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 1 164 1 2 4 564
A Theory of Debt Accumulation and Deficit Cycles 0 0 0 5 1 1 2 16
A Theory of Debt Accumulation and Deficit Cycles 0 0 1 25 0 1 8 33
ARCH Models and Option Pricing: The Continuous Time Connection 0 0 0 1 0 0 2 230
ARCH Models and Option Pricing: The Continuous Time Connection 0 0 0 1 1 2 3 448
ARCH Models and Option Pricing: the Continuous-Time Connection 0 0 0 741 1 1 2 2,212
Adding and Subtracting Black-Scholes: A New Approach to Approximating Derivative Prices in Continuous Time Models 0 0 0 193 0 1 2 560
Ambiguity, Information Acquisition and Price Swings in Asset Markets 0 0 0 43 1 1 4 156
Ambiguity, information acquisition and price swings in asset markets 0 0 0 5 0 0 2 40
An Equilibrium Model of the Term Structure with Stochastic Volatility 0 0 0 134 0 0 0 352
Closed-form approximations of moments and densities of continuous-time Markov models 0 0 0 1 0 0 1 5
Correlation Risk, Strings and Asset Prices 0 0 0 27 3 3 6 70
Credit Variance Swaps and Volatility Indexes 0 0 0 3 0 0 1 13
Credit Volatility Indexes 0 0 0 17 0 0 1 46
Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices 0 0 0 6 1 1 2 23
Dynamics of Interest Rate Swap and Equity Volatilities 0 0 0 3 0 0 0 25
Financial Volatility and Economic Activity 1 1 2 203 2 2 5 344
Financial volatility and economic activity 1 1 1 18 1 1 4 123
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 62 1 1 1 403
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 0 0 1 4 24
General Properties of Rational Stock-Market Fluctuations 0 0 0 78 0 0 0 561
General Properties of Rational Stock-Market Fluctuations 0 0 0 240 0 0 0 338
General Properties of Rational Stock-Market Fluctuations 0 0 0 24 0 1 2 179
General properties of rational stock-market fluctuations 0 0 0 0 0 0 0 22
Information Linkages and Correlated Trading 0 0 0 48 0 0 2 198
Information linkages and correlated trading 0 0 0 6 0 0 1 68
Insider Trading Regulation and Market Quality Tradeoffs 1 1 1 4 1 1 1 10
Macroeconomic Determinants of Stock Market Returns, Volatility and Volatility Risk-Premia 0 0 1 300 1 1 5 944
Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums 0 0 2 78 0 0 2 84
Macroeconomic determinants of stock market returns, volatility and volatility risk-premia 0 0 0 8 0 0 1 60
Recovering the Probability Density Function of Asset Prices Using GARCH as Diffusion Approximations 0 0 0 217 1 1 5 974
Recovering the Probability Density Function of Asset Prices using Garch as Diffusion Approximations 0 0 0 98 0 1 2 358
Sign- and Volatility -Switching ARCH Models: Theory and Applications to International Stock Markets 0 0 0 1 0 0 4 811
Simulated Nonparametric Estimation of Continuous Time Models of Asset Prices and Returns 0 0 0 64 0 0 1 188
Simulated nonparametric estimation of continuous time models of asset prices and returns 0 0 0 2 0 2 4 38
Simulated nonparametric estimation of dynamic models with applications to finance 0 0 0 2 1 2 3 24
Stochastic Volatility and the Informational Content of Option Prices: Empirical Analysis 0 0 0 243 1 1 1 703
The Price of Government Bond Volatility 0 1 1 4 0 1 2 32
The Term Structure of Government Debt Uncertainty 0 0 0 12 0 1 3 42
Trading Disclosure Requirements and Market Quality Tradeoffs 0 1 1 8 0 1 1 16
Volatility Indexes and Contracts for Eurodollar and Related Deposits 0 0 0 4 1 1 3 29
Volatility Indexes and Contracts for Government Bonds and Time Deposits 0 0 0 1 0 0 1 10
Total Working Papers 3 5 11 3,094 19 32 98 11,376
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 1 3 94
Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models 0 0 1 76 0 1 7 295
Approximating volatility diffusions with CEV-ARCH models 0 0 0 35 0 1 1 127
Asymmetric stock market volatility and the cyclical behavior of expected returns 0 0 3 114 0 0 4 334
Asymmetries and non-linearities in economic activity 0 0 0 8 0 0 1 63
Financial Volatility and Economic Activity 0 1 3 187 1 2 8 380
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 26 0 0 1 293
Information Linkages and Correlated Trading 0 0 0 46 1 1 2 180
Macroeconomic determinants of stock volatility and volatility premiums 0 0 8 126 0 0 16 412
Modeling the changing asymmetry of conditional variances 0 0 0 36 1 3 5 101
Rate fears gauges and the dynamics of fixed income and equity volatilities 0 0 2 8 1 1 8 68
Recovering the probability density function of asset prices using garch as diffusion approximations 0 0 0 57 0 0 0 268
Sign- and Volatility-Switching ARCH Models: Theory and Applications to International Stock Markets 0 0 1 276 0 1 4 815
Simulated Non-Parametric Estimation of Dynamic Models 0 0 0 68 2 2 10 252
Uncertainty, Information Acquisition, and Price Swings in Asset Markets 0 1 1 12 1 3 8 143
Volatility smiles and the information content of news 0 0 0 69 0 0 3 337
Weak convergence and distributional assumptions for a general class of nonliner arch models 0 0 0 26 1 1 5 89
Total Journal Articles 0 2 19 1,198 9 17 86 4,251

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Statistics updated 2025-11-08