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 5 565
A Theory of Debt Accumulation and Deficit Cycles 0 0 0 5 1 2 2 17
A Theory of Debt Accumulation and Deficit Cycles 0 1 2 26 1 4 12 37
ARCH Models and Option Pricing: The Continuous Time Connection 0 0 0 1 1 1 2 231
ARCH Models and Option Pricing: The Continuous Time Connection 0 0 0 1 0 2 4 449
ARCH Models and Option Pricing: the Continuous-Time Connection 0 0 0 741 3 7 8 2,218
Adding and Subtracting Black-Scholes: A New Approach to Approximating Derivative Prices in Continuous Time Models 0 0 0 193 0 0 2 560
Ambiguity, Information Acquisition and Price Swings in Asset Markets 0 0 0 43 4 6 9 161
Ambiguity, information acquisition and price swings in asset markets 0 0 0 5 0 2 4 42
An Equilibrium Model of the Term Structure with Stochastic Volatility 0 0 0 134 1 2 2 354
Closed-form approximations of moments and densities of continuous-time Markov models 0 0 0 1 1 1 2 6
Correlation Risk, Strings and Asset Prices 0 0 0 27 1 4 6 71
Credit Variance Swaps and Volatility Indexes 0 0 0 3 0 0 1 13
Credit Volatility Indexes 0 0 0 17 1 1 2 47
Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices 0 0 0 6 0 3 4 25
Dynamics of Interest Rate Swap and Equity Volatilities 0 0 0 3 1 2 2 27
Financial Volatility and Economic Activity 0 1 1 203 11 15 17 357
Financial volatility and economic activity 0 1 1 18 2 3 5 125
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 0 0 1 5 25
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 62 2 3 3 405
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 78 1 1 1 562
General Properties of Rational Stock-Market Fluctuations 0 0 0 24 0 0 1 179
General properties of rational stock-market fluctuations 0 0 0 0 4 5 5 27
Information Linkages and Correlated Trading 0 0 0 48 2 2 4 200
Information linkages and correlated trading 0 0 0 6 1 9 10 77
Insider Trading Regulation and Market Quality Tradeoffs 0 1 1 4 0 1 1 10
Macroeconomic Determinants of Stock Market Returns, Volatility and Volatility Risk-Premia 0 1 2 301 3 5 8 948
Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums 0 0 2 78 0 2 4 86
Macroeconomic determinants of stock market returns, volatility and volatility risk-premia 0 0 0 8 0 1 1 61
Recovering the Probability Density Function of Asset Prices Using GARCH as Diffusion Approximations 0 0 0 217 1 2 4 975
Recovering the Probability Density Function of Asset Prices using Garch as Diffusion Approximations 0 0 0 98 0 0 2 358
Sign- and Volatility -Switching ARCH Models: Theory and Applications to International Stock Markets 0 0 0 1 3 3 6 814
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 1 4 39
Simulated nonparametric estimation of dynamic models with applications to finance 0 0 0 2 2 4 6 27
Stochastic Volatility and the Informational Content of Option Prices: Empirical Analysis 0 0 0 243 0 1 1 703
The Price of Government Bond Volatility 0 0 1 4 2 2 4 34
The Term Structure of Government Debt Uncertainty 0 0 0 12 1 2 5 44
Trading Disclosure Requirements and Market Quality Tradeoffs 0 0 1 8 2 2 3 18
Volatility Indexes and Contracts for Eurodollar and Related Deposits 0 0 0 4 0 1 2 29
Volatility Indexes and Contracts for Government Bonds and Time Deposits 0 0 0 1 0 0 1 10
Total Working Papers 0 5 12 3,096 53 105 171 11,462
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 2 3 95
Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models 0 2 3 78 0 2 9 297
Approximating volatility diffusions with CEV-ARCH models 0 0 0 35 2 2 3 129
Asymmetric stock market volatility and the cyclical behavior of expected returns 0 1 4 115 3 4 7 338
Asymmetries and non-linearities in economic activity 0 0 0 8 1 1 2 64
Financial Volatility and Economic Activity 0 0 2 187 4 8 14 387
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 26 1 1 2 294
Information Linkages and Correlated Trading 0 0 0 46 2 5 6 184
Macroeconomic determinants of stock volatility and volatility premiums 2 2 10 128 2 3 18 415
Modeling the changing asymmetry of conditional variances 1 1 1 37 3 4 8 104
Rate fears gauges and the dynamics of fixed income and equity volatilities 0 0 2 8 1 3 9 70
Recovering the probability density function of asset prices using garch as diffusion approximations 0 0 0 57 0 1 1 269
Sign- and Volatility-Switching ARCH Models: Theory and Applications to International Stock Markets 0 0 1 276 0 1 4 816
Simulated Non-Parametric Estimation of Dynamic Models 0 0 0 68 0 2 10 252
Uncertainty, Information Acquisition, and Price Swings in Asset Markets 0 0 1 12 0 2 9 144
Volatility smiles and the information content of news 0 0 0 69 1 4 7 341
Weak convergence and distributional assumptions for a general class of nonliner arch models 0 0 0 26 1 5 9 93
Total Journal Articles 3 6 24 1,204 22 50 121 4,292

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Statistics updated 2026-01-09