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 1 1 2 50
A model for interevent times with long tails and multifractality in human communications: An application to financial trading 0 0 0 17 0 1 1 66
Activity autocorrelation in financial markets. A comparative study between several models 0 0 0 15 0 0 1 54
Black-Scholes option pricing within Ito and Stratonovich conventions 0 0 0 56 1 1 2 186
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 2 4 4 70
Extreme times for volatility processes 0 0 0 3 0 0 2 26
Extreme times in financial markets 0 0 0 10 0 0 1 33
First-passage and risk evaluation under stochastic volatility 0 0 0 30 2 2 3 80
Hints for an extension of the early exercise premium formula for American options 0 0 0 10 0 0 1 51
Market memory and fat tail consequences in option pricing on the expOU stochastic volatility model 0 0 0 30 0 0 2 151
Multiple time scales and the exponential Ornstein-Uhlenbeck stochastic volatility model 0 0 0 64 0 1 4 141
Multiple time scales in volatility and leverage correlation: A stochastic volatility model 0 0 0 276 2 3 5 720
Multiple time scales in volatility and leverage correlations: An stochastic volatility model 0 0 0 16 0 0 4 65
Option pricing under stochastic volatility: the exponential Ornstein-Uhlenbeck model 0 0 0 109 1 2 5 284
Return or stock price differences 0 0 0 17 1 1 2 80
Scaling and data collapse for the mean exit time of asset prices 0 0 0 16 2 2 3 70
Stochastic volatility and leverage effect 0 0 0 29 1 1 4 75
The CTRW in finance: Direct and inverse problems with some generalizations and extensions 0 0 0 14 1 1 1 100
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows 0 0 0 38 4 4 8 170
The continuous time random walk formalism in financial markets 0 0 1 45 0 1 2 109
The continuous time random walk formalism in financial markets 0 0 0 401 0 0 2 1,580
The escape problem under stochastic volatility: the Heston model 0 0 1 11 0 0 2 52
Volatility: a hidden Markov process in financial time series 0 0 0 39 0 0 1 98
Total Working Papers 0 0 2 1,307 18 25 62 4,366

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 0 2 222
The continuous time random walk formalism in financial markets 0 0 0 86 2 5 7 238
Total Journal Articles 0 0 0 147 2 5 9 460

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Statistics updated 2025-11-08