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Antonio Mele

4 published titles

Stochastic volatility in financial markets : crossing the bridge to continuous time

(Contributor)

1 edition

  • ISBN: 0792378423
  • Kluwer Academic Publishers
  • 2000
  • Details

General properties of rational stock-market fluctuations

1 edition

  • London School of Economics, Financial Markets Group
  • 2004
  • Details

Macroeconomic determinants of stock-market returns, volatility and volatility risk-premia

(Contributor)

1 edition

  • London School of Economics and Political Science, Financial Markets Group
  • 2008
  • Details

Ambiguity, information acquisition and price swings in asset markets

1 edition

  • Financial Markets Group
  • 2009
  • Details

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