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Angelo Melino
University of Toronto - Toronto / Canada
Economics & Econometrics / Economics
AD Scientific Index ID: 656339
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Angelo Melino's MOST POPULAR ARTICLES
1-)
Pricing foreign currency options with stochastic volatilityA Melino, SM TurnbullJournal of econometrics 45 (1-2), 239-265, 199011301990
2-)
Estimating the continuous-time consumption-based asset-pricing modelSJ Grossman, A Melino, RJ ShillerJournal of Business & Economic Statistics 5 (3), 315-327, 19872971987
3-)
Duration Dependence and Nonparametric Heterogeneity: A Monte Carlo StudyM Baker, A Melino2641999
4-)
The effects of public policy on strike durationM Gunderson, A MelinoJournal of Labor Economics 8 (3), 295-316, 19901271990
5-)
State-dependent preferences can explain the equity premium puzzleA Melino, AX YangReview of Economic Dynamics 6 (4), 806-830, 20031212003
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