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 0 94 0 5 5 222
Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications 0 0 0 67 2 8 15 196
Option Pricing and Spikes in Volatility: Theoretical and Empirical Analysis 0 0 1 151 3 6 8 487
Option pricing and spikes in volatility: theoretical and empirical analysis 0 0 0 160 1 8 12 447
Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data 0 0 1 104 1 9 15 218
Total Working Papers 0 0 2 576 7 36 55 1,570


Statistics updated 2026-03-04