search query: @author Mele, A. / total: 3
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1.
Asymmetric stock market volatility and the cyclical behavior of expected returns
Journal of Financial Economics
2007 : NOV, VOL. 86:2, p. 446-478
 2007 Mele, A.
2.
Fundamental properties of bond prices in models of the short-term rate
Review of Financial Studies
2003 : FALL, VOL. 16:3, p. 679-716
 2003 Mele, A.
3.
Recovering the probability density function of asset prices using garch as diffusion approximations
Journal of Empirical Finance
2001 : MAR, VOL. 8:1, p. 83-110
 2001 Fornari, F.
Mele, A.
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