Access Statistics for Marcel Scharth

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
Asymmetric Realized Volatility Risk 0 0 0 84 0 1 2 96
Asymmetric Realized Volatility Risk 0 0 0 37 0 0 0 91
Asymmetric effects and long memory in the volatility of Dow Jones stocks 0 0 0 160 0 1 1 463
Modeling and predicting the CBOE market volatility index 0 0 0 90 0 0 2 274
Modeling and predicting the CBOE market volatility index 0 1 2 548 1 2 7 1,612
REALIZED VOLATILITY RISK 0 0 0 80 0 0 1 198
Realized Volatility Risk 0 0 0 62 0 1 3 133
Realized Volatility Risk 0 0 0 68 1 2 3 147
Realized Volatility Risk 0 0 0 90 0 1 1 115
Realized volatility risk 0 0 0 48 0 1 1 61
Total Working Papers 0 1 2 1,267 2 9 21 3,190


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric Realized Volatility Risk 0 0 0 26 1 2 2 125
Asymmetric effects and long memory in the volatility of Dow Jones stocks 0 0 2 31 1 1 6 138
Modeling and predicting the CBOE market volatility index 0 0 2 85 1 4 20 297
Monte Carlo option pricing with asymmetric realized volatility dynamics 0 0 0 8 0 1 1 71
The Analysis of Stochastic Volatility in the Presence of Daily Realized Measures 0 0 1 32 1 1 3 128
Total Journal Articles 0 0 5 182 4 9 32 759


Statistics updated 2025-03-03