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 0 1 3 97
Asymmetric Realized Volatility Risk 0 0 0 37 0 1 1 92
Asymmetric effects and long memory in the volatility of Dow Jones stocks 0 0 0 160 1 1 2 464
Modeling and predicting the CBOE market volatility index 0 1 3 549 2 8 13 1,619
Modeling and predicting the CBOE market volatility index 0 0 0 90 0 0 2 274
REALIZED VOLATILITY RISK 0 0 0 80 0 1 2 199
Realized Volatility Risk 0 0 0 68 0 2 4 148
Realized Volatility Risk 0 0 0 62 0 1 4 134
Realized Volatility Risk 0 0 0 90 0 1 2 116
Realized volatility risk 0 0 0 48 0 1 2 62
Total Working Papers 0 1 3 1,268 3 17 35 3,205


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 2 3 126
Asymmetric effects and long memory in the volatility of Dow Jones stocks 0 0 1 31 0 2 5 139
Modeling and predicting the CBOE market volatility index 0 0 1 85 2 3 17 299
Monte Carlo option pricing with asymmetric realized volatility dynamics 0 0 0 8 0 1 2 72
The Analysis of Stochastic Volatility in the Presence of Daily Realized Measures 0 0 1 32 0 1 3 128
Total Journal Articles 0 0 3 182 2 9 30 764


Statistics updated 2025-05-12