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 | 1 | 2 | 10 | 79 |
| Asymmetric Realized Volatility Risk | 0 | 0 | 0 | 84 | 3 | 6 | 15 | 64 |
| Asymmetric effects and long memory in the volatility of Dow Jones stocks | 0 | 0 | 0 | 160 | 0 | 0 | 6 | 454 |
| Modeling and predicting the CBOE market volatility index | 0 | 0 | 2 | 80 | 4 | 9 | 56 | 201 |
| Modeling and predicting the CBOE market volatility index | 1 | 1 | 1 | 543 | 2 | 2 | 20 | 1,550 |
| REALIZED VOLATILITY RISK | 0 | 0 | 0 | 78 | 3 | 4 | 10 | 187 |
| Realized Volatility Risk | 0 | 0 | 0 | 62 | 0 | 0 | 2 | 122 |
| Realized Volatility Risk | 0 | 0 | 0 | 90 | 1 | 1 | 7 | 106 |
| Realized Volatility Risk | 0 | 0 | 0 | 68 | 1 | 1 | 10 | 135 |
| Realized volatility risk | 0 | 0 | 0 | 48 | 0 | 0 | 7 | 56 |
| Total Working Papers | 1 | 1 | 3 | 1,250 | 15 | 25 | 143 | 2,954 |
| 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 | 1 | 26 | 3 | 3 | 17 | 103 |
| Asymmetric effects and long memory in the volatility of Dow Jones stocks | 0 | 0 | 1 | 25 | 0 | 0 | 8 | 122 |
| Modeling and predicting the CBOE market volatility index | 1 | 3 | 10 | 50 | 2 | 10 | 40 | 167 |
| Monte Carlo option pricing with asymmetric realized volatility dynamics | 0 | 0 | 0 | 4 | 1 | 1 | 7 | 57 |
| The Analysis of Stochastic Volatility in the Presence of Daily Realized Measures | 0 | 0 | 1 | 29 | 0 | 3 | 12 | 103 |
| Total Journal Articles | 1 | 3 | 13 | 134 | 6 | 17 | 84 | 552 |
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