Antonio Mele

Available identifiers

zbMath Open mele.antonioMaRDI QIDQ181847

List of research outcomes

Publication	Date of Publication	Type
Cross-section without factors: a string model for expected returns	2024-08-26	Paper
Uncertainty, information acquisition, and price swings in asset markets	2019-01-23	Paper
Repeated moral hazard and recursive Lagrangeans	2018-11-01	Paper
The price of fixed income market volatility	2015-12-11	Paper
Simulated Non-Parametric Estimation of Dynamic Models	2009-08-28	Paper
Approximating volatility diffusions with CEV-ARCH models	2008-11-25	Paper
Stochastic volatility in financial markets. Crossing the bridge to continuous time	2001-06-18	Paper
Weak convergence and distributional assumptions for a general class of nonliner arch models	1998-10-06	Paper
Modeling the changing asymmetry of conditional variances	1997-02-27	Paper
A stochastic variance model for absolute returns	1997-02-27	Paper
https://portal.mardi4nfdi.de/entity/Q4854100	1995-11-08	Paper
A stochastic variance model for absolute returns	1995-02-19	Paper

Research outcomes over time

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