Details about Barry Schachter
Access statistics for papers by Barry Schachter.
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- IMPROVING VALUE-AT-RISK ESTIMATES BY COMBINING KERNEL ESTIMATION WITH HISTORICAL SIMULATION
Finance, University Library of Munich, Germany View citations (6)
- Improving value-at-risk estimates by combining kernel estimation
Proceedings, Federal Reserve Bank of Chicago View citations (2)
- Stock price reactions to derivatives information in the FRY-9c reports
Proceedings, Federal Reserve Bank of Chicago
- An Introduction to Austrian Economics, by Thomas C. Taylor
Quantitative Finance, 2012, 12, (7), 1011-1012
- Interday variations in volume, variance and participation of large speculators
Journal of Banking & Finance, 1997, 21, (6), 797-810 View citations (22)
- The statistical properties of parameters inferred from the black-scholes formula
International Review of Financial Analysis, 1996, 5, (3), 223-235
- An Analysis of the Risk in Discretely Rebalanced Option Hedges and Delta-Based Techniques
Management Science, 1994, 40, (6), 798-808 View citations (5)
- OPEN INTEREST IN STOCK-OPTIONS AROUND QUARTERLY EARNINGS ANNOUNCEMENTS
Journal of Accounting Research, 1988, 26, (2), 353-372 View citations (7)
- A Note on the Welfare Consequences of New Option Markets
Journal of Finance, 1986, 41, (1), 263-67 View citations (1)
- Unbiased estimation of the Black/Scholes formula
Journal of Financial Economics, 1986, 15, (3), 341-357 View citations (14)
- OPEN INTEREST AND CONSENSUS AMONG INVESTORS
Journal of Accounting Research, 1985, 23, (2), 907-910
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