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Registered author: Marcel Scharth
Particle efficient importance sampling,
Marcel Scharth and Robert Kohn,
in Journal of Econometrics
(2016)
Keywords: Bayesian inference; Particle filters; Particle marginal Metropolis–Hastings; Sequential Monte Carlo; Stochastic volatility;
Asymmetric effects and long memory in the volatility of Dow Jones stocks,
Marcel Scharth and Marcelo Medeiros,
in International Journal of Forecasting
(2009)
Keywords: Realized volatility Long memory Asymmetric effects Regime switching Regression trees Smooth transition Forecasting Empirical finance
Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model,
Mengheng Li and Marcel Scharth,
in Journal of Business & Economic Statistics
(2022)
Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic volatility model,
Mengheng Li and Marcel Scharth,
from Economics Discipline Group, UTS Business School, University of Technology, Sydney
(2018)
Keywords: Generalised hyperbolic skew Student�s t-distribution; Metropolis-Hastings algorithm; Importance sampling; Particle filter; Particle Gibbs; State space model; Time-varying covariance matrix; Factor model
Asymmetric effects and long memory in the volatility of Dow Jones stocks,
Marcel Scharth and Marcelo Medeiros,
from Department of Economics PUC-Rio (Brazil)
(2006)
Keywords: Realized volatility, long memory, nonlinear models, asymmetric effects, regime switching, regression trees, smooth transition, value-at-risk, forecasting, empirical finance.
Asymmetric Realized Volatility Risk,
David Allen, Michael McAleer and Marcel Scharth,
in JRFM
(2014)
Keywords: realized volatility; volatility of volatility; volatility risk; value-at-risk; forecasting; conditional heteroskedasticity
Realized Volatility Risk,
David Allen, Michael McAleer and Marcel Scharth,
from University of Canterbury, Department of Economics and Finance
(2010)
Keywords: Realized volatility; volatility of volatility; volatility risk; value-at-risk; forecasting; conditional heteroskedasticity
Asymmetric Realized Volatility Risk,
David Allen, Michael McAleer and Marcel Scharth,
from University of Canterbury, Department of Economics and Finance
(2014)
Keywords: Realized volatility, volatility of volatility, volatility risk, value-at-risk, forecasting, conditional heteroskedasticity
Monte Carlo option pricing with asymmetric realized volatility dynamics,
David Allen, Michael McAleer and Marcel Scharth,
in Mathematics and Computers in Simulation (MATCOM)
(2011)
Keywords: Realized volatility; Option pricing; Volatility of volatility; Leverage effects;
The Analysis of Stochastic Volatility in the Presence of Daily Realized Measures,
Siem Jan Koopman and Marcel Scharth,
in Journal of Financial Econometrics
(2012)
Modeling and predicting the CBOE market volatility index,
Marcelo Fernandes, Marcelo Medeiros and Marcel Scharth,
from FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil)
(2013)
Modeling and predicting the CBOE market volatility index,
Marcelo Fernandes, Marcelo Medeiros and Marcel Scharth,
in Journal of Banking & Finance
(2014)
Keywords: Heterogeneous autoregression; Implied volatility; Neural networks; VIX;
Realized Volatility Risk,
David Allen, Michael McAleer and Marcel Scharth,
from Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo
(2010)
The Analysis of Stochastic Volatility in the Presence of Daily Realised Measures,
Siem Jan Koopman and Marcel Scharth,
from Tinbergen Institute
(2011)
Keywords: Kalman filter, leverage, realised volatility, simulated maximum likelihood
Realized Volatility Risk,
David Allen, Michael McAleer and Marcel Scharth,
from Tinbergen Institute
(2013)
Keywords: Realized volatility, volatility of volatility, volatility risk, value-at-risk, forecasting,
Asymmetric Realized Volatility Risk,
David Allen, Michael McAleer and Marcel Scharth,
from Tinbergen Institute
(2014)
Keywords: Realized volatility, volatility of volatility, volatility risk, value-at-risk, forecasting, conditional heteroskedasticity
REALIZED VOLATILITY RISK,
David Allen, Michael McAleer and Marcel Scharth,
from Kyoto University, Institute of Economic Research
(2010)
Keywords: Realized volatility, volatility of volatility, volatility risk, value-at-risk, forecasting, conditional heteroskedasticity.
Realized Volatility Risk,
David Allen, Michael McAleer and Marcel Scharth,
from CIRJE, Faculty of Economics, University of Tokyo
(2009)
Modeling and predicting the CBOE market volatility index,
Marcelo Fernandes, Marcelo Medeiros and Marcel Scharth,
from Department of Economics PUC-Rio (Brazil)
(2007)
Keywords: heterogeneous autoregression, implied volatility, smooth transition, VIX.
