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 1 3 89 1 2 12 173
Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications 1 6 48 49 6 15 65 69
Option Pricing and Spikes in Volatility: Theoretical and Empirical Analysis 0 0 0 150 1 2 5 455
Option pricing and spikes in volatility: theoretical and empirical analysis 0 0 2 156 2 5 14 361
Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data 1 3 48 78 10 17 75 86
Total Working Papers 2 10 101 522 20 41 171 1,144


Statistics updated 2019-07-03