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 10 42 93 93 21 77 160 160
Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting 1 31 31 31 5 12 12 12
Modeling and forecasting commodity market volatility with long-term economic and financial variables 0 2 15 15 1 5 22 22
Total Working Papers 11 75 139 139 27 94 194 194


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Contingent convertible bonds and their impact on risk-taking of managers 0 0 6 24 2 5 22 78
Fast fractional differencing in modeling long memory of conditional variance for high-frequency data 0 0 1 1 1 3 15 15
Oil price volatility forecast with mixture memory GARCH 0 0 1 8 3 8 21 58
True or spurious long memory in European non-EMU currencies 0 0 4 5 0 0 10 16
Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH 0 1 2 2 3 9 16 16
Total Journal Articles 0 1 14 40 9 25 84 183


Statistics updated 2018-09-04