Access Statistics for Barry Schachter

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
IMPROVING VALUE-AT-RISK ESTIMATES BY COMBINING KERNEL ESTIMATION WITH HISTORICAL SIMULATION 0 0 0 1,264 5 12 22 2,868
Improving value-at-risk estimates by combining kernel estimation 0 0 0 0 2 5 14 49
Stock price reactions to derivatives information in the FRY-9c reports 0 0 0 0 2 4 9 27
Total Working Papers 0 0 0 1,264 9 21 45 2,944


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on the Welfare Consequences of New Option Markets 0 0 0 10 1 1 5 49
An Analysis of the Risk in Discretely Rebalanced Option Hedges and Delta-Based Techniques 0 1 1 27 1 2 11 84
An Introduction to Austrian Economics, by Thomas C. Taylor 0 0 0 8 3 4 6 44
Interday variations in volume, variance and participation of large speculators 0 0 0 92 3 5 13 285
OPEN INTEREST AND CONSENSUS AMONG INVESTORS 0 0 0 1 2 3 10 24
OPEN INTEREST IN STOCK-OPTIONS AROUND QUARTERLY EARNINGS ANNOUNCEMENTS 0 0 0 10 1 2 8 26
The statistical properties of parameters inferred from the black-scholes formula 0 0 0 44 2 4 10 143
Unbiased estimation of the Black/Scholes formula 0 0 1 111 0 2 11 274
Total Journal Articles 0 1 2 303 13 23 74 929


Statistics updated 2026-05-06