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Information about:
Josep Perelló

Personal Details | Affiliation | Works

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Personal Details

First Name: Josep
Middle Name:
Last Name: Perelló
Suffix:

RePEc Short-ID: ppe74

Email:
Homepage: http://www.ffn.ub.es/pages/financeen.html
Postal Address: Departament de Física Fonamental Universitat de Barcelona Diagonal, 647 Barcelona E-08028 (Spain)
Phone: 0034 (9)3 402 11 50

Affiliation

(in no particular order)

Grup de Sistemes Estocástics i Dynámica Financera (Group of Stochastic Systems and Financial Dynamics)
Universitat de Barcelona
Location: Barcelona, Spain
Homepage: http://web.ffn.ub.es/node/6&id=1059
Email:
Phone:
Fax:
Postal:
Handle: RePEc:edi:gefubes (registered authors at this institution)

Works

Working papers

Carl Chiarella & Giulia Iori & Josep Perello, 2008. "The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows," City University Economics Discussion Papers 08/04, Department of Economics, City University, London. [Downloadable!]
Other versions:
- Carl Chiarella & Giulia Iori, 2005. "The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows," Research Paper Series 152, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
- Carl Chiarella & Giulia Iori & Josep Perello, 2007. "The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows," Quantitative Finance Papers 0711.3581, arXiv.org. [Downloadable!]
Josep Perello & Jaume Masoliver & Jean-Philippe Bouchaud, 2003. "Multiple time scales in volatility and leverage correlation: A stochastic volatility model," Science & Finance (CFM) working paper archive 50001, Science & Finance, Capital Fund Management. [Downloadable!]
Published as:
- Josep Perelló & Jaume Masoliver & Jean-Philippe Bouchaud, 2004. "Multiple time scales in volatility and leverage correlations: a stochastic volatility model," Applied Mathematical Finance, Taylor and Francis Journals, vol. 11(1), pages 27-50, March. [Downloadable!] (restricted)
Jaume Masoliver & Miquel Montero & Josep Perello, . "The continuous time random walk formalism in financial markets," Modeling, Computing, and Mastering Complexity 2003 24, Society for Computational Economics.
Other versions:
- J. Masoliver & M. Montero & J. Perello & G. H. Weiss, 2006. "The continuous time random walk formalism in financial markets," Quantitative Finance Papers physics/0611138, arXiv.org. [Downloadable!]
Published as:
- Masoliver, Jaume & Montero, Miquel & Perello, Josep & Weiss, George H., 2006. "The continuous time random walk formalism in financial markets," Journal of Economic Behavior & Organization, Elsevier, vol. 61(4), pages 577-598, December. [Downloadable!] (restricted)

Articles

Masoliver, Jaume & Montero, Miquel & Perello, Josep & Weiss, George H., 2006. "The continuous time random walk formalism in financial markets," Journal of Economic Behavior & Organization, Elsevier, vol. 61(4), pages 577-598, December. [Downloadable!] (restricted)
Other versions:
- J. Masoliver & M. Montero & J. Perello & G. H. Weiss, 2006. "The continuous time random walk formalism in financial markets," Quantitative Finance Papers physics/0611138, arXiv.org. [Downloadable!]
- Jaume Masoliver & Miquel Montero & Josep Perello, . "The continuous time random walk formalism in financial markets," Modeling, Computing, and Mastering Complexity 2003 24, Society for Computational Economics.
Josep Perelló & Jaume Masoliver & Jean-Philippe Bouchaud, 2004. "Multiple time scales in volatility and leverage correlations: a stochastic volatility model," Applied Mathematical Finance, Taylor and Francis Journals, vol. 11(1), pages 27-50, March. [Downloadable!] (restricted)
Other versions:
- Josep Perello & Jaume Masoliver & Jean-Philippe Bouchaud, 2003. "Multiple time scales in volatility and leverage correlation: A stochastic volatility model," Science & Finance (CFM) working paper archive 50001, Science & Finance, Capital Fund Management. [Downloadable!]

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-ETS: Econometric Time Series (2) 2004-01-25 2005-02-13 Author is listed
NEP-FIN: Finance (2) 2004-01-25 2005-02-13 Author is listed
NEP-FMK: Financial Markets (1) 2005-02-13 Author is listed
NEP-MST: Market Microstructure (1) 2008-03-08 Author is listed
NEP-RMG: Risk Management (1) 2004-01-25 Author is listed
NEP-UPT: Utility Models & Prospect Theory (1) 2008-03-08 Author is listed

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This page was last updated on 2009-12-3.

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