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 9 17 2,863
Improving value-at-risk estimates by combining kernel estimation 0 0 0 0 0 6 12 47
Stock price reactions to derivatives information in the FRY-9c reports 0 0 0 0 1 5 7 25
Total Working Papers 0 0 0 1,264 2 20 36 2,935


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 3 4 48
An Analysis of the Risk in Discretely Rebalanced Option Hedges and Delta-Based Techniques 1 1 1 27 1 8 10 83
An Introduction to Austrian Economics, by Thomas C. Taylor 0 0 0 8 0 3 3 41
Interday variations in volume, variance and participation of large speculators 0 0 0 92 1 6 11 282
OPEN INTEREST AND CONSENSUS AMONG INVESTORS 0 0 0 1 1 3 8 22
OPEN INTEREST IN STOCK-OPTIONS AROUND QUARTERLY EARNINGS ANNOUNCEMENTS 0 0 0 10 0 4 7 25
The statistical properties of parameters inferred from the black-scholes formula 0 0 0 44 0 4 8 141
Unbiased estimation of the Black/Scholes formula 0 0 1 111 1 6 11 274
Total Journal Articles 1 1 2 303 4 37 62 916


Statistics updated 2026-04-09