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 2 7 56
A model for interevent times with long tails and multifractality in human communications: An application to financial trading 0 0 0 17 0 0 9 74
Activity autocorrelation in financial markets. A comparative study between several models 0 0 0 15 1 1 3 57
Black-Scholes option pricing within Ito and Stratonovich conventions 0 0 0 56 0 0 12 197
Downside Risk analysis applied to Hedge Funds universe 0 0 0 20 1 1 14 69
Entropy of the Nordic electricity market: anomalous scaling, spikes, and mean-reversion 0 0 0 21 1 2 12 79
Extreme times for volatility processes 0 0 0 3 1 1 8 34
Extreme times in financial markets 0 0 0 10 1 1 2 35
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 3 54
Market memory and fat tail consequences in option pricing on the expOU stochastic volatility model 0 0 0 30 1 1 2 153
Multiple time scales and the exponential Ornstein-Uhlenbeck stochastic volatility model 0 0 0 64 0 1 10 150
Multiple time scales in volatility and leverage correlation: A stochastic volatility model 0 0 0 276 1 2 13 731
Multiple time scales in volatility and leverage correlations: An stochastic volatility model 0 0 0 16 1 1 6 71
Option pricing under stochastic volatility: the exponential Ornstein-Uhlenbeck model 0 0 0 109 1 3 15 297
Return or stock price differences 0 0 0 17 1 1 10 89
Scaling and data collapse for the mean exit time of asset prices 0 0 0 16 2 2 13 81
Stochastic volatility and leverage effect 0 0 0 29 0 0 8 82
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 1 1 16 182
The continuous time random walk formalism in financial markets 0 0 0 45 1 2 16 124
The continuous time random walk formalism in financial markets 0 0 0 401 0 0 12 1,592
The escape problem under stochastic volatility: the Heston model 0 0 0 11 1 1 2 54
Volatility: a hidden Markov process in financial time series 0 0 0 39 0 0 1 99
Total Working Papers 0 0 0 1,307 17 24 201 4,544

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 2 7 229
The continuous time random walk formalism in financial markets 0 0 0 86 0 0 15 248
Total Journal Articles 0 0 0 147 0 2 22 477

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10