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 5 54
A model for interevent times with long tails and multifractality in human communications: An application to financial trading 0 0 0 17 0 4 9 74
Activity autocorrelation in financial markets. A comparative study between several models 0 0 0 15 0 1 2 56
Black-Scholes option pricing within Ito and Stratonovich conventions 0 0 0 56 0 6 12 197
Downside Risk analysis applied to Hedge Funds universe 0 0 0 20 0 1 13 68
Entropy of the Nordic electricity market: anomalous scaling, spikes, and mean-reversion 0 0 0 21 0 2 11 77
Extreme times for volatility processes 0 0 0 3 0 2 7 33
Extreme times in financial markets 0 0 0 10 0 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 0 1 2 53
Market memory and fat tail consequences in option pricing on the expOU stochastic volatility model 0 0 0 30 0 0 1 152
Multiple time scales and the exponential Ornstein-Uhlenbeck stochastic volatility model 0 0 0 64 0 4 10 149
Multiple time scales in volatility and leverage correlation: A stochastic volatility model 0 0 0 276 1 3 14 730
Multiple time scales in volatility and leverage correlations: An stochastic volatility model 0 0 0 16 0 1 5 70
Option pricing under stochastic volatility: the exponential Ornstein-Uhlenbeck model 0 0 0 109 0 2 12 294
Return or stock price differences 0 0 0 17 0 1 9 88
Scaling and data collapse for the mean exit time of asset prices 0 0 0 16 0 2 11 79
Stochastic volatility and leverage effect 0 0 0 29 0 2 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 0 3 15 181
The continuous time random walk formalism in financial markets 0 0 0 45 0 3 14 122
The continuous time random walk formalism in financial markets 0 0 0 401 0 4 12 1,592
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 0 1 99
Total Working Papers 0 0 0 1,307 1 43 182 4,521

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 2 6 228
The continuous time random walk formalism in financial markets 0 0 0 86 0 2 15 248
Total Journal Articles 0 0 0 147 1 4 21 476

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Statistics updated 2026-07-10