| Modeling and predicting the CBOE market volatility index M Fernandes, MC Medeiros, M Scharth Journal of Banking & Finance 40, 1-10, 2014 | 310 | 2014 |
| Predicting time-varying parameters with parameter-driven and observation-driven models SJ Koopman, A Lucas, M Scharth Review of Economics and Statistics 98 (1), 97-110, 2016 | 178 | 2016 |
| The analysis of stochastic volatility in the presence of daily realized measures SJ Koopman, M Scharth Journal of Financial Econometrics 11 (1), 76-115, 2012 | 96 | 2012 |
| Asymmetric effects and long memory in the volatility of Dow Jones stocks M Scharth, MC Medeiros International Journal of Forecasting 25 (2), 304-327, 2009 | 94 | 2009 |
| Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models SJ Koopman, A Lucas, M Scharth Journal of Business & Economic Statistics 33 (1), 114-127, 2015 | 68 | 2015 |
| Importance sampling squared for Bayesian inference in latent variable models MN Tran, M Scharth, MK Pitt, R Kohn arXiv preprint arXiv:1309.3339, 2013 | 54 | 2013 |
| Particle efficient importance sampling M Scharth, R Kohn Journal of Econometrics 190 (1), 133-147, 2016 | 49 | 2016 |
| Robustly estimating the marginal likelihood for cognitive models via importance sampling MN Tran, M Scharth, D Gunawan, R Kohn, SD Brown, GE Hawkins Behavior Research Methods 53, 1148-1165, 2021 | 15 | 2021 |
| Leverage, asymmetry, and heavy tails in the high-dimensional factor stochastic volatility model M Li, M Scharth Journal of Business & Economic Statistics 40 (1), 285-301, 2022 | 10 | 2022 |
| Realized volatility risk DE Allen, M McAleer, M Scharth Available at SSRN 1520797, 2009 | 8 | 2009 |
| On the existence of moments for high dimensional importance sampling MK Pitt, MN Tran, M Scharth, R Kohn arXiv preprint arXiv:1307.7975, 2013 | 6 | 2013 |
| Essays on Monte Carlo methods for state space models M Scharth Vrije Universiteit, 2012 | 6 | 2012 |
| Realized volatility uncertainty DE Allen, M McAleer, M Scharth Edith Cowan University, 2008 | 5 | 2008 |
| Markov Interacting Importance Samplers EF Mendes, M Scharth, R Kohn arXiv preprint arXiv:1502.07039, 2015 | 3 | 2015 |
| Modeling And Predicting The Cboe Market Volatility Index. Queen Mary, University of London M FERNANDES, MC Medeiros, M Scharth Working Paper, 2006 | 2 | 2006 |
| Distributional effects of optimal commodity taxes combined with minimum income programs in Brazil AL Neves de Holanda Barbosa, EPS Fiuza, M Scharth, S Asano Discussion Paper, 2015 | | 2015 |
| Distributional effects of optimal commodity taxes combined with minimum income programs in Brazil ALNH Barbosa, EPS Fiuza, M Scharth, S Asano IPEA Discussion Paper, 2003 | | 2003 |
| Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic volatility model–Supplementary appendix M Li, M Scharth | | |
| Distributional Effects of Optimal Commodity Taxes with Minimum Income Programs: micro-simulations for Brazil ALNH Barbosa, EPS Fiuza, M Scharth, S Asano (No Title), 0 | | |
