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 1 1 4 98
Asymmetric Realized Volatility Risk 0 0 0 37 0 0 1 92
Asymmetric effects and long memory in the volatility of Dow Jones stocks 0 0 0 160 0 1 2 464
Modeling and predicting the CBOE market volatility index 0 0 0 90 0 2 4 276
Modeling and predicting the CBOE market volatility index 0 0 3 549 0 2 11 1,619
REALIZED VOLATILITY RISK 0 0 0 80 0 0 2 199
Realized Volatility Risk 0 0 0 62 0 0 4 134
Realized Volatility Risk 0 0 0 90 0 0 2 116
Realized Volatility Risk 0 0 0 68 0 0 4 148
Realized volatility risk 0 0 0 48 1 1 3 63
Total Working Papers 0 0 3 1,268 2 7 37 3,209


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 3 126
Asymmetric effects and long memory in the volatility of Dow Jones stocks 0 0 0 31 0 0 3 139
Modeling and predicting the CBOE market volatility index 0 1 2 86 2 6 16 303
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 1 32 0 0 2 128
Total Journal Articles 0 1 3 183 2 6 26 768


Statistics updated 2025-07-04