Access Statistics for Thomas Busch
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 | |
| Forecasting Exchange Rate Volatility In The Presence Of Jumps | 0 | 0 | 0 | 144 | 0 | 1 | 8 | 579 |
| The Information Content Of Treasury Bond Options Concerning Future Volatility And Price Jumps | 0 | 0 | 1 | 212 | 0 | 4 | 27 | 1,154 |
| The Role Of Implied Volatility In Forecasting Future Realized Volatility And Jumps In Foreign Exchange, Stock, And Bond Markets | 0 | 0 | 3 | 387 | 1 | 2 | 22 | 1,206 |
| The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets | 0 | 0 | 1 | 215 | 0 | 2 | 15 | 624 |
| Total Working Papers | 0 | 0 | 5 | 958 | 1 | 9 | 72 | 3,563 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A robust LR test for the GARCH model | 0 | 0 | 0 | 59 | 1 | 1 | 6 | 173 |
| Testing the martingale restriction for option implied densities | 0 | 0 | 0 | 11 | 0 | 0 | 4 | 66 |
| The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets | 0 | 2 | 5 | 405 | 1 | 10 | 38 | 1,456 |
| Total Journal Articles | 0 | 2 | 5 | 475 | 2 | 11 | 48 | 1,695 |
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