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 | 4 | 8 | 577 |
| The Information Content Of Treasury Bond Options Concerning Future Volatility And Price Jumps | 0 | 1 | 1 | 212 | 0 | 5 | 22 | 1,149 |
| The Role Of Implied Volatility In Forecasting Future Realized Volatility And Jumps In Foreign Exchange, Stock, And Bond Markets | 1 | 1 | 3 | 387 | 3 | 10 | 21 | 1,201 |
| The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets | 0 | 0 | 1 | 215 | 0 | 6 | 11 | 619 |
| Total Working Papers | 1 | 2 | 5 | 958 | 3 | 25 | 62 | 3,546 |
| 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 | 0 | 0 | 3 | 170 |
| Testing the martingale restriction for option implied densities | 0 | 0 | 0 | 11 | 0 | 2 | 3 | 65 |
| The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets | 0 | 0 | 4 | 401 | 4 | 7 | 34 | 1,437 |
| Total Journal Articles | 0 | 0 | 4 | 471 | 4 | 9 | 40 | 1,672 |
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