Marcel Scharth

18 papers and 459 indexed citations i.

About

Marcel Scharth has authored 18 papers that have received a total of 459 indexed citations. This includes 15 papers in Finance, 9 papers in Economics and Econometrics and 7 papers in Statistics and Probability. The topics of these papers are Financial Risk and Volatility Modeling (15 papers), Stochastic processes and financial applications (6 papers) and Market Dynamics and Volatility (6 papers). Marcel Scharth is often cited by papers focused on Financial Risk and Volatility Modeling (15 papers), Stochastic processes and financial applications (6 papers) and Market Dynamics and Volatility (6 papers) and collaborates with scholars based in Australia, The Netherlands and Denmark. Marcel Scharth's co-authors include Siem Jan Koopman, André Lucas, Robert Kohn, Minh‐Ngoc Tran and M. Pitt and has published in prestigious journals such as The Review of Economics and Statistics, Journal of Econometrics and Journal of Banking & Finance

In The Last Decade

Rankless by CCL
2025