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 |
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