Access Statistics for Thomas Walther

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
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 7 17 110 110 15 36 196 196
Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting 0 4 35 35 1 6 18 18
Modeling and forecasting commodity market volatility with long-term economic and financial variables 1 4 19 19 2 7 29 29
Total Working Papers 8 25 164 164 18 49 243 243


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance 0 1 1 1 2 4 4 4
Contingent convertible bonds and their impact on risk-taking of managers 0 0 5 24 0 1 20 79
Fast fractional differencing in modeling long memory of conditional variance for high-frequency data 0 0 1 1 0 1 12 16
Oil price volatility forecast with mixture memory GARCH 0 2 3 10 1 6 25 64
True or spurious long memory in European non-EMU currencies 1 2 4 7 1 4 10 20
Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH 1 1 3 3 3 9 25 25
Total Journal Articles 2 6 17 46 7 25 96 208


Statistics updated 2018-12-03