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 0 0 0 164 0 0 3 565
A Theory of Debt Accumulation and Deficit Cycles 0 0 1 26 0 1 15 47
A Theory of Debt Accumulation and Deficit Cycles 0 0 0 5 0 1 7 22
ARCH Models and Option Pricing: The Continuous Time Connection 0 0 0 1 0 0 5 235
ARCH Models and Option Pricing: The Continuous Time Connection 0 0 0 1 0 2 11 457
ARCH Models and Option Pricing: the Continuous-Time Connection 0 0 0 741 0 2 19 2,230
Adding and Subtracting Black-Scholes: A New Approach to Approximating Derivative Prices in Continuous Time Models 0 0 0 193 0 0 6 565
Ambiguity, Information Acquisition and Price Swings in Asset Markets 0 0 0 43 2 2 17 172
Ambiguity, information acquisition and price swings in asset markets 0 0 0 5 0 0 11 51
An Equilibrium Model of the Term Structure with Stochastic Volatility 0 0 0 134 0 1 8 360
Closed-form approximations of moments and densities of continuous-time Markov models 0 0 0 1 0 0 8 13
Correlation Risk, Strings and Asset Prices 0 0 0 27 0 1 16 83
Credit Variance Swaps and Volatility Indexes 0 0 0 3 0 1 7 20
Credit Volatility Indexes 0 0 0 17 2 2 7 53
Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices 0 0 0 6 0 0 7 29
Dynamics of Interest Rate Swap and Equity Volatilities 0 0 0 3 0 0 8 33
Financial Volatility and Economic Activity 0 0 1 203 0 1 24 366
Financial volatility and economic activity 0 0 1 18 0 1 10 132
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 0 0 3 21 44
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 62 0 2 11 413
General Properties of Rational Stock-Market Fluctuations 0 0 0 78 0 0 13 574
General Properties of Rational Stock-Market Fluctuations 0 0 0 24 0 0 5 183
General Properties of Rational Stock-Market Fluctuations 0 0 0 240 0 0 4 342
General properties of rational stock-market fluctuations 0 0 0 0 0 0 8 30
Information Linkages and Correlated Trading 0 0 0 48 0 1 14 212
Information linkages and correlated trading 0 0 0 6 0 3 21 89
Insider Trading Regulation and Market Quality Tradeoffs 0 0 1 4 0 1 6 15
Macroeconomic Determinants of Stock Market Returns, Volatility and Volatility Risk-Premia 0 1 4 304 1 5 18 961
Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums 0 0 0 78 0 0 12 96
Macroeconomic determinants of stock market returns, volatility and volatility risk-premia 0 0 1 9 0 1 7 67
Recovering the Probability Density Function of Asset Prices Using GARCH as Diffusion Approximations 0 0 0 217 0 0 7 980
Recovering the Probability Density Function of Asset Prices using Garch as Diffusion Approximations 0 0 0 98 0 1 7 364
Sign- and Volatility -Switching ARCH Models: Theory and Applications to International Stock Markets 0 0 0 1 0 0 9 820
Simulated Nonparametric Estimation of Continuous Time Models of Asset Prices and Returns 0 0 0 64 0 1 9 197
Simulated nonparametric estimation of continuous time models of asset prices and returns 0 0 0 2 0 0 15 51
Simulated nonparametric estimation of dynamic models with applications to finance 0 0 0 2 0 0 9 31
Stochastic Volatility and the Informational Content of Option Prices: Empirical Analysis 0 0 0 243 0 0 10 712
The Price of Government Bond Volatility 0 0 1 4 0 1 11 42
The Term Structure of Government Debt Uncertainty 0 0 0 12 0 2 12 53
Trading Disclosure Requirements and Market Quality Tradeoffs 0 0 1 8 0 1 5 20
Volatility Indexes and Contracts for Eurodollar and Related Deposits 0 0 0 4 0 1 9 37
Volatility Indexes and Contracts for Government Bonds and Time Deposits 0 0 0 1 1 1 9 19
Total Working Papers 0 1 11 3,100 6 39 441 11,785
1 registered items for which data could not be found

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 1 2 6 99
Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models 1 1 3 79 2 2 17 311
Approximating volatility diffusions with CEV-ARCH models 0 0 0 35 1 2 8 134
Asymmetric stock market volatility and the cyclical behavior of expected returns 0 0 2 116 0 0 11 345
Asymmetries and non-linearities in economic activity 0 0 0 8 0 0 7 70
Financial Volatility and Economic Activity 0 0 1 187 2 5 24 402
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 26 0 0 9 302
Information Linkages and Correlated Trading 0 0 1 47 2 4 21 200
Macroeconomic determinants of stock volatility and volatility premiums 1 4 7 133 1 7 15 427
Modeling the changing asymmetry of conditional variances 0 0 2 38 0 0 11 109
Rate fears gauges and the dynamics of fixed income and equity volatilities 0 0 0 8 3 3 13 80
Recovering the probability density function of asset prices using garch as diffusion approximations 0 0 0 57 0 1 9 277
Sign- and Volatility-Switching ARCH Models: Theory and Applications to International Stock Markets 0 0 0 276 0 0 6 820
Simulated Non-Parametric Estimation of Dynamic Models 0 0 0 68 1 1 6 256
Uncertainty, Information Acquisition, and Price Swings in Asset Markets 0 0 1 12 0 1 14 154
Volatility smiles and the information content of news 0 0 0 69 0 1 8 345
Weak convergence and distributional assumptions for a general class of nonliner arch models 0 0 0 26 3 3 13 101
Total Journal Articles 2 5 17 1,213 16 32 198 4,432

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Statistics updated 2026-08-07