Access Statistics for Paola Zerilli

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 0 0 3 89 4 5 13 178
Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications 1 1 25 50 7 14 65 83
Option Pricing and Spikes in Volatility: Theoretical and Empirical Analysis 0 0 0 150 3 6 9 461
Option pricing and spikes in volatility: theoretical and empirical analysis 0 0 1 156 0 5 16 366
Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data 3 7 23 85 8 26 75 112
Total Working Papers 4 8 52 530 22 56 178 1,200


Statistics updated 2019-10-05