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 0 1 4 99
Asymmetric Realized Volatility Risk 0 0 0 37 0 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 0 90 0 0 3 276
Modeling and predicting the CBOE market volatility index 0 0 2 549 4 5 15 1,625
REALIZED VOLATILITY RISK 0 0 0 80 3 4 6 204
Realized Volatility Risk 0 0 0 68 4 5 8 153
Realized Volatility Risk 0 0 0 90 4 5 7 121
Realized Volatility Risk 0 0 0 62 1 2 4 136
Realized volatility risk 0 0 0 48 3 5 8 68
Total Working Papers 0 0 2 1,268 19 30 61 3,241


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 7 130
Asymmetric effects and long memory in the volatility of Dow Jones stocks 0 0 0 31 0 0 2 139
Modeling and predicting the CBOE market volatility index 0 1 2 87 2 4 14 307
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 4 5 132
Total Journal Articles 0 1 2 184 6 12 30 780


Statistics updated 2025-11-08