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 | 2 | 10 | 38 | 38 | 17 | 49 | 152 | 154 |
| The Information Content of Treasury Bond Options Concerning Future Volatility and Price Jumps | 8 | 21 | 62 | 62 | 32 | 87 | 309 | 311 |
| The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets | 1 | 9 | 43 | 143 | 8 | 22 | 124 | 336 |
| The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets | 9 | 25 | 172 | 192 | 18 | 73 | 481 | 491 |
| Total Working Papers | 20 | 65 | 315 | 435 | 75 | 231 | 1,066 | 1,292 |
| 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 | 9 | 43 | 0 | 0 | 18 | 105 |
| Testing the martingale restriction for option implied densities | 0 | 0 | 6 | 6 | 1 | 2 | 11 | 11 |
| Total Journal Articles | 0 | 0 | 15 | 49 | 1 | 2 | 29 | 116 |
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