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


Statistics updated 2020-09-04