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Information about:
Jaume Masoliver

Personal Details | Affiliation | Works

This is information that was supplied by Jaume Masoliver in registering through RePEc. If you are Jaume Masoliver , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Jaume
Middle Name:
Last Name: Masoliver
Suffix:

RePEc Short-ID: pma277

Email:
Homepage: http://www.ub.edu/ffn/personal/jaume.php
Postal Address: Derpartament de Fisica Fonamental Universitat de Barcelona Diagonal, 647 08028 Barcelona Spain
Phone:

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

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

2 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-RMG: Risk Management (1) 2004-01-25 Author is listed

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This page was last updated on 2009-12-4.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.