Realized volatility risk,
David Allen, Michael McAleer and Marcel Scharth,
from Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
(2013)
Keywords: Realized volatility, Volatility of volatility, Volatility risk, Value-at-risk, Forecasting, Conditional heteroskedasticity.
Asymmetric Realized Volatility Risk,
David Allen, Michael McAleer and Marcel Scharth,
from Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
(2014)
Keywords: Realized volatility; Volatility of volatility; Volatility risk; Value-at-risk; Forecasting; Conditional heteroskedasticity.
Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State-Space Models,
Siem Jan Koopman, Andre Lucas and Marcel Scharth,
in Journal of Business & Economic Statistics
(2015)
Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models,
Siem Jan Koopman, Andre Lucas and Marcel Scharth,
in The Review of Economics and Statistics
(2016)
Distributional Effects of Optimal Commodity Taxes Combined with Minimum Income Programs in Brazil,
Ana Barbosa, Eduardo Fiuza, Marcel Scharth and Seki Asano,
from Instituto de Pesquisa Econômica Aplicada - IPEA
(2015)
Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models,
Siem Jan Koopman, Andre Lucas and Marcel Scharth,
from Tinbergen Institute
(2012)
Keywords: State space models, importance sampling, simulated maximum likelihood, stochastic volatility, stochastic copula, stochastic conditional duration
Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models,
Siem Jan Koopman, Andre Lucas and Marcel Scharth,
from Tinbergen Institute
(2012)
Keywords: Generalised autoregressive score model, Importance sampling, Model confidence set, Nonlinear state space model, Weibull-gamma mixture
The implications of the accession to the European Union upon taxation in Romania,
Marcel Dracea,
in Annals of University of Craiova - Economic Sciences Series
(2008)
Keywords: tax policy, acquis communautaire, tax revenues.
The Bellman equation for power utility maximization with semimartingales,
Marcel Nutz,
from arXiv.org
(2012)
Power Utility Maximization in Constrained Exponential L\'evy Models,
Marcel Nutz,
from arXiv.org
(2010)
Risk Aversion Asymptotics for Power Utility Maximization,
Marcel Nutz,
from arXiv.org
(2010)
Random G-expectations,
Marcel Nutz,
from arXiv.org
(2013)
Causes of Tax Evasion and How to Reduce It,
Marcel Suvelea,
in Hyperion Economic Journal
(2014)
Keywords: tax evasion, fiscal fraud, state budget and public finance
Legal and Illegal Tax Evasion,
Marcel Suvelea,
in Hyperion Economic Journal
(2013)
Keywords: tax evasion, fiscal fraud, mechanisms of the tax evasion
Multicriterion Analysis Under Uncertainty: The Approach of Outranking Synthesis,
J.M. Marcel,
from Laval - Faculte des sciences de administration
(1998)
Keywords: DECISION MAKING
Les nouvelles structures de la chimie française,
Marcel Bohy,
in Revue d'Économie Industrielle
(1985)
Vers un monde de méfiance ?,
Marcel Gauchet,
in Revue d'Économie Financière
(1991)
Les recherches d'ethnographie en milieu rural,
Marcel Maget,
in Économie rurale
(1954)
La mise en œuvre d'une SAFER: le cas du Languedoc-Roussillon,
Marcel Granier,
in Économie rurale
(1965)
Les attitudes des agriculteurs des Combrailles à l'égard de la modernisation agricole: contribution à une typologie des agriculteurs,
Marcel Jollivet,
in Économie rurale
(1966)
Le développement local, mode ou mouvement.social ?,
Marcel Jollivet,
in Économie rurale
(1985)
Agriculture et environnement: réflexions sociologiques,
Marcel Jollivet,
in Économie rurale
(1992)
Jean Vercherand Un siècle de syndicalisme agricole La vie locale et nationale à travers le cas du département de la Loire,
Marloie Marcel,
in Économie rurale
(1997)
La Méditerranée et le monde méditerranéen à l'époque de Philippe II,
Marcel Bataillon,
in Revue Économique
(1950)
Wright (Quincy) - Problems of Stability and Progress in International Relations,
Merle Marcel,
in Revue Économique
(1955)
Tunc (André et Suzanne) - Le Système constitutionnel des Etats-Unis d'Amérique. Tome II, Le Système constitutionnel actuel,
Merle Marcel,
