Antonio Mele

1.6k total citations
53 papers, 1.0k citations indexed

About

Antonio Mele is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Antonio Mele has authored 53 papers receiving a total of 1.0k indexed citations (citations by other indexed papers that have themselves been cited), including 36 papers in Finance, 21 papers in Economics and Econometrics and 12 papers in General Economics, Econometrics and Finance. Recurrent topics in Antonio Mele's work include Financial Risk and Volatility Modeling (21 papers), Stochastic processes and financial applications (19 papers) and Financial Markets and Investment Strategies (17 papers). Antonio Mele is often cited by papers focused on Financial Risk and Volatility Modeling (21 papers), Stochastic processes and financial applications (19 papers) and Financial Markets and Investment Strategies (17 papers). Antonio Mele collaborates with scholars based in United Kingdom, Switzerland and Italy. Antonio Mele's co-authors include Fabio Fornari, Paolo Colla, Francesco Sangiorgi, Valentina Corradi, Walter Distaso, Filippo Altissimo, G Rovera, Krisztina Molnár, Sergio Santoro and Dennis Kristensen and has published in prestigious journals such as Journal of Financial Economics, Review of Financial Studies and The Review of Economic Studies.

In The Last Decade

Antonio Mele

49 papers receiving 950 citations

Peers

Antonio Mele

FINAN

GEEF

ACCOU

MSOR

Yi Tang United States

Margaret Bray United Kingdom

Nick Taylor United Kingdom

James V. Jordan United States

David E. Spencer United States

Lennart F. Hoogerheide Netherlands

Simone Alfarano Spain

Patrick Wilson Australia

M. Barry Goldman United States

Xiaoxin Wang China

Yi Tang United States

Antonio Mele

1.3k ×1.8

FINAN

989 ×1.5

284 ×1.1

GEEF

451 ×4.2

ACCOU

140 ×1.5

MSOR

Citations per year, relative to Antonio Mele Antonio Mele (= 1×) peers Yi Tang

Countries citing papers authored by Antonio Mele

Since Specialization

Citations

This map shows the geographic impact of Antonio Mele's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Antonio Mele with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Antonio Mele more than expected).

Fields of papers citing papers by Antonio Mele

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Antonio Mele. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Antonio Mele. The network helps show where Antonio Mele may publish in the future.

Co-authorship network of co-authors of Antonio Mele

This figure shows the co-authorship network connecting the top 25 collaborators of Antonio Mele. A scholar is included among the top collaborators of Antonio Mele based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Antonio Mele. Antonio Mele is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Kristensen, Dennis, Young Jun Lee, & Antonio Mele. (2024). Closed-form approximations of moments and densities of continuous–time Markov models. Journal of Economic Dynamics and Control. 168. 104948–104948.

Sanz, Vicente Añó, et al.. (2021). EFFECT OF THE RADIOCHEMICAL IMPURITIES OF99mTC-MIBI ON THEDIAGNOSTIC QUALITY OF THE IMAGES IN NUCLEAR MEDICINE. Conicet. 32(3). 72–75. 2 indexed citations

Mele, Antonio & Francesco Sangiorgi. (2015). Uncertainty, Information Acquisition, and Price Swings in Asset Markets. The Review of Economic Studies. 82(4). 1533–1567. 60 indexed citations

Corradi, Valentina, Walter Distaso, & Antonio Mele. (2012). Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums. RePEc: Research Papers in Economics. 4 indexed citations

Mele, Antonio & Francesco Sangiorgi. (2011). Uncertainty, Information Acquisition and Price Swings in Asset Markets. SSRN Electronic Journal. 27 indexed citations

Kristensen, Dennis & Antonio Mele. (2009). Adding and Subtracting Black-Scholes: A New Approach to Approximating Derivative Prices in Continuous Time Models. SSRN Electronic Journal. 11 indexed citations

Altissimo, Filippo & Antonio Mele. (2009). Simulated Non-Parametric Estimation of Dynamic Models. The Review of Economic Studies. 76(2). 413–450. 23 indexed citations

Mele, Antonio. (2008). Understanding Stock Market Volatility A Business Cycle Perspective ∗. 7 indexed citations

Altissimo, Filippo & Antonio Mele. (2005). Simulated Nonparametric Estimation of Dynamic Models with Applications to Finance. London School of Economics and Political Science Research Online (London School of Economics and Political Science). 3 indexed citations

10.

Mele, Antonio. (2003). Fundamental Properties of Bond Prices in Models of the Short-Term Rate. Review of Financial Studies. 16(3). 679–716. 9 indexed citations

11.

Bach, Simona, et al.. (1998). Pharmacokinetic and immunogenic behavior of three recombinant human GM-CSF-EPO hybrid proteins in cynomolgus monkeys. Molecular Biotechnology. 10(2). 115–122. 7 indexed citations

12.

Mele, Antonio, et al.. (1997). High-level expression of a cDNA for human granulocyte colony-stimulating factor in Chinese hamster ovary cells. Molecular Biotechnology. 7(3). 231–240. 14 indexed citations

13.

Novelli, Silvana, et al.. (1997). Production of recombinant human GM‐CSF‐EPO hybrid proteins: in vitro biological characterization. European Journal Of Haematology. 59(4). 238–246. 7 indexed citations

14.

Fornari, Fabio & Antonio Mele. (1997). SIGN- AND VOLATILITY-SWITCHING ARCH MODELS: THEORY AND APPLICATIONS TO INTERNATIONAL STOCK MARKETS. Journal of Applied Econometrics. 12(1). 49–65. 98 indexed citations

15.

Fornari, Fabio & Antonio Mele. (1997). Weak convergence and distributional assumptions for a general class of nonliner arch models. Econometric Reviews. 16(2). 205–227. 18 indexed citations

16.

Mele, Antonio, et al.. (1996). Efficiency of different viral promoters in directing gene expression in mammalian cells: Effect of 3′-untranslated sequences. Gene. 168(2). 195–198. 18 indexed citations

17.

Mele, Antonio. (1995). Continuous time conditionally heteroskedastic models: theory with applications to the term structure of interest rates. London School of Economics and Political Science Research Online (London School of Economics and Political Science). 3 indexed citations

18.

Fornari, Fabio, et al.. (1994). Asymmetries and nonlinearities in economic activity. OpenGrey (Institut de l'Information Scientifique et Technique). 1 indexed citations

19.

Fornari, Fabio & Antonio Mele. (1994). A stochastic variance model for absolute returns. Economics Letters. 46(3). 211–214. 6 indexed citations

20.

Santis, Rita De, Anna Maria Anastasi, Guido Valesini, et al.. (1991). Production of a nef -Specific Monoclonal Antibody by the Use of a Synthetic Peptide. AIDS Research and Human Retroviruses. 7(3). 315–321. 7 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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