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 0 162 0 0 1 558
ARCH Models and Option Pricing: The Continuous Time Connection 0 0 0 1 0 0 0 445
ARCH Models and Option Pricing: The Continuous Time Connection 0 0 0 1 1 1 1 228
ARCH Models and Option Pricing: the Continuous-Time Connection 0 0 0 740 0 0 1 2,208
Adding and Subtracting Black-Scholes: A New Approach to Approximating Derivative Prices in Continuous Time Models 0 0 1 191 0 0 1 552
Ambiguity, Information Acquisition and Price Swings in Asset Markets 0 0 1 43 0 0 1 151
Ambiguity, information acquisition and price swings in asset markets 0 0 0 5 1 1 2 38
An Equilibrium Model of the Term Structure with Stochastic Volatility 0 0 0 134 0 0 0 352
Financial Volatility and Economic Activity 0 0 0 200 0 0 2 338
Financial volatility and economic activity 1 1 1 17 1 2 6 110
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 62 0 0 0 402
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 0 0 0 0 20
General Properties of Rational Stock-Market Fluctuations 0 0 0 240 0 0 0 337
General Properties of Rational Stock-Market Fluctuations 0 0 0 24 0 0 0 177
General Properties of Rational Stock-Market Fluctuations 0 0 0 78 0 0 0 560
General properties of rational stock-market fluctuations 0 0 0 0 0 0 0 22
Information Linkages and Correlated Trading 0 0 0 48 2 3 4 196
Information linkages and correlated trading 0 0 0 6 0 0 0 67
Macroeconomic Determinants of Stock Market Returns, Volatility and Volatility Risk-Premia 0 0 0 298 1 2 5 928
Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums 0 0 3 76 0 0 7 80
Macroeconomic determinants of stock market returns, volatility and volatility risk-premia 0 0 1 7 0 0 1 55
Recovering the Probability Density Function of Asset Prices Using GARCH as Diffusion Approximations 0 0 0 215 1 1 3 967
Recovering the Probability Density Function of Asset Prices using Garch as Diffusion Approximations 0 0 0 97 0 0 0 355
Sign- and Volatility -Switching ARCH Models: Theory and Applications to International Stock Markets 0 0 0 1 0 0 2 807
Simulated Nonparametric Estimation of Continuous Time Models of Asset Prices and Returns 1 1 1 64 1 1 2 187
Simulated nonparametric estimation of continuous time models of asset prices and returns 0 0 1 2 0 0 2 34
Simulated nonparametric estimation of dynamic models with applications to finance 0 0 0 2 0 0 0 21
Stochastic Volatility and the Informational Content of Option Prices: Empirical Analysis 0 0 0 243 0 0 0 702
Total Working Papers 2 2 9 2,957 8 11 41 10,897
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 0 1 1 91
Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models 1 1 4 73 1 1 9 279
Approximating volatility diffusions with CEV-ARCH models 0 0 0 35 0 0 0 126
Asymmetric stock market volatility and the cyclical behavior of expected returns 0 1 8 106 0 4 26 319
Financial Volatility and Economic Activity 0 1 3 182 0 3 8 361
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 26 0 0 0 291
Information Linkages and Correlated Trading 0 0 0 45 0 1 4 173
Macroeconomic determinants of stock volatility and volatility premiums 0 0 7 116 1 1 14 386
Modeling the changing asymmetry of conditional variances 0 0 0 36 0 0 1 94
Rate fears gauges and the dynamics of fixed income and equity volatilities 0 0 0 6 0 0 5 55
Recovering the probability density function of asset prices using garch as diffusion approximations 0 0 0 56 0 0 3 265
Sign- and Volatility-Switching ARCH Models: Theory and Applications to International Stock Markets 0 0 0 275 1 1 2 811
Simulated Non-Parametric Estimation of Dynamic Models 0 1 1 66 8 11 13 227
Uncertainty, Information Acquisition, and Price Swings in Asset Markets 0 0 1 9 0 1 38 132
Weak convergence and distributional assumptions for a general class of nonliner arch models 0 0 2 26 0 1 3 82
Total Journal Articles 1 4 26 1,085 11 25 127 3,692
2 registered items for which data could not be found


Statistics updated 2024-02-04