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 57
A model for interevent times with long tails and multifractality in human communications: An application to financial trading 0 0 0 17 4 4 12 78
Activity autocorrelation in financial markets. A comparative study between several models 0 0 0 15 1 2 4 58
Black-Scholes option pricing within Ito and Stratonovich conventions 0 0 0 56 2 3 14 200
Downside Risk analysis applied to Hedge Funds universe 0 0 0 20 2 4 17 72
Entropy of the Nordic electricity market: anomalous scaling, spikes, and mean-reversion 0 0 0 21 1 2 10 80
Extreme times for volatility processes 0 0 0 3 0 1 8 34
Extreme times in financial markets 0 0 0 10 2 3 4 37
First-passage and risk evaluation under stochastic volatility 0 0 0 30 0 0 1 81
Hints for an extension of the early exercise premium formula for American options 0 0 0 10 3 4 6 57
Market memory and fat tail consequences in option pricing on the expOU stochastic volatility model 0 0 0 30 2 3 4 155
Multiple time scales and the exponential Ornstein-Uhlenbeck stochastic volatility model 0 0 0 64 1 1 10 151
Multiple time scales in volatility and leverage correlation: A stochastic volatility model 0 0 0 276 3 4 14 734
Multiple time scales in volatility and leverage correlations: An stochastic volatility model 0 0 0 16 1 2 7 72
Option pricing under stochastic volatility: the exponential Ornstein-Uhlenbeck model 0 0 0 109 1 2 14 298
Return or stock price differences 0 0 0 17 1 2 10 90
Scaling and data collapse for the mean exit time of asset prices 0 0 0 16 0 2 11 81
Stochastic volatility and leverage effect 0 0 0 29 1 1 8 83
The CTRW in finance: Direct and inverse problems with some generalizations and extensions 0 0 0 14 2 2 5 105
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows 0 0 0 38 0 1 12 182
The continuous time random walk formalism in financial markets 0 0 0 45 3 4 18 127
The continuous time random walk formalism in financial markets 0 0 0 401 1 1 13 1,593
The escape problem under stochastic volatility: the Heston model 0 0 0 11 0 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 32 51 212 4,578

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 4 4 11 233
The continuous time random walk formalism in financial markets 0 0 0 86 2 2 12 250
Total Journal Articles 0 0 0 147 6 6 23 483

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Statistics updated 2026-11-12