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Title
Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications
Author
Chen, Liyuan
,
Zerilli, Paola
,
Baum, Christopher F.
Date
2018
Genre
working paper
Title
Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data
Author
Baum, Christopher F.
,
Zerilli, Paola
,
Chen, Liyaun
Date
2019
Genre
working paper