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Masoliver, Jaume's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,514 |
Total
Citations
7 |
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1.
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Eisler, Zoltan
Capital Fund Management Perelló, Josep
University of Barcelona - Department of Physics Masoliver, Jaume
University of Barcelona - Department of Physics
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271
(54,212)
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random diffusion, hidden markov process, stochastic volatility
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2.
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Masoliver, Jaume
University of Barcelona - Department of Physics Perelló, Josep
University of Barcelona - Department of Physics
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259
(57,006)
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1
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Stochastic volatility model, long memory, volatility autocorrelation
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3.
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Perelló, Josep
University of Barcelona - Department of Physics Masoliver, Jaume
University of Barcelona - Department of Physics Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
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253
(58,525)
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5
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financial markets, stochastic volatility model, leverage correlation, volatility autocorrelation
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4.
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Perelló, Josep
University of Barcelona - Department of Physics Masoliver, Jaume
University of Barcelona - Department of Physics
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203
(73,772)
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1
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Option pricing, Ornstein-Uhlenbeck, Market model, inefficient market, Black-Scholes
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5.
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Masoliver, Jaume
University of Barcelona - Department of Physics Montero, Miquel
University of Barcelona - Department de Física Fonamental Perelló, Josep
University of Barcelona - Department of Physics Weiss, George H.
Government of the United States of America - Center for Information Technology
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97
(138,190)
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random walks, financial markets, volatility, trading activity
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6.
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Montero, Miquel
University of Barcelona - Department de Física Fonamental Perelló, Josep
University of Barcelona - Department of Physics Masoliver, Jaume
University of Barcelona - Department of Physics Lillo, Fabrizio
University of Palermo Miccichè, Salvatore
University of Palermo - Department of Physics Mantegna, Rosario N.
Central European University
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88
(147,442)
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Continuous time random walk, mean exit time, Markov process
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7.
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Masoliver, Jaume
University of Barcelona - Department of Physics Perelló, Josep
University of Barcelona - Department of Physics
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67
(173,691)
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8.
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Montero, Miquel
University of Barcelona - Department de Física Fonamental Masoliver, Jaume
University of Barcelona - Department of Physics
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67
(173,691)
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Continuous Time Random Walks, Markov Processes, Mean Exit Time, Risk Measures, Survival Probability
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9.
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Palatella, Luigi
Universita di Pisa Perelló, Josep
University of Barcelona - Department of Physics Montero, Miquel
University of Barcelona - Department de Física Fonamental Masoliver, Jaume
University of Barcelona - Department of Physics
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61
(182,454)
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Financial markets, time series analysis, market microsture, activity
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10.
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Montero, Miquel
University of Barcelona - Department de Física Fonamental Masoliver, Jaume
University of Barcelona - Department of Physics
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54
(193,811)
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Stochastic processes, Markov processes, Random walks, CTRW, Approximations
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11.
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Perelló, Josep
University of Barcelona - Department of Physics Masoliver, Jaume
University of Barcelona - Department of Physics Kasprzak, Andrzej
University of Warsaw - Faculty of Physics Kutner, Ryszard
University of Warsaw - Faculty of Physics
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37
(226,523)
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intertransaction, high-frequency, model
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12.
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Perelló, Josep
University of Barcelona - Department of Physics Masoliver, Jaume
University of Barcelona - Department of Physics
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34
(233,477)
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stochastic volatility, mean first-passage time, Exponential Ornstein Uhlenbeck
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13.
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Perelló, Josep
University of Barcelona - Department of Physics Sircar, Ronnie
Princeton University - Department of Operations Research and Financial Engineering Masoliver, Jaume
University of Barcelona - Department of Physics
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23
(265,204)
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Records 1 -
13
of 13 matches
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1
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