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 0 5 1 3 7 22
A Theory of Debt Accumulation and Deficit Cycles 0 0 1 26 1 7 15 47
ARCH Models and Option Pricing: The Continuous Time Connection 0 0 0 1 0 3 6 235
ARCH Models and Option Pricing: The Continuous Time Connection 0 0 0 1 0 4 9 455
ARCH Models and Option Pricing: the Continuous-Time Connection 0 0 0 741 2 6 19 2,230
Adding and Subtracting Black-Scholes: A New Approach to Approximating Derivative Prices in Continuous Time Models 0 0 0 193 0 2 6 565
Ambiguity, Information Acquisition and Price Swings in Asset Markets 0 0 0 43 0 5 15 170
Ambiguity, information acquisition and price swings in asset markets 0 0 0 5 0 1 11 51
An Equilibrium Model of the Term Structure with Stochastic Volatility 0 0 0 134 0 4 7 359
Closed-form approximations of moments and densities of continuous-time Markov models 0 0 0 1 0 3 9 13
Correlation Risk, Strings and Asset Prices 0 0 0 27 1 6 18 83
Credit Variance Swaps and Volatility Indexes 0 0 0 3 1 5 8 20
Credit Volatility Indexes 0 0 0 17 0 2 5 51
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 2 8 33
Financial Volatility and Economic Activity 0 0 1 203 1 3 26 366
Financial volatility and economic activity 0 0 1 18 0 0 10 131
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 0 3 6 24 44
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 62 1 4 10 412
General Properties of Rational Stock-Market Fluctuations 0 0 0 78 0 3 13 574
General Properties of Rational Stock-Market Fluctuations 0 0 0 240 0 3 4 342
General Properties of Rational Stock-Market Fluctuations 0 0 0 24 0 1 5 183
General properties of rational stock-market fluctuations 0 0 0 0 0 3 8 30
Information Linkages and Correlated Trading 0 0 0 48 1 5 15 212
Information linkages and correlated trading 0 0 0 6 0 2 18 86
Insider Trading Regulation and Market Quality Tradeoffs 0 0 1 4 0 4 5 14
Macroeconomic Determinants of Stock Market Returns, Volatility and Volatility Risk-Premia 1 1 5 304 3 5 17 959
Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums 0 0 1 78 0 2 13 96
Macroeconomic determinants of stock market returns, volatility and volatility risk-premia 0 0 1 9 1 3 7 67
Recovering the Probability Density Function of Asset Prices Using GARCH as Diffusion Approximations 0 0 0 217 0 3 7 980
Recovering the Probability Density Function of Asset Prices using Garch as Diffusion Approximations 0 0 0 98 1 3 8 364
Sign- and Volatility -Switching ARCH Models: Theory and Applications to International Stock Markets 0 0 0 1 0 2 10 820
Simulated Nonparametric Estimation of Continuous Time Models of Asset Prices and Returns 0 0 0 64 0 4 8 196
Simulated nonparametric estimation of continuous time models of asset prices and returns 0 0 0 2 0 4 15 51
Simulated nonparametric estimation of dynamic models with applications to finance 0 0 0 2 0 1 10 31
Stochastic Volatility and the Informational Content of Option Prices: Empirical Analysis 0 0 0 243 0 1 10 712
The Price of Government Bond Volatility 0 0 1 4 0 4 10 41
The Term Structure of Government Debt Uncertainty 0 0 0 12 2 4 12 53
Trading Disclosure Requirements and Market Quality Tradeoffs 0 0 1 8 0 1 4 19
Volatility Indexes and Contracts for Eurodollar and Related Deposits 0 0 0 4 1 5 9 37
Volatility Indexes and Contracts for Government Bonds and Time Deposits 0 0 0 1 0 4 8 18
Total Working Papers 1 1 13 3,100 20 133 439 11,766
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 3 6 98
Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models 0 0 2 78 0 6 16 309
Approximating volatility diffusions with CEV-ARCH models 0 0 0 35 1 3 7 133
Asymmetric stock market volatility and the cyclical behavior of expected returns 0 1 2 116 0 2 11 345
Asymmetries and non-linearities in economic activity 0 0 0 8 0 3 7 70
Financial Volatility and Economic Activity 0 0 1 187 2 4 22 399
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 26 0 1 9 302
Information Linkages and Correlated Trading 0 0 1 47 1 5 18 197
Macroeconomic determinants of stock volatility and volatility premiums 2 2 5 131 3 6 15 423
Modeling the changing asymmetry of conditional variances 0 0 2 38 0 0 12 109
Rate fears gauges and the dynamics of fixed income and equity volatilities 0 0 1 8 0 2 12 77
Recovering the probability density function of asset prices using garch as diffusion approximations 0 0 0 57 1 3 9 277
Sign- and Volatility-Switching ARCH Models: Theory and Applications to International Stock Markets 0 0 0 276 0 2 6 820
Simulated Non-Parametric Estimation of Dynamic Models 0 0 0 68 0 2 8 255
Uncertainty, Information Acquisition, and Price Swings in Asset Markets 0 0 1 12 1 6 17 154
Volatility smiles and the information content of news 0 0 0 69 1 3 11 345
Weak convergence and distributional assumptions for a general class of nonliner arch models 0 0 0 26 0 0 11 98
Total Journal Articles 2 3 15 1,210 11 51 197 4,411

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Statistics updated 2026-06-04