Access Statistics for Barry Schachter
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 | |
| IMPROVING VALUE-AT-RISK ESTIMATES BY COMBINING KERNEL ESTIMATION WITH HISTORICAL SIMULATION | 0 | 1 | 2 | 1,264 | 1 | 2 | 10 | 2,845 |
| Improving value-at-risk estimates by combining kernel estimation | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 35 |
| Stock price reactions to derivatives information in the FRY-9c reports | 0 | 0 | 0 | 0 | 1 | 1 | 1 | 18 |
| Total Working Papers | 0 | 1 | 2 | 1,264 | 3 | 4 | 13 | 2,898 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A Note on the Welfare Consequences of New Option Markets | 0 | 0 | 0 | 10 | 0 | 0 | 0 | 44 |
| An Analysis of the Risk in Discretely Rebalanced Option Hedges and Delta-Based Techniques | 0 | 0 | 0 | 26 | 0 | 0 | 1 | 73 |
| An Introduction to Austrian Economics, by Thomas C. Taylor | 0 | 1 | 1 | 8 | 0 | 1 | 1 | 38 |
| Interday variations in volume, variance and participation of large speculators | 0 | 0 | 0 | 92 | 1 | 2 | 2 | 271 |
| OPEN INTEREST AND CONSENSUS AMONG INVESTORS | 0 | 0 | 0 | 1 | 1 | 2 | 3 | 14 |
| OPEN INTEREST IN STOCK-OPTIONS AROUND QUARTERLY EARNINGS ANNOUNCEMENTS | 0 | 0 | 0 | 10 | 0 | 1 | 3 | 18 |
| The statistical properties of parameters inferred from the black-scholes formula | 0 | 0 | 0 | 44 | 0 | 1 | 2 | 133 |
| Unbiased estimation of the Black/Scholes formula | 0 | 0 | 1 | 110 | 0 | 0 | 1 | 263 |
| Total Journal Articles | 0 | 1 | 2 | 301 | 2 | 7 | 13 | 854 |
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