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 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail