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 3 1,255 1 1 19 2,794
Improving value-at-risk estimates by combining kernel estimation 0 0 0 0 0 0 4 19
Stock price reactions to derivatives information in the FRY-9c reports 0 0 0 0 0 0 1 13
Total Working Papers 0 0 3 1,255 1 1 24 2,826


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 0 0 2 41
An Analysis of the Risk in Discretely Rebalanced Option Hedges and Delta-Based Techniques 0 0 1 18 0 0 5 59
An Introduction to Austrian Economics, by Thomas C. Taylor 0 0 0 7 0 0 0 32
Interday variations in volume, variance and participation of large speculators 0 0 1 91 0 0 5 264
OPEN INTEREST AND CONSENSUS AMONG INVESTORS 0 0 1 1 0 1 3 6
OPEN INTEREST IN STOCK-OPTIONS AROUND QUARTERLY EARNINGS ANNOUNCEMENTS 0 0 1 3 0 0 1 5
The statistical properties of parameters inferred from the black-scholes formula 0 0 2 43 0 0 5 125
Unbiased estimation of the Black/Scholes formula 0 1 4 107 0 1 9 252
Total Journal Articles 0 1 10 280 0 2 30 784


Statistics updated 2020-09-04