Access Statistics for Marcel Scharth

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
Asymmetric Realized Volatility Risk 0 0 0 37 0 0 1 92
Asymmetric Realized Volatility Risk 0 0 0 84 0 1 3 98
Asymmetric effects and long memory in the volatility of Dow Jones stocks 0 0 0 160 2 2 4 466
Modeling and predicting the CBOE market volatility index 0 0 0 90 0 0 3 276
Modeling and predicting the CBOE market volatility index 0 0 3 549 0 1 11 1,620
REALIZED VOLATILITY RISK 0 0 0 80 0 1 3 200
Realized Volatility Risk 0 0 0 62 0 0 3 134
Realized Volatility Risk 0 0 0 90 0 0 2 116
Realized Volatility Risk 0 0 0 68 0 0 4 148
Realized volatility risk 0 0 0 48 0 1 3 63
Total Working Papers 0 0 3 1,268 2 6 37 3,213


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric Realized Volatility Risk 0 0 0 26 1 1 4 127
Asymmetric effects and long memory in the volatility of Dow Jones stocks 0 0 0 31 0 0 3 139
Modeling and predicting the CBOE market volatility index 0 0 2 86 1 3 14 304
Monte Carlo option pricing with asymmetric realized volatility dynamics 0 0 0 8 0 0 2 72
The Analysis of Stochastic Volatility in the Presence of Daily Realized Measures 0 0 0 32 2 2 3 130
Total Journal Articles 0 0 2 183 4 6 26 772


Statistics updated 2025-09-05