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 1 8 578
The Information Content Of Treasury Bond Options Concerning Future Volatility And Price Jumps 0 0 1 212 2 3 25 1,152
The Role Of Implied Volatility In Forecasting Future Realized Volatility And Jumps In Foreign Exchange, Stock, And Bond Markets 0 1 3 387 1 7 24 1,205
The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets 0 0 1 215 1 4 15 623
Total Working Papers 0 1 5 958 4 15 72 3,558


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 2 5 172
Testing the martingale restriction for option implied densities 0 0 0 11 0 1 4 66
The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets 2 4 7 405 6 19 44 1,452
Total Journal Articles 2 4 7 475 6 22 53 1,690


Statistics updated 2026-06-04