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 84 1 1 4 99
Asymmetric Realized Volatility Risk 0 0 0 37 1 1 2 93
Asymmetric effects and long memory in the volatility of Dow Jones stocks 0 0 0 160 0 2 4 466
Modeling and predicting the CBOE market volatility index 0 0 3 549 1 2 12 1,621
Modeling and predicting the CBOE market volatility index 0 0 0 90 0 0 3 276
REALIZED VOLATILITY RISK 0 0 0 80 1 2 4 201
Realized Volatility Risk 0 0 0 62 1 1 4 135
Realized Volatility Risk 0 0 0 68 1 1 4 149
Realized Volatility Risk 0 0 0 90 1 1 3 117
Realized volatility risk 0 0 0 48 2 2 5 65
Total Working Papers 0 0 3 1,268 9 13 45 3,222


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 2 5 128
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 1 1 3 87 1 2 13 305
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 0 2 3 130
Total Journal Articles 1 1 3 184 2 6 26 774


Statistics updated 2025-10-06