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 0 6 8 100
Asymmetric Realized Volatility Risk 0 0 0 84 0 4 11 108
Asymmetric effects and long memory in the volatility of Dow Jones stocks 0 0 0 160 0 8 14 477
Modeling and predicting the CBOE market volatility index 0 1 3 552 2 10 25 1,642
Modeling and predicting the CBOE market volatility index 0 1 1 91 1 5 17 291
REALIZED VOLATILITY RISK 0 0 0 80 0 5 12 211
Realized Volatility Risk 0 0 0 62 0 5 14 148
Realized Volatility Risk 0 0 0 68 0 11 19 167
Realized Volatility Risk 0 0 0 90 2 6 15 131
Realized volatility risk 0 0 0 48 0 3 16 78
Total Working Papers 0 2 4 1,272 5 63 151 3,353


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 1 10 16 142
Asymmetric effects and long memory in the volatility of Dow Jones stocks 0 0 0 31 1 14 21 160
Modeling and predicting the CBOE market volatility index 1 1 4 89 2 9 23 320
Monte Carlo option pricing with asymmetric realized volatility dynamics 0 0 0 8 1 12 14 86
The Analysis of Stochastic Volatility in the Presence of Daily Realized Measures 0 0 0 32 1 5 11 139
Total Journal Articles 1 1 4 186 6 50 85 847


Statistics updated 2026-04-09