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 3 13 111
Asymmetric Realized Volatility Risk 0 0 0 37 0 1 9 101
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 20 296
Modeling and predicting the CBOE market volatility index 0 0 3 552 1 6 29 1,648
REALIZED VOLATILITY RISK 0 0 0 80 0 7 19 218
Realized Volatility Risk 0 0 0 62 0 1 15 149
Realized Volatility Risk 0 0 0 68 2 3 22 170
Realized Volatility Risk 0 0 0 90 1 5 20 136
Realized volatility risk 0 0 0 48 1 9 24 87
Total Working Papers 0 0 4 1,272 6 44 188 3,397


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 0 3 19 145
Asymmetric effects and long memory in the volatility of Dow Jones stocks 0 0 0 31 1 3 24 163
Modeling and predicting the CBOE market volatility index 0 2 5 91 4 12 29 332
Monte Carlo option pricing with asymmetric realized volatility dynamics 0 0 0 8 0 1 15 87
The Analysis of Stochastic Volatility in the Presence of Daily Realized Measures 1 1 1 33 1 5 16 144
Total Journal Articles 1 3 6 189 6 24 103 871


Statistics updated 2026-07-10