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 0 1 217
Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications 0 0 0 67 0 0 0 181
Option Pricing and Spikes in Volatility: Theoretical and Empirical Analysis 0 1 1 151 0 1 1 480
Option pricing and spikes in volatility: theoretical and empirical analysis 0 0 0 160 0 1 7 438
Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data 1 1 1 104 1 1 2 204
Total Working Papers 1 2 2 576 1 3 11 1,520


Statistics updated 2025-07-04