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 2 3 16 114
Asymmetric Realized Volatility Risk 0 0 0 37 0 0 9 101
Asymmetric effects and long memory in the volatility of Dow Jones stocks 0 0 0 160 1 1 16 482
Modeling and predicting the CBOE market volatility index 0 0 3 552 1 6 33 1,653
Modeling and predicting the CBOE market volatility index 0 0 1 91 1 3 22 298
REALIZED VOLATILITY RISK 0 0 0 80 2 2 20 220
Realized Volatility Risk 0 0 0 90 0 1 20 136
Realized Volatility Risk 0 0 0 68 0 3 23 171
Realized Volatility Risk 0 0 0 62 2 2 17 151
Realized volatility risk 0 0 0 48 2 3 26 89
Total Working Papers 0 0 4 1,272 11 24 202 3,415


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 0 18 145
Asymmetric effects and long memory in the volatility of Dow Jones stocks 0 0 0 31 1 3 26 165
Modeling and predicting the CBOE market volatility index 0 1 6 92 1 8 32 336
Monte Carlo option pricing with asymmetric realized volatility dynamics 0 0 0 8 0 1 16 88
The Analysis of Stochastic Volatility in the Presence of Daily Realized Measures 1 2 2 34 1 2 15 145
Total Journal Articles 1 3 8 191 3 14 107 879


Statistics updated 2026-09-10