Author/Creator: Gerlach, Richard - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Gerlach, Richard

1. Semi-parametric Bayesian tail risk forecasting incorporating realized measures of volatility. Issue 2 (1st February 2017)

Authors:: Gerlach, Richard; Walpole, Declan; Wang, Chao
Journal:: Quantitative finance
Issue:: Volume 17:Issue 2(2017)
Page Start:: 199
Record Type:: Journal Article
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2. Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals. (24th September 2018)

Authors:: Wichitaksorn, Nuttanan; Gerlach, Richard; Choy, S.T. Boris
Other Names:: Pievatolo Antonio guestEditor.; Insua David Rios guestEditor.; Wilson Simon guestEditor.
Journal:: Applied stochastic models in business and industry
Issue:: Volume 35:Number 3(2019)
Page Start:: 808
Record Type:: Journal Article
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3. Demand forecasting in supply chain: The impact of demand volatility in the presence of promotion. (April 2020)

Authors:: Abolghasemi, Mahdi; Beh, Eric; Tarr, Garth; Gerlach, Richard
Journal:: Computers & industrial engineering
Issue:: Volume 142(2020)
Page Start:
Record Type:: Journal Article
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4. Analysis of a stochastic distributed delay epidemic model with relapse and Gamma distribution kernel. (April 2020)

Authors:: Caraballo, Tomás; Fatini, Mohamed El; Khalifi, Mohamed El; Gerlach, Richard; Pettersson, Roger
Journal:: Chaos, solitons and fractals
Issue:: Volume 133(2020)
Page Start:
Record Type:: Journal Article
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5. Manifold Optimization-Assisted Gaussian Variational Approximation. Issue 4 (2nd October 2021)

Authors:: Zhou, Bingxin; Gao, Junbin; Tran, Minh-Ngoc; Gerlach, Richard
Journal:: Journal of computational and graphical statistics
Issue:: Volume 30:Issue 4(2021)
Page Start:: 946
Record Type:: Journal Article
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6. Bayesian Semi-Parametric Realized Conditional Autoregressive Expectile Models for Tail Risk Forecasting. (27th May 2020)

Authors:: Gerlach, Richard; Wang, Chao
Journal:: Journal of financial econometrics
Issue:: Volume 20:Number 1(2022)
Page Start:: 105
Record Type:: Journal Article
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7. Semi-parametric expected shortfall forecasting in financial markets. Issue 6 (13th April 2017)

Authors:: Gerlach, Richard; Chen, Cathy W. S.
Journal:: Journal of statistical computation and simulation
Issue:: Volume 87:Issue 6(2017)
Page Start:: 1084
Record Type:: Journal Article
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8. Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution. Issue 6 (3rd June 2019)

Authors:: Wang, Chao; Chen, Qian; Gerlach, Richard
Journal:: Quantitative finance
Issue:: Volume 19:Issue 6(2019)
Page Start:: 1017
Record Type:: Journal Article
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9. Time-varying parameters realized GARCH models for tracking attenuation bias in volatility dynamics. Issue 11 (1st November 2020)

Authors:: Gerlach, Richard; Naimoli, Antonio; Storti, Giuseppe
Journal:: Quantitative finance
Issue:: Volume 20:Issue 11(2020)
Page Start:: 1849
Record Type:: Journal Article
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10. Consensus priors for multinomial and binomial ratios. (1st October 2016)

Authors:: Tuyl, Frank; Gerlach, Richard; Mengersen, Kerrie
Journal:: Journal of statistical theory and practice
Issue:: Volume 10:Number 4(2016)
Page Start:: 736
Record Type:: Journal Article
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