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 | 1 | 3 | 94 |
| Asymmetric Realized Volatility Risk | 0 | 0 | 0 | 84 | 1 | 5 | 9 | 104 |
| Asymmetric effects and long memory in the volatility of Dow Jones stocks | 0 | 0 | 0 | 160 | 1 | 3 | 6 | 469 |
| Modeling and predicting the CBOE market volatility index | 0 | 0 | 0 | 90 | 4 | 10 | 12 | 286 |
| Modeling and predicting the CBOE market volatility index | 1 | 2 | 3 | 551 | 4 | 11 | 21 | 1,632 |
| REALIZED VOLATILITY RISK | 0 | 0 | 0 | 80 | 0 | 5 | 8 | 206 |
| Realized Volatility Risk | 0 | 0 | 0 | 68 | 2 | 7 | 11 | 156 |
| Realized Volatility Risk | 0 | 0 | 0 | 90 | 3 | 8 | 11 | 125 |
| Realized Volatility Risk | 0 | 0 | 0 | 62 | 4 | 8 | 11 | 143 |
| Realized volatility risk | 0 | 0 | 0 | 48 | 4 | 10 | 15 | 75 |
| Total Working Papers | 1 | 2 | 3 | 1,270 | 24 | 68 | 107 | 3,290 |
| 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 | 9 | 132 |
| Asymmetric effects and long memory in the volatility of Dow Jones stocks | 0 | 0 | 0 | 31 | 1 | 7 | 9 | 146 |
| Modeling and predicting the CBOE market volatility index | 1 | 1 | 3 | 88 | 2 | 6 | 16 | 311 |
| Monte Carlo option pricing with asymmetric realized volatility dynamics | 0 | 0 | 0 | 8 | 1 | 2 | 4 | 74 |
| The Analysis of Stochastic Volatility in the Presence of Daily Realized Measures | 0 | 0 | 0 | 32 | 2 | 4 | 7 | 134 |
| Total Journal Articles | 1 | 1 | 3 | 185 | 8 | 23 | 45 | 797 |
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