Terms
Co-authors
Related authors
Research data
Click on the author name for her/his data, if available
List of co-authors associated with the respective author. The font size represents the frequency of co-authorship.
Click on a term to reduce result list
The result list below will be reduced to the selected search terms. The terms are generated from the titles, abstracts and STW thesaurus of publications by the respective author.
Koopman, Siem Jan Allen, David E. McAleer, Michael Lucas, André Medeiros, Marcelo C. Barbosa, Ana Luiza Neves de Holanda Fiuza, Eduardo P. S. Asano, Seki Kohn, Robert Fernandes, Marcelo Li, Mengheng All co-authors models volatility volatilität realized returns income risk
Composed monte carlo simulation stochastischer prozess stochastic process forecasting model state space model state space minimum income space models driven models non gaussian time varying observation driven income programs time series analysis asymmetric realized numerically accelerated accelerated importance nonlinear non gaussian state parameter driven variation measures
Single
INCLUDE
EXCLUDE b
In addition, you can search in EconBiz.de Search EconBiz
Related articles HBS
Clear
Match by: author Name author GND exclude author
RD
Sort by: Relevance Year ↓ Year ↑
Records: 10 25 100 All
Citations loading...
The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Marcel Scharth Dr. Alternative spellings: Marcel Scharth Figueiredo Pinto Marcel Figueiredo Pinto Marcel Pinto Marcel Scharth Figueiredo Pinto Marcel Scharth Figueiredo Pinto Marcelo Scharth Figueiredo Pinto B: 1982 Rio de Janeiro
Affiliations University of Sydney. Faculty of Economics Australian School of Business
Q133636817
Publishing years Series Discussion paper / Tinbergen Institute (6) Working paper (2) School of Accounting, Finance and Economics & FEMARC working paper series (2) Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia (2) Discussion paper (1) Tinbergen Institute research series (1) Texto para discussão / Instituto de Pesquisa Econômica Aplicada (1) 
The result list below will be reduced to the selected search terms. The terms are generated from the titles, abstracts and STW thesaurus of publications by the respective author.
