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 2 2 4 52
A model for interevent times with long tails and multifractality in human communications: An application to financial trading 0 0 0 17 2 4 5 70
Activity autocorrelation in financial markets. A comparative study between several models 0 0 0 15 0 1 2 55
Black-Scholes option pricing within Ito and Stratonovich conventions 0 0 0 56 4 4 6 190
Downside Risk analysis applied to Hedge Funds universe 0 0 0 20 3 10 10 65
Entropy of the Nordic electricity market: anomalous scaling, spikes, and mean-reversion 0 0 0 21 3 4 8 74
Extreme times for volatility processes 0 0 0 3 4 4 6 30
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 1 1 4 81
Hints for an extension of the early exercise premium formula for American options 0 0 0 10 1 1 2 52
Market memory and fat tail consequences in option pricing on the expOU stochastic volatility model 0 0 0 30 1 1 2 152
Multiple time scales and the exponential Ornstein-Uhlenbeck stochastic volatility model 0 0 0 64 1 4 8 145
Multiple time scales in volatility and leverage correlation: A stochastic volatility model 0 0 0 276 2 5 9 725
Multiple time scales in volatility and leverage correlations: An stochastic volatility model 0 0 0 16 0 3 6 68
Option pricing under stochastic volatility: the exponential Ornstein-Uhlenbeck model 0 0 0 109 3 6 11 290
Return or stock price differences 0 0 0 17 2 5 7 85
Scaling and data collapse for the mean exit time of asset prices 0 0 0 16 2 7 10 77
Stochastic volatility and leverage effect 0 0 0 29 3 3 6 78
The CTRW in finance: Direct and inverse problems with some generalizations and extensions 0 0 0 14 1 3 4 103
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows 0 0 0 38 3 4 10 174
The continuous time random walk formalism in financial markets 0 0 1 45 5 10 12 119
The continuous time random walk formalism in financial markets 0 0 0 401 5 7 8 1,587
The escape problem under stochastic volatility: the Heston model 0 0 1 11 1 1 3 53
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 49 90 145 4,456

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 3 4 5 226
The continuous time random walk formalism in financial markets 0 0 0 86 3 7 14 245
Total Journal Articles 0 0 0 147 6 11 19 471

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Statistics updated 2026-02-12