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 5 6 11 228
Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications 0 0 0 67 2 5 18 199
Option Pricing and Spikes in Volatility: Theoretical and Empirical Analysis 0 0 1 151 3 8 13 492
Option pricing and spikes in volatility: theoretical and empirical analysis 0 0 0 160 1 2 11 448
Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data 0 1 2 105 5 10 24 227
Total Working Papers 0 1 3 577 16 31 77 1,594


Statistics updated 2026-05-06