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 0 2 1,264 0 2 7 2,846
Improving value-at-risk estimates by combining kernel estimation 0 0 0 0 0 1 2 35
Stock price reactions to derivatives information in the FRY-9c reports 0 0 0 0 0 1 1 18
Total Working Papers 0 0 2 1,264 0 4 10 2,899


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 0 73
An Introduction to Austrian Economics, by Thomas C. Taylor 0 0 1 8 0 0 1 38
Interday variations in volume, variance and participation of large speculators 0 0 0 92 1 2 3 272
OPEN INTEREST AND CONSENSUS AMONG INVESTORS 0 0 0 1 0 1 3 14
OPEN INTEREST IN STOCK-OPTIONS AROUND QUARTERLY EARNINGS ANNOUNCEMENTS 0 0 0 10 0 0 3 18
The statistical properties of parameters inferred from the black-scholes formula 0 0 0 44 0 0 1 133
Unbiased estimation of the Black/Scholes formula 0 0 1 110 0 0 1 263
Total Journal Articles 0 0 2 301 1 3 12 855


Statistics updated 2025-05-12