stock-Market Fluctuations 0 0 0 76 0 2 7 543
General properties of rational stock-market fluctuations 0 0 0 0 0 0 0 13
Information Linkages and Correlated Trading 0 0 1 46 1 2 5 171
Information linkages and correlated trading 0 0 0 3 1 3 9 46
Macroeconomic Determinants of Stock Market Returns, Volatility and Volatility Risk-Premia 1 2 4 293 2 6 43 876
Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums 0 0 2 51 0 1 8 21
Macroeconomic determinants of stock market returns, volatility and volatility risk-premia 0 1 1 4 0 1 4 37
Recovering the Probability Density Function of Asset Prices Using GARCH as Diffusion Approximations 0 2 5 209 1 5 11 910
Recovering the Probability Density Function of Asset Prices using Garch as Diffusion Approximations 0 0 0 97 1 2 4 347
Sign- and Volatility -Switching ARCH Models: Theory and Applications to International Stock Markets 0 0 0 1 0 0 2 786
Simulated Nonparametric Estimation of Continuous Time Models of Asset Prices and Returns 0 0 0 63 0 1 5 176
Simulated nonparametric estimation of continuous time models of asset prices and returns 0 0 0 1 1 1 1 25
Simulated nonparametric estimation of dynamic models with applications to finance 0 0 0 2 0 0 0 12
Stochastic Volatility and the Informational Content of Option Prices: Empirical Analysis 0 0 0 243 0 0 3 699
Total Working Papers 2 7 32 3,126 16 39 196 11,190


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A stochastic variance model for absolute returns 0 0 0 28 0 0 0 87
Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models 0 1 4 64 1 3 16 221
Approximating volatility diffusions with CEV-ARCH models 0 0 0 35 0 0 0 117
Asymmetric stock market volatility and the cyclical behavior of expected returns 1 1 3 51 2 3 8 179
Asymmetries and non-linearities in economic activity 0 0 0 8 0 0 1 59
Financial Volatility and Economic Activity 1 1 122 156 4 8 140 239
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 25 1 1 2 277
Information Linkages and Correlated Trading 0 0 1 39 1 1 7 118
Macroeconomic determinants of stock volatility and volatility premiums 3 4 8 62 4 9 28 240
Modeling the changing asymmetry of conditional variances 0 0 0 36 0 0 2 88
Rate fears gauges and the dynamics of fixed income and equity volatilities 0 0 0 4 3 4 5 33
Recovering the probability density function of asset prices using garch as diffusion approximations 0 0 1 55 1 2 6 253
Sign- and Volatility-Switching ARCH Models: Theory and Applications to International Stock Markets 0 0 2 272 0 1 6 785
Simulated Non-Parametric Estimation of Dynamic Models 0 0 0 59 0 0 5 187
Uncertainty, Information Acquisition, and Price Swings in Asset Markets 0 0 0 1 0 2 16 24
Volatility smiles and the information content of news 0 0 0 67 0 0 1 318
Weak convergence and distributional assumptions for a general class of nonliner arch models 0 0 0 23 0 0 1 64
Total Journal Articles 5 7 141 985 17 34 244 3,289


Statistics updated 2019-06-03