Barry Schachter
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Barry |
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Schachter |
Identifer
Contact
Affiliations
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Groupe EDHEC (École de Hautes Études Commerciales du Nord)
/ EDHEC-Risk
Research profile
author of:
- A Note on the Welfare Consequences of New Option Markets (RePEc:bla:jfinan:v:41:y:1986:i:1:p:263-67)
by Schachter, Barry - Open Interest And Consensus Among Investors (RePEc:bla:joares:v:23:y:1985:i:2:p:907-910)
by Schachter, B - Open Interest In Stock-Options Around Quarterly Earnings Announcements (RePEc:bla:joares:v:26:y:1988:i:2:p:353-372)
by Schachter, B - The statistical properties of parameters inferred from the black-scholes formula (RePEc:eee:finana:v:5:y:1996:i:3:p:223-235)
by Butler, J. S. & Schachter, Barry - Interday variations in volume, variance and participation of large speculators (RePEc:eee:jbfina:v:21:y:1997:i:6:p:797-810)
by Chang, Eric C. & Michael Pinegar, J. & Schachter, Barry - Unbiased estimation of the Black/Scholes formula (RePEc:eee:jfinec:v:15:y:1986:i:3:p:341-357)
by Butler, J. S. & Schachter, Barry - Stock price reactions to derivatives information in the FRY-9c reports (RePEc:fip:fedhpr:472)
by Laura E. Kodres & Barry Schachter & P. C. Venkatesh - Improving value-at-risk estimates by combining kernel estimation (RePEc:fip:fedhpr:513)
by J. S. Butler & Barry Schachter - An Analysis of the Risk in Discretely Rebalanced Option Hedges and Delta-Based Techniques (RePEc:inm:ormnsc:v:40:y:1994:i:6:p:798-808)
by Russell P. Robins & Barry Schachter - An Introduction to Austrian Economics, by Thomas C. Taylor (RePEc:taf:quantf:v:12:y:2012:i:7:p:1011-1012)
by Barry Schachter - Improving Value-At-Risk Estimates By Combining Kernel Estimation With Historical Simulation (RePEc:wpa:wuwpfi:9605001)
by J. S. Butler & Barry Schachter