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 6 6 17 46
A Theory of Debt Accumulation and Deficit Cycles 0 0 0 5 0 2 6 21
ARCH Models and Option Pricing: The Continuous Time Connection 0 0 0 1 2 5 10 455
ARCH Models and Option Pricing: The Continuous Time Connection 0 0 0 1 1 3 6 235
ARCH Models and Option Pricing: the Continuous-Time Connection 0 0 0 741 2 6 17 2,228
Adding and Subtracting Black-Scholes: A New Approach to Approximating Derivative Prices in Continuous Time Models 0 0 0 193 1 3 6 565
Ambiguity, Information Acquisition and Price Swings in Asset Markets 0 0 0 43 4 6 15 170
Ambiguity, information acquisition and price swings in asset markets 0 0 0 5 1 1 11 51
An Equilibrium Model of the Term Structure with Stochastic Volatility 0 0 0 134 4 5 7 359
Closed-form approximations of moments and densities of continuous-time Markov models 0 0 0 1 3 3 9 13
Correlation Risk, Strings and Asset Prices 0 0 0 27 4 7 17 82
Credit Variance Swaps and Volatility Indexes 0 0 0 3 4 4 7 19
Credit Volatility Indexes 0 0 0 17 1 2 5 51
Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices 0 0 0 6 0 4 7 29
Dynamics of Interest Rate Swap and Equity Volatilities 0 0 0 3 1 2 8 33
Financial Volatility and Economic Activity 0 0 1 203 2 3 25 365
Financial volatility and economic activity 0 0 1 18 0 1 10 131
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 0 1 4 21 41
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 62 0 4 9 411
General Properties of Rational Stock-Market Fluctuations 0 0 0 78 3 8 13 574
General Properties of Rational Stock-Market Fluctuations 0 0 0 240 2 3 4 342
General Properties of Rational Stock-Market Fluctuations 0 0 0 24 1 2 5 183
General properties of rational stock-market fluctuations 0 0 0 0 3 3 8 30
Information Linkages and Correlated Trading 0 0 0 48 3 4 14 211
Information linkages and correlated trading 0 0 0 6 1 5 18 86
Insider Trading Regulation and Market Quality Tradeoffs 0 0 1 4 3 4 5 14
Macroeconomic Determinants of Stock Market Returns, Volatility and Volatility Risk-Premia 0 1 4 303 2 5 14 956
Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums 0 0 1 78 2 4 13 96
Macroeconomic determinants of stock market returns, volatility and volatility risk-premia 0 0 1 9 1 3 6 66
Recovering the Probability Density Function of Asset Prices Using GARCH as Diffusion Approximations 0 0 0 217 3 3 7 980
Recovering the Probability Density Function of Asset Prices using Garch as Diffusion Approximations 0 0 0 98 0 2 7 363
Sign- and Volatility -Switching ARCH Models: Theory and Applications to International Stock Markets 0 0 0 1 2 4 11 820
Simulated Nonparametric Estimation of Continuous Time Models of Asset Prices and Returns 0 0 0 64 4 5 8 196
Simulated nonparametric estimation of continuous time models of asset prices and returns 0 0 0 2 3 5 15 51
Simulated nonparametric estimation of dynamic models with applications to finance 0 0 0 2 1 1 10 31
Stochastic Volatility and the Informational Content of Option Prices: Empirical Analysis 0 0 0 243 1 7 10 712
The Price of Government Bond Volatility 0 0 1 4 4 5 11 41
The Term Structure of Government Debt Uncertainty 0 0 0 12 2 2 10 51
Trading Disclosure Requirements and Market Quality Tradeoffs 0 0 1 8 1 1 4 19
Volatility Indexes and Contracts for Eurodollar and Related Deposits 0 0 0 4 3 4 8 36
Volatility Indexes and Contracts for Government Bonds and Time Deposits 0 0 0 1 4 5 8 18
Total Working Papers 0 1 12 3,099 86 156 425 11,746
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 2 2 5 97
Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models 0 0 2 78 4 8 16 309
Approximating volatility diffusions with CEV-ARCH models 0 0 0 35 2 2 6 132
Asymmetric stock market volatility and the cyclical behavior of expected returns 0 1 2 116 1 2 11 345
Asymmetries and non-linearities in economic activity 0 0 0 8 2 4 7 70
Financial Volatility and Economic Activity 0 0 1 187 1 6 21 397
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 26 1 3 9 302
Information Linkages and Correlated Trading 0 1 1 47 2 5 17 196
Macroeconomic determinants of stock volatility and volatility premiums 0 1 4 129 2 4 13 420
Modeling the changing asymmetry of conditional variances 0 1 2 38 0 1 12 109
Rate fears gauges and the dynamics of fixed income and equity volatilities 0 0 1 8 2 4 12 77
Recovering the probability density function of asset prices using garch as diffusion approximations 0 0 0 57 1 3 8 276
Sign- and Volatility-Switching ARCH Models: Theory and Applications to International Stock Markets 0 0 1 276 2 3 7 820
Simulated Non-Parametric Estimation of Dynamic Models 0 0 0 68 2 2 8 255
Uncertainty, Information Acquisition, and Price Swings in Asset Markets 0 0 1 12 3 7 16 153
Volatility smiles and the information content of news 0 0 0 69 1 3 10 344
Weak convergence and distributional assumptions for a general class of nonliner arch models 0 0 0 26 0 0 11 98
Total Journal Articles 0 4 15 1,208 28 59 189 4,400

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Statistics updated 2026-05-06