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 1 9 101
Asymmetric Realized Volatility Risk 0 0 0 84 0 3 14 111
Asymmetric effects and long memory in the volatility of Dow Jones stocks 0 0 0 160 0 4 17 481
Modeling and predicting the CBOE market volatility index 0 0 1 91 1 5 19 295
Modeling and predicting the CBOE market volatility index 0 0 3 552 2 7 28 1,647
REALIZED VOLATILITY RISK 0 0 0 80 1 7 19 218
Realized Volatility Risk 0 0 0 62 0 1 15 149
Realized Volatility Risk 0 0 0 90 0 6 19 135
Realized Volatility Risk 0 0 0 68 0 1 20 168
Realized volatility risk 0 0 0 48 1 8 24 86
Total Working Papers 0 0 4 1,272 5 43 184 3,391


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 2 4 19 145
Asymmetric effects and long memory in the volatility of Dow Jones stocks 0 0 0 31 0 3 23 162
Modeling and predicting the CBOE market volatility index 1 3 5 91 5 10 27 328
Monte Carlo option pricing with asymmetric realized volatility dynamics 0 0 0 8 0 2 15 87
The Analysis of Stochastic Volatility in the Presence of Daily Realized Measures 0 0 0 32 1 5 15 143
Total Journal Articles 1 3 5 188 8 24 99 865


Statistics updated 2026-06-04