Antonio Mele - Concepedia

Author

Antonio Mele

Also Known As

A Mele, A. MELE, A. Mele, ANTONIO MELE, Antonio Mele, CIMED diagnóstico por imágenes,Calle 5 N°416 (B1902CKR), La Plata, Prov. Buenos Aires, Argentina, Jókai, Mór, Mele, A., Mele, Antonio, Walter Distaso

118

Publications

1.6K

Citations

H-Index

Concepts

All Affiliations

Swiss Finance Institute Centre for Economic Policy Research Bank of Italy Università della Svizzera italiana Menarini Group (Italy)

About

Antonio Mele is an author at Swiss Finance Institute specializing in business, volatility modeling, and economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	8	8	694
2	Engineering	4	4	180
3	Medicine	3	3	51
4	Natural Sciences	1	1	26
5	Allergy	1	1	10

Antonio Mele

Publications

1.5K

Citations

H-Index

Page 1

	Year	Citations
Asymmetric stock market volatility and the cyclical behavior of expected returns Antonio Mele Journal of Financial Economics Empirical FinanceEconomicsMultivariate Stochastic VolatilityVolatility ModelingAsset Pricing	2007	233
Information Linkages and Correlated Trading Paolo Colla, Antonio Mele Review of Financial Studies	2009	173
Macroeconomic determinants of stock volatility and volatility premiums Valentina Corradi, Walter Distaso, Antonio Mele Journal of Monetary Economics EconomicsVolatility ModelingFinancial EconomicsAsset PricingMacroeconomics	2012	142
SIGN- AND VOLATILITY-SWITCHING ARCH MODELS: THEORY AND APPLICATIONS TO INTERNATIONAL STOCK MARKETS Fabio Fornari, Antonio Mele Journal of Applied Econometrics Volatility ModelingEconomicsFinancial EconomicsInternational FinanceAsset Pricing	1997	136
Uncertainty, Information Acquisition, and Price Swings in Asset Markets Antonio Mele, Francesco Sangiorgi The Review of Economic Studies	2015	108
Recovering the probability density function of asset prices using garch as diffusion approximations Fabio Fornari, Antonio Mele Journal of Empirical Finance Option PricingMultivariate Stochastic VolatilityVolatility ModelingAsset PricingEngineering	2001	101
Modeling the changing asymmetry of conditional variances Fabio Fornari, Antonio Mele Economics Letters Conditional VariancesEngineeringStatistical FoundationStatistical InferenceMathematical Statistic	1996	50
Uncertainty, Information Acquisition and Price Swings in Asset Markets Antonio Mele, Francesco Sangiorgi SSRN Electronic Journal	2011	49
Financial Volatility and Economic Activity Fabio Fornari, Antonio Mele SSRN Electronic Journal	2009	47
Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums Valentina Corradi, Walter Distaso, Antonio Mele SSRN Electronic Journal	2012	39

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