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 2 5 54
A model for interevent times with long tails and multifractality in human communications: An application to financial trading 0 0 0 17 4 4 9 74
Activity autocorrelation in financial markets. A comparative study between several models 0 0 0 15 1 1 2 56
Black-Scholes option pricing within Ito and Stratonovich conventions 0 0 0 56 6 7 12 197
Downside Risk analysis applied to Hedge Funds universe 0 0 0 20 1 3 13 68
Entropy of the Nordic electricity market: anomalous scaling, spikes, and mean-reversion 0 0 0 21 2 3 11 77
Extreme times for volatility processes 0 0 0 3 2 3 7 33
Extreme times in financial markets 0 0 0 10 1 1 1 34
First-passage and risk evaluation under stochastic volatility 0 0 0 30 0 0 3 81
Hints for an extension of the early exercise premium formula for American options 0 0 0 10 1 1 2 53
Market memory and fat tail consequences in option pricing on the expOU stochastic volatility model 0 0 0 30 0 0 2 152
Multiple time scales and the exponential Ornstein-Uhlenbeck stochastic volatility model 0 0 0 64 3 3 10 148
Multiple time scales in volatility and leverage correlation: A stochastic volatility model 0 0 0 276 1 3 12 728
Multiple time scales in volatility and leverage correlations: An stochastic volatility model 0 0 0 16 1 2 7 70
Option pricing under stochastic volatility: the exponential Ornstein-Uhlenbeck model 0 0 0 109 1 3 13 293
Return or stock price differences 0 0 0 17 1 3 9 88
Scaling and data collapse for the mean exit time of asset prices 0 0 0 16 1 1 10 78
Stochastic volatility and leverage effect 0 0 0 29 1 3 8 81
The CTRW in finance: Direct and inverse problems with some generalizations and extensions 0 0 0 14 0 0 4 103
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows 0 0 0 38 3 7 15 181
The continuous time random walk formalism in financial markets 0 0 0 401 3 4 11 1,591
The continuous time random walk formalism in financial markets 0 0 0 45 3 3 14 122
The escape problem under stochastic volatility: the Heston model 0 0 0 11 0 0 1 53
Volatility: a hidden Markov process in financial time series 0 0 0 39 0 1 1 99
Total Working Papers 0 0 0 1,307 36 58 182 4,514

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 1 1 6 227
The continuous time random walk formalism in financial markets 0 0 0 86 2 3 15 248
Total Journal Articles 0 0 0 147 3 4 21 475

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Statistics updated 2026-05-06