Browsing by Author Scharth, Marcel

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Issue DateTitleAuthor(s)Citation
2014Asymmetric Realized Volatility RiskAllen, David; McAleer, Michael; Scharth, Marcel; Mathematics & StatisticsAsymmetric Realized Volatility Risk, Journal of Risk and Financial Management, vol.7, 2, 2014,pp 80-109
2016Particle efficient importance samplingScharth, Marcel; Kohn, Robert; Business AnalyticsParticle efficient importance sampling, Journal of Econometrics, vol.190, 1, 2016,pp 133-147