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 | 1 | 1 | 6 | 571 |
| The Information Content Of Treasury Bond Options Concerning Future Volatility And Price Jumps | 0 | 0 | 1 | 211 | 0 | 0 | 6 | 1,127 |
| The Role Of Implied Volatility In Forecasting Future Realized Volatility And Jumps In Foreign Exchange, Stock, And Bond Markets | 0 | 0 | 0 | 384 | 1 | 3 | 4 | 1,184 |
| The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets | 0 | 0 | 1 | 214 | 1 | 1 | 3 | 609 |
| Total Working Papers | 0 | 0 | 2 | 953 | 3 | 5 | 19 | 3,491 |
| 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 | 2 | 167 |
| Testing the martingale restriction for option implied densities | 0 | 0 | 0 | 11 | 0 | 0 | 1 | 62 |
| The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets | 0 | 2 | 11 | 400 | 4 | 11 | 31 | 1,418 |
| Total Journal Articles | 0 | 2 | 11 | 470 | 4 | 11 | 34 | 1,647 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail