logo
科言猫学术研究的AI总结
language
手机端手机端
  • Phone Feature微信小程序
简体中文简体中文
notice消息通知
博客博客
delete
arrow
返回
R

Richard Gerlach

University of Sydney

29H指数
162论文数
2.4K被引数
收录论文 17
发表时间
logo
On the Certainty of an Inductive Inference: The Binomial Case
errSTATISTICAL SCIENCE
IF3.4
err2024-05-01
err0
PREAI
errTuyl, Frank; Gerlach, Richard; Mengersen, Kerrie
err分享
err收藏
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
errJOURNAL OF FORECASTING
IF2.7
err2023-09-06
err1
errOAAI
errWang, Chao; Gerlach, Richard
err分享
err收藏
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
errECONOMIC MODELLING
IF4.7
err2022-02-01
err7
PREAI
errNaimoli, Antonio; Gerlach, Richard; Storti, Giuseppe
err分享
err收藏
A survey of the application of graph-based approaches in stock market analysis and prediction
errINTERNATIONAL JOURNAL OF DATA SCIENCE AND ANALYTICS
IF2.8
err2022-01-17
err26
errOAAI
errSaha, Suman; Gao, Junbin; Gerlach, Richard
err分享
err收藏
Stock Ranking Prediction Using List-Wise Approach and Node Embedding Technique
errIEEE ACCESS
IF3.6
err2021-01-01
err11
errOAAI
errSaha, Suman; Gao, Junbin; Gerlach, Richard
err分享
err收藏
Demand forecasting in supply chain: The impact of demand volatility in the presence of promotion供应链中的需求预测: 促销存在下需求波动的影响
errCOMPUTERS & INDUSTRIAL ENGINEERING
IF6.5
err2020-04-01
err63
errOAAI
errAbolghasemi, Mahdi; Beh, Eric; Tarr, Garth; Gerlach, Richard
err分享
err收藏
Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2020-04-01
err22
errOAAI
errGerlach, Richard; Wang, Chao
err分享
err收藏
Variational Bayes for assessment of dynamic quantile forecasts用于动态分位数预测评估的变分贝叶斯
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2016-10-01
err1
PREAI
errGerlach, Richard; Abeywardana, Sachin
err分享
err收藏
Bayesian Assessment of Dynamic Quantile Forecasts
errJOURNAL OF FORECASTING
IF2.7
err2016-03-21
err3
PREAI
errGerlach, Richard; Chen, Cathy W. S.; Lin, Edward M. H.
err分享
err收藏
Estimation and forecasting with logarithmic autoregressive conditional duration models: A comparative study with an application
errEXPERT SYSTEMS WITH APPLICATIONS
IF7.5
err2014-06-01
err10
PREAI
errNg, K. H.; Peiris, Shelton; Gerlach, Richard
err分享
err收藏
The two-sided Weibull distribution and forecasting financial tail risk
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2013-10-01
err39
PREAI
errChen, Qian; Gerlach, Richard H.
err分享
err收藏
Exponentially Smoothing the Skewed Laplace Distribution for Value-at-Risk Forecasting
errJOURNAL OF FORECASTING
IF2.7
err2013-06-25
err32
PREAI
errGerlach, Richard; Lu, Zudi; Huang, Hai
err分享
err收藏
Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2012-07-01
err47
errOAAI
errChen, Cathy W. S.; Gerlach, Richard; Hwang, Bruce B. K.; McAleer, Michael
err分享
err收藏
Forecasting volatility with asymmetric smooth transition dynamic range models
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2012-04-01
err25
PREAI
errLin, Edward M. H.; Chen, Cathy W. S.; Gerlach, Richard
err分享
err收藏
Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis
errJOURNAL OF FORECASTING
IF2.7
err2011-05-26
err40
PREAI
errChen, Cathy W. S.; Gerlach, Richard; Lin, Edward M. H.; Lee, W. C. W.
err分享
err收藏
Modelling exchange-traded barrier options traded in the Australian options market
errACCOUNTING AND FINANCE
IF2.6
err2006-11-16
err0
PREAI
errEaston, Steve; Gerlach, Richard
err分享
err收藏
MCMC methods for comparing stochastic volatility and GARCH models
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2006-01-01
err23
PREAI
errGerlach, R; Tuyl, F
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
K
Kerrie Mengersen
H 指数: 72 · 论文数: 1.0K
M
Michael McAleer
H 指数: 64 · 论文数: 1.0K
Junbin Gao 封面图
Junbin Gao (Junbin Gao)
H 指数: 51 · 论文数: 662
Z
Zudi Lu
H 指数: 31 · 论文数: 153
C
Cathy W. S. Chen
H 指数: 31 · 论文数: 177
查看更多