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 1 2 15 232
Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications 0 0 0 67 1 3 21 203
Option Pricing and Spikes in Volatility: Theoretical and Empirical Analysis 0 0 0 151 0 0 14 494
Option pricing and spikes in volatility: theoretical and empirical analysis 0 0 0 160 0 2 12 451
Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data 0 0 1 105 0 0 22 228
Total Working Papers 0 0 1 577 2 7 84 1,608


Statistics updated 2026-09-10