Richard Gerlach

Richard Gerlach

University of Sydney - Sydney / Australia
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 129839
person_outline Richard Gerlach's MOST POPULAR ARTICLES
1-) Efficient Bayesian inference for dynamic mixture modelsR Gerlach, C Carter, R KohnJournal of the American Statistical Association 95 (451), 819-828, 20002002000
2-) Demand forecasting in supply chain: The impact of demand volatility in the presence of promotionM Abolghasemi, E Beh, G Tarr, R GerlachComputers & Industrial Engineering 142, 106380, 20201642020
3-) Bayesian time-varying quantile forecasting for value-at-risk in financial marketsRH Gerlach, CWS Chen, NYC ChanJournal of business & economic statistics 29 (4), 481-492, 20111592011
4-) Structural breaks and diversification: the impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate marketsR Gerlach, P Wilson, R ZurbrueggJournal of International Money and Finance 25 (6), 974-991, 20061222006
5-) Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distributionQ Chen, R Gerlach, Z LuComputational Statistics & Data Analysis 56 (11), 3498-3516, 20121122012