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 3 46
A model for interevent times with long tails and multifractality in human communications: An application to financial trading 0 0 0 16 0 0 4 60
Activity autocorrelation in financial markets. A comparative study between several models 0 0 0 14 0 0 1 51
Black-Scholes option pricing within Ito and Stratonovich conventions 0 0 1 54 1 1 4 175
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 1 1 21 0 2 4 64
Extreme times for volatility processes 0 0 0 3 0 0 0 23
Extreme times in financial markets 0 0 0 8 0 0 0 27
First-passage and risk evaluation under stochastic volatility 0 0 1 29 0 0 1 75
Hints for an extension of the early exercise premium formula for American options 0 0 1 9 0 0 4 46
Market memory and fat tail consequences in option pricing on the expOU stochastic volatility model 0 0 0 30 0 0 3 147
Multiple time scales and the exponential Ornstein-Uhlenbeck stochastic volatility model 0 0 0 64 0 0 3 132
Multiple time scales in volatility and leverage correlation: A stochastic volatility model 0 0 0 276 0 0 5 708
Multiple time scales in volatility and leverage correlations: An stochastic volatility model 0 0 1 14 0 0 6 56
Option pricing under stochastic volatility: the exponential Ornstein-Uhlenbeck model 0 2 4 89 0 2 14 229
Return or stock price differences 0 0 0 15 0 0 3 70
Scaling and data collapse for the mean exit time of asset prices 0 0 0 15 0 1 1 63
Stochastic volatility and leverage effect 0 0 0 29 0 0 6 67
The CTRW in finance: Direct and inverse problems with some generalizations and extensions 0 0 0 14 0 0 1 97
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows 0 0 2 32 0 2 7 143
The continuous time random walk formalism in financial markets 0 0 0 44 0 0 4 104
The continuous time random walk formalism in financial markets 0 0 0 401 0 1 4 1,574
The escape problem under stochastic volatility: the Heston model 0 0 0 10 0 0 0 48
Volatility: a hidden Markov process in financial time series 0 0 0 38 1 1 3 93
Total Working Papers 0 3 11 1,265 2 10 81 4,153


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 60 0 0 1 214
The continuous time random walk formalism in financial markets 0 0 0 84 0 0 2 224
Total Journal Articles 0 0 0 144 0 0 3 438


Statistics updated 2021-01-03