in Revue Économique
(1956)
Smellie (K.B.) - The British Way of Life,
Merle Marcel,
in Revue Économique
(1957)
Turner (Henry A.) - Politics in the United States, Readings Political Parties and Pressure Groups,
Merle Marcel,
in Revue Économique
(1957)
Akzin (Benjamin) - New States and International Organizations. Préface de Jean Meynaud,
Merle Marcel,
in Revue Économique
(1957)
Lavergne (Bernard) - Le socialisme coopératif. Exposé des faits et doctrine,
Merle Marcel,
in Revue Économique
(1957)
Evans (Frank Bowen) ed. -World Wide Communist Propaganda Activities,
Merle Marcel,
in Revue Économique
(1957)
Barnes (Harry Elmer) ed. - Perpetual War for Perpetual Peace,
Merle Marcel,
in Revue Économique
(1957)
Les Relations internationales de l'Allemagne occidentale, sous la direction d'Alfred Grosser,
Merle Marcel,
in Revue Économique
(1957)
Raymond de Martini (Rev.) - The Right of Nations to Expand by Conquest,
Merle Marcel,
in Revue Économique
(1958)
Robinson (Edgar Eugene) - The Roosevelt Leadership,
Merle Marcel,
in Revue Économique
(1958)
Le banquier et le nouveau régime de contrôle du crédit institué en décembre 1984,
Marcel Rist,
in Revue de l'OFCE
(1985)
Henderson (James H.), Quandt (Richard E.) - Microeconomic theory: a mathematical approach,
Capet Marcel,
in Revue Économique
(1961)
Pour un bilan de la sociologie du travail en France,
Marcel David,
in Revue Économique
(1963)
Liebhafsky (H.H.) - The nature of price theory,
Capet Marcel,
in Revue Économique
(1965)
Granick (David)- Les entreprises européennes. Par qui et comment sont-elles dirigées,
Capet Marcel,
in Revue Économique
(1965)
Backman (Jules) - Competition in the chemical industry manufacturing,
Capet Marcel,
in Revue Économique
(1965)
Lasserre (Georges) - L'entreprise socialiste en Yougoslavie,
Capet Marcel,
in Revue Économique
(1965)
Les incidences de la participation des salariés aux bénéfices de l'entreprise, ou les raisons de son peu d'extension,
Marcel Capet,
in Revue Économique
(1966)
Mattesich (R.) - Simulation of the firm through a budget computer program,
Capet Marcel,
in Revue Économique
(1966)
Thrusters and Sleepers, A study of attitudes industrial management,
Capet Marcel,
in Revue Économique
(1967)
Wedervang (F.) - Development of a population of industrial firms,
Capet Marcel,
in Revue Économique
(1967)
Samuelson (Paul Anthony) - Les fondements de l'analyse économique. Traduction annotée de G.Gaudot,
Capet Marcel,
in Revue Économique
(1967)
Drucker (Peter F.) - Bien connaître votre affaire et réussir,
Capet Marcel,
in Revue Économique
(1967)
Lesourne (J.) - Du bon usage de l'étude économique dans l'entreprise,
Capet Marcel,
in Revue Économique
(1967)
Dantzig (George B.) - Lineare Programmierung und Erweiterungen. Traduit par Arno Jaeger,
Capet Marcel,
in Revue Économique
(1967)
Lassegue (Pierre) - Comptabilité de l'entreprise,
Capet Marcel,
in Revue Économique
(1967)
Lloyd (Cliff) - Microeconom analysis,
Capet Marcel,
in Revue Économique
(1968)
Tiffon (Georges) - Le charbon,
Capet Marcel,
in Revue Économique
(1968)
Note sur la somme des cash flows comme indicateur des bénéfices actualisés,
Marcel Capet,
in Revue Économique
(1969)
Varii Auctores - La réforme de la T.V.A,
Capet Marcel,
in Revue Économique
(1969)
Hooge (L. d') - Numerieke behandeling van kettingreacties,
Capet Marcel,
in Revue Économique
(1972)
Au XIXe siècle: industrialisation linéaire ou industrialisation par bonds ?,
Marcel Gillet,
in Revue Économique
(1972)
Nutrition et planification,
Marcel Autret,
in Revue Tiers Monde
(1973)
Endettement et crise du modèle agricole brésilien,
Marcel Bursztyn,
in Revue Tiers Monde
(1984)
Réfugiés des campagnes, exclus des villes: un défi pour les politiques sociales menées au Brésil,
Marcel Bursztyn,
in Revue Tiers Monde
(2001)
Duroselle (Jean-Baptiste) et divers auteurs - Les Frontières européennes de l'U.R.S.S,
Merle Marcel,
in Revue Économique
(1959)
Fischer (Georges) - Energie atomique et les Etats-Unis. Préface de Marcel Sibert,
Merle Marcel,
in Revue Économique
(1959)
Branchenspezialisierung und Marktkonzentration auf dem Abschlussprüfungsmarkt von kommunalen Unternehmen,
