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 0 1 5 565
A Theory of Debt Accumulation and Deficit Cycles 0 0 0 5 0 3 4 19
A Theory of Debt Accumulation and Deficit Cycles 0 0 2 26 0 4 14 40
ARCH Models and Option Pricing: The Continuous Time Connection 0 0 0 1 0 2 3 232
ARCH Models and Option Pricing: The Continuous Time Connection 0 0 0 1 1 2 6 451
ARCH Models and Option Pricing: the Continuous-Time Connection 0 0 0 741 2 9 13 2,224
Adding and Subtracting Black-Scholes: A New Approach to Approximating Derivative Prices in Continuous Time Models 0 0 0 193 1 3 5 563
Ambiguity, Information Acquisition and Price Swings in Asset Markets 0 0 0 43 1 8 10 165
Ambiguity, information acquisition and price swings in asset markets 0 0 0 5 0 8 11 50
An Equilibrium Model of the Term Structure with Stochastic Volatility 0 0 0 134 1 2 3 355
Closed-form approximations of moments and densities of continuous-time Markov models 0 0 0 1 0 5 6 10
Correlation Risk, Strings and Asset Prices 0 0 0 27 2 7 12 77
Credit Variance Swaps and Volatility Indexes 0 0 0 3 0 2 3 15
Credit Volatility Indexes 0 0 0 17 0 3 3 49
Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices 0 0 0 6 4 4 8 29
Dynamics of Interest Rate Swap and Equity Volatilities 0 0 0 3 0 5 6 31
Financial Volatility and Economic Activity 0 0 1 203 1 17 23 363
Financial volatility and economic activity 0 0 1 18 1 8 10 131
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 0 1 13 18 38
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 62 1 5 6 408
General Properties of Rational Stock-Market Fluctuations 0 0 0 240 0 1 1 339
General Properties of Rational Stock-Market Fluctuations 0 0 0 24 1 3 4 182
General Properties of Rational Stock-Market Fluctuations 0 0 0 78 5 10 10 571
General properties of rational stock-market fluctuations 0 0 0 0 0 4 5 27
Information Linkages and Correlated Trading 0 0 0 48 0 9 11 207
Information linkages and correlated trading 0 0 0 6 3 8 17 84
Insider Trading Regulation and Market Quality Tradeoffs 0 0 1 4 0 0 1 10
Macroeconomic Determinants of Stock Market Returns, Volatility and Volatility Risk-Premia 1 2 4 303 3 9 14 954
Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums 0 0 1 78 2 8 11 94
Macroeconomic determinants of stock market returns, volatility and volatility risk-premia 0 1 1 9 1 3 4 64
Recovering the Probability Density Function of Asset Prices Using GARCH as Diffusion Approximations 0 0 0 217 0 3 4 977
Recovering the Probability Density Function of Asset Prices using Garch as Diffusion Approximations 0 0 0 98 0 3 5 361
Sign- and Volatility -Switching ARCH Models: Theory and Applications to International Stock Markets 0 0 0 1 2 7 9 818
Simulated Nonparametric Estimation of Continuous Time Models of Asset Prices and Returns 0 0 0 64 1 4 4 192
Simulated nonparametric estimation of continuous time models of asset prices and returns 0 0 0 2 1 8 11 47
Simulated nonparametric estimation of dynamic models with applications to finance 0 0 0 2 0 5 9 30
Stochastic Volatility and the Informational Content of Option Prices: Empirical Analysis 0 0 0 243 6 8 9 711
The Price of Government Bond Volatility 0 0 1 4 1 5 7 37
The Term Structure of Government Debt Uncertainty 0 0 0 12 0 6 8 49
Trading Disclosure Requirements and Market Quality Tradeoffs 0 0 1 8 0 2 3 18
Volatility Indexes and Contracts for Eurodollar and Related Deposits 0 0 0 4 0 3 4 32
Volatility Indexes and Contracts for Government Bonds and Time Deposits 0 0 0 1 1 4 5 14
Total Working Papers 1 3 14 3,099 43 224 325 11,633
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 3 95
Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models 0 0 2 78 2 6 11 303
Approximating volatility diffusions with CEV-ARCH models 0 0 0 35 0 3 4 130
Asymmetric stock market volatility and the cyclical behavior of expected returns 0 0 1 115 0 8 9 343
Asymmetries and non-linearities in economic activity 0 0 0 8 1 4 4 67
Financial Volatility and Economic Activity 0 0 1 187 4 12 20 395
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 26 2 8 8 301
Information Linkages and Correlated Trading 1 1 1 47 1 10 14 192
Macroeconomic determinants of stock volatility and volatility premiums 1 3 10 129 1 4 19 417
Modeling the changing asymmetry of conditional variances 1 2 2 38 1 8 12 109
Rate fears gauges and the dynamics of fixed income and equity volatilities 0 0 2 8 2 6 11 75
Recovering the probability density function of asset prices using garch as diffusion approximations 0 0 0 57 1 5 6 274
Sign- and Volatility-Switching ARCH Models: Theory and Applications to International Stock Markets 0 0 1 276 1 2 6 818
Simulated Non-Parametric Estimation of Dynamic Models 0 0 0 68 0 1 10 253
Uncertainty, Information Acquisition, and Price Swings in Asset Markets 0 0 1 12 2 4 12 148
Volatility smiles and the information content of news 0 0 0 69 1 2 8 342
Weak convergence and distributional assumptions for a general class of nonliner arch models 0 0 0 26 0 6 12 98
Total Journal Articles 3 6 21 1,207 19 90 169 4,360

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Statistics updated 2026-03-04