Items in eScholarship@BC will redirect to URBC, Boston College Libraries' new repository platform. eScholarship@BC is being retired in the summer of 2025. Any material submitted after April 15th, 2025, and all theses and dissertations from Spring semester 2025, will be added to URBC only.

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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

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

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