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Co-authors
(24)
Jaume Masoliver
26
Miquel Aguilar Montero
10
Luigi Palatella
3
Andrzej Kasprzak
2
Ryszard Kutner
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Authors
Josep Perello
Josep Perello (Josep Perelló),Universitat Politècnica de Catalunya,Statistical Physics,Chemical Physics & Material Physics,Mathematical Physics
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Josep Perello (Josep Perelló)
Universitat Politècnica de Catalunya
Publications:
35
|
Citations:
167
Fields:
Statistical Physics
,
Chemical Physics & Material Physics
,
Mathematical Physics
View FAQ about top research areas and Fields of study
Collaborated with
24 co-authors
from 2000 to 2012
|
Cited by
280 authors
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Publications
(35)
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Maximum likelihood approach for several stochastic volatility models
Jordi Camprodon
,
Josep Perello
Journal:
Journal of Statistical Mechanics-theory and Experiment - J STAT MECH-THEORY EXP
, vol. 2012, no. 08, 2012
Higher-order phase transitions on financial markets
A. Kasprzak
,
R. Kutner
,
J. Perelló
,
J. Masoliver
Journal:
European Physical Journal B - EUR PHYS J B
, vol. 76, no. 4, pp. 513-527, 2010
The impact of heterogeneous trading rules on the limit order book and order flows
(
Citations: 18
)
Carl Chiarella
,
Giulia Iori
,
Josep Perelló
Journal:
Journal of Economic Dynamics & Control - J ECON DYN CONTROL
, vol. 33, no. 3, pp. 525-537, 2009
First-passage and risk evaluation under stochastic volatility
Jaume Masoliver
,
Josep Perelló
Journal:
Physical Review E - PHYS REV E
, vol. 80, no. 1, 2009
Option pricing under stochastic volatility: the exponential Ornstein Uhlenbeck model
(
Citations: 4
)
Josep Perelló
,
Ronnie Sircar
,
Jaume Masoliver
Journal:
Journal of Statistical Mechanics-theory and Experiment - J STAT MECH-THEORY EXP
, vol. 6, no. 06, 2008
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Citations
(167 times by 117 publications)
Mantle origin of the Dexing porphyry copper deposit, SE China
Qing Zhou
,
Yao-Hui Jiang
,
Hui-Hua Zhang
,
Shi-Yong Liao
,
Guo-Dong Jin
,
Peng Zhao
,
Ru-Ya Jia
,
Zheng Liu
Journal:
International Geology Review - INT GEOL REV
, vol. ahead-of-p, no. ahead-of-p, pp. 1-13, 2012
Tectonic rotations and transcurrent deformation south of the Abancay deflection in the Andes of southern Peru
(
Citations: 1
)
Pierrick Roperch
,
Victor Carlotto
,
Gilles Ruffet
,
Michel Fornari
Journal:
Tectonics
, vol. 30, no. 2, 2011
A dynamic threshold decision system for stock trading signal detection
Pei-Chann Chang
,
T. Warren Liao
,
Jyun-Jie Lin
,
Chin-Yuan Fan
Journal:
Applied Soft Computing - ASC
, vol. 11, no. 5, pp. 3998-4010, 2011
Heterogeneous Beliefs, Market Environment and IPO Underpricing
Haifeng Zhang
,
Wei Zhang
,
Gaofeng Zou
,
Yongjie Zhang
Conference:
International Joint Conference on Computational Sciences and Optimization - CSO
, 2011
Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant
Yong-Ping Ruan
,
Wei-Xing Zhou
Journal:
Physica A-statistical Mechanics and Its Applications - PHYSICA A
, vol. 390, no. 9, pp. 1646-1654, 2011
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