Browsing All of EconStor by Author Scharth, Marcel
Showing results 1 to 8 of 8
| Year of Publication | Title | Author(s) |
| 2006 | Asymmetric effects and long memory in the volatility of Dow Jones stocks | Scharth, Marcel; Medeiros, Marcelo C. |
| 2007 | Modeling and predicting the CBOE market volatility index | Fernandes, Marcelo; Medeiros, Marcelo C.; Scharth, Marcel |
| 2011 | The Analysis of Stochastic Volatility in the Presence of Daily Realised Measures | Koopman, Siem Jan; Scharth, Marcel |
| 2011 | Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models | Koopman, Siem Jan; Lucas, Andre; Scharth, Marcel |
| 2012 | Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models | Koopman, Siem Jan; Lucas, Andre; Scharth, Marcel |
| 2013 | Realized Volatility Risk | Allen, David E.; McAleer, Michael; Scharth, Marcel |
| 2014 | Asymmetric realized volatility risk | Allen, David E.; McAleer, Michael; Scharth, Marcel |
| 2015 | Distributional effects of optimal commodity taxes combined with minimum income programs in Brazil | Neves de Holanda Barbosa, Ana Luiza; Fiuza, Eduardo P. S.; Scharth, Marcel; Asano, Seki |
