Concepedia

Marcel Scharth

MS

Statistics

Publications

10

Citations

331

H-Index

10

Active since

2009

Affiliations

The University of Sydney(Current)

UNSW Sydney

Tinbergen Institute

Aarhus University

Australian Institute of Business

Marcel Scharth is an author at The University of Sydney specializing in statistics, engineering, and statistical inference.

Top concepts

Publications per year

2009–2020

10

Publications

10

The Analysis of Stochastic Volatility in the Presence of Daily Realized Measures

Siem Jan Koopman, Marcel Scharth · Journal of Financial Econometrics · 2012 · 79 citations

Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State-Space Models

Siem Jan Koopman, André Lucas, Marcel Scharth · Journal of Business and Economic Statistics · 2014 · 50 citations

, , +9

Importance Sampling Squared for Bayesian Inference in Latent Variable Models

Minh‐Ngoc Tran, Marcel Scharth, M. Pitt et al. · SSRN Electronic Journal · 2014 · 45 citations · Full text

Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models

Siem Jan Koopman, André Lucas, Marcel Scharth · SSRN Electronic Journal · 2012 · 44 citations · Full text

Modeling and predicting the CBOE market volatility index

Marcelo Fernandes, Marcelo C. Medeiros, Marcel Scharth · Journal of Banking & Finance · 2013 · 40 citations · Full text

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