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 1 1 164 0 2 3 562
A Theory of Debt Accumulation and Deficit Cycles 0 0 0 5 0 0 1 15
A Theory of Debt Accumulation and Deficit Cycles 0 1 1 25 0 5 9 32
ARCH Models and Option Pricing: The Continuous Time Connection 0 0 0 1 0 0 1 229
ARCH Models and Option Pricing: The Continuous Time Connection 0 0 0 1 0 1 1 446
ARCH Models and Option Pricing: the Continuous-Time Connection 0 0 0 741 0 0 1 2,211
Adding and Subtracting Black-Scholes: A New Approach to Approximating Derivative Prices in Continuous Time Models 0 0 1 193 0 0 3 559
Ambiguity, Information Acquisition and Price Swings in Asset Markets 0 0 0 43 0 0 4 155
Ambiguity, information acquisition and price swings in asset markets 0 0 0 5 0 0 2 40
An Equilibrium Model of the Term Structure with Stochastic Volatility 0 0 0 134 0 0 0 352
Closed-form approximations of moments and densities of continuous-time Markov models 0 0 0 1 1 1 2 5
Correlation Risk, Strings and Asset Prices 0 0 1 27 1 1 3 66
Credit Variance Swaps and Volatility Indexes 0 0 0 3 0 0 0 12
Credit Volatility Indexes 0 0 1 17 0 0 3 46
Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices 0 0 0 6 0 0 2 22
Dynamics of Interest Rate Swap and Equity Volatilities 0 0 0 3 0 0 0 25
Financial Volatility and Economic Activity 0 0 1 202 0 0 1 340
Financial volatility and economic activity 0 0 0 17 1 1 11 122
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 0 0 0 0 20
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 62 0 0 0 402
General Properties of Rational Stock-Market Fluctuations 0 0 0 24 0 0 1 178
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 0 0 1 561
General properties of rational stock-market fluctuations 0 0 0 0 0 0 0 22
Information Linkages and Correlated Trading 0 0 0 48 1 1 2 198
Information linkages and correlated trading 0 0 0 6 0 0 1 68
Insider Trading Regulation and Market Quality Tradeoffs 0 0 0 3 0 0 1 9
Macroeconomic Determinants of Stock Market Returns, Volatility and Volatility Risk-Premia 1 1 1 300 1 2 8 943
Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums 1 1 2 78 1 1 2 84
Macroeconomic determinants of stock market returns, volatility and volatility risk-premia 0 0 0 8 0 0 2 60
Recovering the Probability Density Function of Asset Prices Using GARCH as Diffusion Approximations 0 0 1 217 0 0 5 973
Recovering the Probability Density Function of Asset Prices using Garch as Diffusion Approximations 0 0 0 98 0 0 0 356
Sign- and Volatility -Switching ARCH Models: Theory and Applications to International Stock Markets 0 0 0 1 0 1 3 810
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 0 2 36
Simulated nonparametric estimation of dynamic models with applications to finance 0 0 0 2 1 1 1 22
Stochastic Volatility and the Informational Content of Option Prices: Empirical Analysis 0 0 0 243 0 0 0 702
The Price of Government Bond Volatility 0 0 0 3 0 1 2 31
The Term Structure of Government Debt Uncertainty 0 0 0 12 0 0 2 41
Trading Disclosure Requirements and Market Quality Tradeoffs 0 0 0 7 0 0 0 15
Volatility Indexes and Contracts for Eurodollar and Related Deposits 0 0 0 4 0 0 2 28
Volatility Indexes and Contracts for Government Bonds and Time Deposits 0 0 1 1 0 0 3 10
Total Working Papers 2 4 11 3,089 7 18 86 11,334
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 0 1 92
Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models 0 0 1 76 0 0 10 293
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 0 4 114 0 0 7 334
Asymmetries and non-linearities in economic activity 0 0 0 8 0 0 1 63
Financial Volatility and Economic Activity 0 0 2 186 0 2 9 377
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 26 0 0 2 293
Information Linkages and Correlated Trading 0 0 0 46 0 1 1 179
Macroeconomic determinants of stock volatility and volatility premiums 0 3 8 126 4 8 21 412
Modeling the changing asymmetry of conditional variances 0 0 0 36 1 1 4 98
Rate fears gauges and the dynamics of fixed income and equity volatilities 1 1 2 8 1 1 7 66
Recovering the probability density function of asset prices using garch as diffusion approximations 0 0 0 57 0 0 0 268
Sign- and Volatility-Switching ARCH Models: Theory and Applications to International Stock Markets 0 1 1 276 0 2 3 814
Simulated Non-Parametric Estimation of Dynamic Models 0 0 0 68 0 3 8 247
Uncertainty, Information Acquisition, and Price Swings in Asset Markets 0 0 1 11 0 1 3 137
Volatility smiles and the information content of news 0 0 0 69 0 0 0 334
Weak convergence and distributional assumptions for a general class of nonliner arch models 0 0 0 26 0 1 5 87
Total Journal Articles 1 5 19 1,196 6 20 82 4,220

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-07-04