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 3 161 0 1 5 534
ARCH Models and Option Pricing: The Continuous Time Connection 0 0 0 1 0 0 2 212
ARCH Models and Option Pricing: The Continuous Time Connection 0 0 0 1 0 0 2 436
ARCH Models and Option Pricing: the Continuous-Time Connection 0 0 0 738 0 0 3 2,195
Adding and Subtracting Black-Scholes: A New Approach to Approximating Derivative Prices in Continuous Time Models 0 0 1 190 1 3 8 497
Ambiguity, Information Acquisition and Price Swings in Asset Markets 0 0 0 40 0 1 5 134
Ambiguity, information acquisition and price swings in asset markets 0 0 0 3 0 0 1 28
An Equilibrium Model of the Term Structure with Stochastic Volatility 0 0 0 133 0 0 0 347
Financial Volatility and Economic Activity 2 2 10 191 3 3 26 296
Financial volatility and economic activity 0 0 6 8 2 2 29 73
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 0 0 0 1 1
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 61 0 0 1 386
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 248 0 1 3 902
General Properties of Rational Stock-Market Fluctuations 0 0 0 24 1 1 3 171
General Properties of Rational Stock-Market Fluctuations 0 0 0 76 0 0 6 543
General Properties of Rational Stock-Market Fluctuations 0 0 0 240 0 1 1 329
General properties of rational stock-market fluctuations 0 0 0 0 0 1 1 14
Information Linkages and Correlated Trading 0 0 1 46 0 0 3 171
Information linkages and correlated trading 0 0 0 3 0 0 8 46
Macroeconomic Determinants of Stock Market Returns, Volatility and Volatility Risk-Premia 0 0 2 293 3 6 37 882
Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums 0 0 2 51 0 1 7 22
Macroeconomic determinants of stock market returns, volatility and volatility risk-premia 0 0 1 4 0 1 4 38
Recovering the Probability Density Function of Asset Prices Using GARCH as Diffusion Approximations 0 1 5 210 0 2 12 912
Recovering the Probability Density Function of Asset Prices using Garch as Diffusion Approximations 0 0 0 97 0 0 4 347
Sign- and Volatility -Switching ARCH Models: Theory and Applications to International Stock Markets 0 0 0 1 0 1 2 787
Simulated Nonparametric Estimation of Continuous Time Models of Asset Prices and Returns 0 0 0 63 0 0 4 176
Simulated nonparametric estimation of continuous time models of asset prices and returns 0 0 0 1 1 1 2 26
Simulated nonparametric estimation of dynamic models with applications to finance 0 0 0 2 0 0 0 12
Stochastic Volatility and the Informational Content of Option Prices: Empirical Analysis 0 0 0 243 0 0 3 699
Total Working Papers 2 3 31 3,129 11 26 183 11,216


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 0 87
Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models 0 0 3 64 2 5 17 226
Approximating volatility diffusions with CEV-ARCH models 0 0 0 35 0 0 0 117
Asymmetric stock market volatility and the cyclical behavior of expected returns 0 1 3 52 1 6 12 185
Asymmetries and non-linearities in economic activity 0 0 0 8 0 0 1 59
Financial Volatility and Economic Activity 1 1 123 157 8 8 147 247
Fundamental Properties of Bond Prices in Models of the Short-Term Rate 0 0 0 25 0 1 3 278
Information Linkages and Correlated Trading 0 0 1 39 0 1 6 119
Macroeconomic determinants of stock volatility and volatility premiums 0 2 10 64 6 12 36 252
Modeling the changing asymmetry of conditional variances 0 0 0 36 1 1 2 89
Rate fears gauges and the dynamics of fixed income and equity volatilities 0 0 0 4 0 1 6 34
Recovering the probability density function of asset prices using garch as diffusion approximations 0 0 0 55 0 0 4 253
Sign- and Volatility-Switching ARCH Models: Theory and Applications to International Stock Markets 0 0 1 272 0 0 3 785
Simulated Non-Parametric Estimation of Dynamic Models 1 1 1 60 2 2 6 189
Uncertainty, Information Acquisition, and Price Swings in Asset Markets 0 1 1 2 0 1 13 25
Volatility smiles and the information content of news 0 0 0 67 0 0 1 318
Weak convergence and distributional assumptions for a general class of nonliner arch models 0 0 0 23 0 0 1 64
Total Journal Articles 2 6 143 991 20 38 258 3,327


Statistics updated 2019-09-09