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 2 3 12 2,856
Improving value-at-risk estimates by combining kernel estimation 0 0 0 0 3 7 10 44
Stock price reactions to derivatives information in the FRY-9c reports 0 0 0 0 3 3 6 23
Total Working Papers 0 0 0 1,264 8 13 28 2,923


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 3 4 4 48
An Analysis of the Risk in Discretely Rebalanced Option Hedges and Delta-Based Techniques 0 0 0 26 7 9 9 82
An Introduction to Austrian Economics, by Thomas C. Taylor 0 0 0 8 2 2 2 40
Interday variations in volume, variance and participation of large speculators 0 0 0 92 4 6 10 280
OPEN INTEREST AND CONSENSUS AMONG INVESTORS 0 0 0 1 2 6 8 21
OPEN INTEREST IN STOCK-OPTIONS AROUND QUARTERLY EARNINGS ANNOUNCEMENTS 0 0 0 10 3 5 6 24
The statistical properties of parameters inferred from the black-scholes formula 0 0 0 44 2 3 6 139
Unbiased estimation of the Black/Scholes formula 0 0 1 111 4 8 9 272
Total Journal Articles 0 0 1 302 27 43 54 906


Statistics updated 2026-02-12