Access Statistics for Josep Perelló

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 comparison between several correlated stochastic volatility models 0 0 0 20 0 0 1 48
A model for interevent times with long tails and multifractality in human communications: An application to financial trading 0 0 0 17 0 0 1 65
Activity autocorrelation in financial markets. A comparative study between several models 0 0 1 15 0 0 1 53
Black-Scholes option pricing within Ito and Stratonovich conventions 0 0 0 56 0 0 0 184
Downside Risk analysis applied to Hedge Funds universe 0 0 0 20 0 0 0 55
Entropy of the Nordic electricity market: anomalous scaling, spikes, and mean-reversion 0 0 0 21 0 0 1 66
Extreme times for volatility processes 0 0 0 3 1 1 1 25
Extreme times in financial markets 0 0 0 10 0 0 0 32
First-passage and risk evaluation under stochastic volatility 0 0 0 30 0 0 0 77
Hints for an extension of the early exercise premium formula for American options 0 0 0 10 0 0 0 50
Market memory and fat tail consequences in option pricing on the expOU stochastic volatility model 0 0 0 30 0 1 1 150
Multiple time scales and the exponential Ornstein-Uhlenbeck stochastic volatility model 0 0 0 64 0 0 1 137
Multiple time scales in volatility and leverage correlation: A stochastic volatility model 0 0 0 276 0 0 2 716
Multiple time scales in volatility and leverage correlations: An stochastic volatility model 0 0 0 16 0 0 2 62
Option pricing under stochastic volatility: the exponential Ornstein-Uhlenbeck model 0 0 0 109 0 0 0 279
Return or stock price differences 0 0 2 17 0 0 4 78
Scaling and data collapse for the mean exit time of asset prices 0 0 0 16 1 1 1 68
Stochastic volatility and leverage effect 0 0 0 29 1 2 2 73
The CTRW in finance: Direct and inverse problems with some generalizations and extensions 0 0 0 14 0 0 0 99
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows 0 0 1 38 0 1 6 164
The continuous time random walk formalism in financial markets 1 1 1 45 1 1 2 108
The continuous time random walk formalism in financial markets 0 0 0 401 0 1 1 1,579
The escape problem under stochastic volatility: the Heston model 0 0 0 10 0 0 0 50
Volatility: a hidden Markov process in financial time series 0 0 0 39 0 0 0 97
Total Working Papers 1 1 5 1,306 4 8 27 4,315

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multiple time scales in volatility and leverage correlations: a stochastic volatility model 0 0 0 61 0 1 3 221
The continuous time random walk formalism in financial markets 0 0 1 86 0 0 1 231
Total Journal Articles 0 0 1 147 0 1 4 452

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Statistics updated 2025-03-03