E-LIB Suche - Ergebnisse für: Gerlach, Richard

1

A Bayesian realized threshold measurement GARCH framework f..:

Wang, Chao ; Gerlach, Richard
Journal of Forecasting. 43 (2023) 1 - p. 40-57 , 2023

Link: https://doi.org/10.1002/..

2

A semi-parametric conditional autoregressive joint value-at..:

Wang, Chao ; Gerlach, Richard ; Chen, Qian
Quantitative Finance. 23 (2023) 2 - p. 309-334 , 2023

Link: https://doi.org/10.1080/..

3

Capturing Measurement Error Bias in Volatility Forecasting ..:

, In: Models for Data Analysis; Springer Proceedings in Mathematics & Statistics,

Gerlach, Richard ; Naimoli, Antonio ; Storti, Giuseppe - p. 141-159 , 2023

Link: https://doi.org/10.1007/..

4

Improving the accuracy of tail risk forecasting models by c..:

Naimoli, Antonio ; Gerlach, Richard ; Storti, Giuseppe
Economic Modelling. 107 (2022) - p. 105701 , 2022

Link: https://doi.org/10.1016/..

5

A survey of the application of graph-based approaches in st..:

Saha, Suman ; Gao, Junbin ; Gerlach, Richard
International Journal of Data Science and Analytics. 14 (2022) 1 - p. 1-15 , 2022

Link: https://doi.org/10.1007/..

6

Stock Ranking Prediction Using List-Wise Approach and Node ..:

Saha, Suman ; Gao, Junbin ; Gerlach, Richard
IEEE Access. 9 (2021) - p. 88981-88996 , 2021

Link: https://doi.org/10.1109/..

7

Bayesian forecast of the basic reproduction number during t..:

El Fatini, Mohamed ; El Khalifi, Mohamed ; Gerlach, Richard.
Mathematical Population Studies. 28 (2021) 4 - p. 228-242 , 2021

Link: https://doi.org/10.1080/..

8

Manifold Optimization-Assisted Gaussian Variational Approxi..:

Zhou, Bingxin ; Gao, Junbin ; Tran, Minh-Ngoc.
Journal of Computational and Graphical Statistics. 30 (2021) 4 - p. 946-957 , 2021

Link: https://doi.org/10.1080/..

9

Time-varying parameters realized GARCH models for tracking ..:

Gerlach, Richard ; Naimoli, Antonio ; Storti, Giuseppe
Quantitative Finance. 20 (2020) 11 - p. 1849-1878 , 2020

Link: https://doi.org/10.1080/..

10

Bayesian Semi-Parametric Realized Conditional Autoregressiv..:

Gerlach, Richard ; Wang, Chao
Journal of Financial Econometrics. 20 (2020) 1 - p. 105-138 , 2020

Link: https://doi.org/10.1093/..

11

Demand forecasting in supply chain: The impact of demand vo..:

Abolghasemi, Mahdi ; Beh, Eric ; Tarr, Garth.
Computers & Industrial Engineering. 142 (2020) - p. 106380 , 2020

Link: https://doi.org/10.1016/..

12

Semi-parametric dynamic asymmetric Laplace models for tail ..:

Gerlach, Richard ; Wang, Chao
International Journal of Forecasting. 36 (2020) 2 - p. 489-506 , 2020

Link: https://doi.org/10.1016/..

13

Analysis of a stochastic distributed delay epidemic model w..:

Caraballo, Tomás ; Fatini, Mohamed El ; Khalifi, Mohamed El..
Chaos, Solitons & Fractals. 133 (2020) - p. 109643 , 2020

Link: https://doi.org/10.1016/..

14

Mixed interval realized variance: A robust estimator of sto..:

Sutton, Maxwell ; Vasnev, Andrey L. ; Gerlach, Richard
Econometrics and Statistics. 11 (2019) - p. 43-62 , 2019

Link: https://doi.org/10.1016/..

15

Stationary distribution and threshold dynamics of a stochas..:

El Fatini, Mohamed ; El Khalifi, Mohamed ; Gerlach, Richard..
Physica A: Statistical Mechanics and its Applications. 534 (2019) - p. 120696 , 2019

Link: https://doi.org/10.1016/..