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 1 2 20 2,870
Improving value-at-risk estimates by combining kernel estimation 0 0 0 0 0 0 13 49
Stock price reactions to derivatives information in the FRY-9c reports 0 0 0 0 0 0 8 27
Total Working Papers 0 0 0 1,264 1 2 41 2,946


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 1 6 50
An Analysis of the Risk in Discretely Rebalanced Option Hedges and Delta-Based Techniques 0 0 1 27 0 0 12 85
An Introduction to Austrian Economics, by Thomas C. Taylor 0 0 0 8 1 3 29 67
Interday variations in volume, variance and participation of large speculators 0 0 0 92 0 1 15 287
OPEN INTEREST AND CONSENSUS AMONG INVESTORS 0 0 0 1 1 2 12 26
OPEN INTEREST IN STOCK-OPTIONS AROUND QUARTERLY EARNINGS ANNOUNCEMENTS 0 0 0 10 0 1 8 27
The statistical properties of parameters inferred from the black-scholes formula 0 0 0 44 0 0 9 145
Unbiased estimation of the Black/Scholes formula 0 0 1 111 0 0 11 274
Total Journal Articles 0 0 2 303 2 8 102 961


Statistics updated 2026-10-11