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 3 7 9 100
Asymmetric Realized Volatility Risk 0 0 0 84 0 5 12 108
Asymmetric effects and long memory in the volatility of Dow Jones stocks 0 0 0 160 1 9 14 477
Modeling and predicting the CBOE market volatility index 1 2 4 552 3 12 28 1,640
Modeling and predicting the CBOE market volatility index 0 1 1 91 0 8 16 290
REALIZED VOLATILITY RISK 0 0 0 80 0 5 13 211
Realized Volatility Risk 0 0 0 62 0 9 15 148
Realized Volatility Risk 0 0 0 68 9 13 20 167
Realized Volatility Risk 0 0 0 90 1 7 14 129
Realized volatility risk 0 0 0 48 0 7 17 78
Total Working Papers 1 3 5 1,272 17 82 158 3,348


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 11 16 141
Asymmetric effects and long memory in the volatility of Dow Jones stocks 0 0 0 31 1 14 21 159
Modeling and predicting the CBOE market volatility index 0 1 3 88 3 9 21 318
Monte Carlo option pricing with asymmetric realized volatility dynamics 0 0 0 8 2 12 14 85
The Analysis of Stochastic Volatility in the Presence of Daily Realized Measures 0 0 0 32 0 6 10 138
Total Journal Articles 0 1 3 185 7 52 82 841


Statistics updated 2026-03-04