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Details about Barry Schachter

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Homepage:http://www.barryschachter.com/

Access statistics for papers by Barry Schachter.

Last updated 2019-01-06. Update your information in the RePEc Author Service.

Short-id: psc41


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Working Papers

1996

  1. IMPROVING VALUE-AT-RISK ESTIMATES BY COMBINING KERNEL ESTIMATION WITH HISTORICAL SIMULATION
    Finance, University Library of Munich, Germany Downloads View citations (6)
  2. Improving value-at-risk estimates by combining kernel estimation
    Proceedings, Federal Reserve Bank of Chicago View citations (2)

1995

  1. Stock price reactions to derivatives information in the FRY-9c reports
    Proceedings, Federal Reserve Bank of Chicago

Journal Articles

2012

  1. An Introduction to Austrian Economics, by Thomas C. Taylor
    Quantitative Finance, 2012, 12, (7), 1011-1012 Downloads

1997

  1. Interday variations in volume, variance and participation of large speculators
    Journal of Banking & Finance, 1997, 21, (6), 797-810 Downloads View citations (22)

1996

  1. The statistical properties of parameters inferred from the black-scholes formula
    International Review of Financial Analysis, 1996, 5, (3), 223-235 Downloads

1994

  1. An Analysis of the Risk in Discretely Rebalanced Option Hedges and Delta-Based Techniques
    Management Science, 1994, 40, (6), 798-808 Downloads View citations (5)

1988

  1. OPEN INTEREST IN STOCK-OPTIONS AROUND QUARTERLY EARNINGS ANNOUNCEMENTS
    Journal of Accounting Research, 1988, 26, (2), 353-372 Downloads View citations (7)

1986

  1. A Note on the Welfare Consequences of New Option Markets
    Journal of Finance, 1986, 41, (1), 263-67 Downloads View citations (1)
  2. Unbiased estimation of the Black/Scholes formula
    Journal of Financial Economics, 1986, 15, (3), 341-357 Downloads View citations (14)

1985

  1. OPEN INTEREST AND CONSENSUS AMONG INVESTORS
    Journal of Accounting Research, 1985, 23, (2), 907-910 Downloads
 
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