Marcel Haak,
in ZögU - Zeitschrift für öffentliche und gemeinwirtschaftliche Unternehmen
(2017)
Reflections on European Union's Opening Process to the Regional and Global Scale,
Marcel Moldoveanu,
in Romanian Economic Business Review
(2006)
Keywords: European Union, world evolution, globalization, regionalization
Comparative Analysis of the Government of Moldova and Georgia's Management of the Education Sector. The Magic Wand or the Achilles Heel?,
Marcel Olari,
in Eastern European Journal for Regional Studies (EEJRS)
(2016)
Keywords: education, General Government Expenditures (GGE), General Government Expenditures on Education (GGEE), competitiveness, EU Association Agreement
A Mean Field Game of Optimal Stopping,
Marcel Nutz,
from arXiv.org
(2017)
What the maturing tech cycle signals for the global economy,
Marcel Tirpák,
in Economic Bulletin Boxes
(2019)
Keywords: business cycle, Global trade
Méthodes utilisées aux Etats-Unis dans le domaine de la planification et du développement des technologies,
Marcel Bayen,
from HAL
(1983)
Entrepreneurship ecosystem facets: the European migrant crisis and public opinion in Slovakia,
Marcel Lincényi,
in Entrepreneurship and Sustainability Issues
(2017)
Keywords: entrepreneurship ecosystem, European migrant crisis, refugee, Slovakia, research, public opinion
INTERNAL AUDITORS - A NEW PROFESSION,
Marcel Ghita,
in Annales Universitatis Apulensis Series Oeconomica
(2006)
Keywords: internal auditors, certifications system, certifying internal auditors.
INTERAKCIA AMERICKÉHO A EURÓPSKEHO SYSTÉMU PODNIKOVEJ KULTÚRY (ON INTERACTIONS BETWEEN AMERICAN AND EUROPEAN SYSTEMS OF CORPORATE CULTURE),
Marcel Kordos,
in Medzinarodne vztahy (Journal of International Relations)
(2015)
Keywords: podniková kultúra, interpersonálne vzťahy, patriotizmus, vnútorná komunikácia firmy, medzinárodné podnikanie
THE SYNERGY OF EU COMPETITION AND INDUSTRY POLICIES WITHIN THE INDUSTRY 4.0 CONCEPT: PARALLELS AND CHALLENGES,
Marcel Kordoš,
in Medzinarodne vztahy (Journal of International Relations)
(2020)
Keywords: competitiveness enhancement, automation and robotics, international economics, social and economic development, technology advance and innovation
Substitution between Young and Old Workers in an Ageing Context,
Marcel Mérette,
from EcoMod
(2007)
Self-Forgery: An Oxymoron Taken Seriously,
Marcel Matley,
in Current Trends On Biostatistics & Biometrics
(2019)
Keywords: Biometrics Open Access Journal, Biostatistics and Biometrics, Biostatistics and Biometrics Open Access Journal, Open Access Journals, biometrics journal, biometrics articles, biometrics journal reference, biometrics journal impact factor, biometrics and biostatistics journal impact factor, journal of biometrics, open access, Lupine publishers, Lupine Publishers Review; SelfForgery; Disguise; Imitate; simulate
“Global Warmingâ€: Myth or Reality?,
Marcel Leroux,
in Energy & Environment
(2003)
Keywords: Greenhouse effect; pollution; global warming; regional evolutions; weather; climate changes; North Atlantic Oscillation (NAO); climatic switch of the 1970s; Mobile Polar Highs (MPHs)
On the Ritt order and type of a certain class of functions defined by B E -Dirichletian elements,
Marcel Berland,
in International Journal of Mathematics and Mathematical Sciences
(1999)
Requirements towards and Discrimination against Agricultural Workers – Evidence from a Discrete Choice Experiment among East German Farms,
Marcel Gerds,
in Agricultural Economics Review
(2012)
Keywords: Agricultural and Food Policy, International Development, International Relations/Trade
CAPRI versus AGLINK-COSIMO: Two partial equilibrium models - Two baseline approaches,
Marcel Adenauer,
from European Association of Agricultural Economists
(2008)
Keywords: Agricultural and Food Policy
Eurobond Issue on International Capital Market: Principles and Challenges,
Marcel Olari,
in CSIE Working Papers
(2020)
Keywords: EUROBOND, debt, international financing, interest rate
Erratum,
Marcel Bilger,
in Health Economics
(2021)