Antonio Mele

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Cross-section without factors: a string model for expected returns Quantitative Finance	2024-08-26	Paper
Uncertainty, information acquisition, and price swings in asset markets Review of Economic Studies	2019-01-23	Paper
Repeated moral hazard and recursive Lagrangeans Journal of Economic Dynamics and Control	2018-11-01	Paper
The price of fixed income market volatility Springer Finance	2015-12-11	Paper
Simulated Non-Parametric Estimation of Dynamic Models Review of Economic Studies	2009-08-28	Paper
Approximating volatility diffusions with CEV-ARCH models Journal of Economic Dynamics and Control	2008-11-25	Paper
Stochastic volatility in financial markets. Crossing the bridge to continuous time Dynamic Modeling and Econometrics in Economics and Finance	2001-06-18	Paper
Weak convergence and distributional assumptions for a general class of nonliner arch models Econometric Reviews	1998-10-06	Paper
Modeling the changing asymmetry of conditional variances Economics Letters	1997-02-27	Paper
A stochastic variance model for absolute returns Economics Letters	1997-02-27	Paper
scientific article; zbMATH DE number 813756 (Why is no real title available?)	1995-11-08	Paper
A stochastic variance model for absolute returns Economics Letters	1995-02-19	Paper

Research outcomes over time

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