Publication Search Results
Exact matches for:
- Author = Gerlach R
1.
Yatigammana R, Peiris MS, Gerlach R, Allen DE
Rasika Yatigammana, Shelton Peiris, Richard Gerlach and David Edmund Allen:
Modelling and Forecasting Stock Price Movements with Serially Dependent Determinants,
Computational Methods for Risk Management in Economics and Finance,
Risks,
MDPI,
Switzerland,
(2020),
22 pages.
ISBN 978-3-03928-499-3.
2.
Abolghasemi M, Beh E, Tarr G, Gerlach R
Mahdi Abolghasemi, Eric Beh, Garth Tarr and Richard Gerlach:
Demand forecasting in supply chain: the impact of demand volatility in the presence of promotion,
Computers & Industrial Engineering,
142
(2020),
no. 106380,
1–12.
3.
Yatigammana RP, Chan JSK, Gerlach R
R P Yatigammana, J S K Chan and R H Gerlach:
Forecasting trade durations via ACD models with mixture distributions,
Quantitative Finance,
19
(2019),
no. 12,
2051–2067.
MR4029351
4.
Yatigammana R, Peiris MS, Gerlach R, Allen DE
Rasika Yatigammana, Shelton Peiris, Richard Gerlach and David Edmund Allen:
Modelling and Forecasting Stock Price Movements with Serially Dependent Determinants,
Risks,
6
(2018),
no. 52,
22 pages.
5.
Gerlach R, Peiris MS, Lin EMH
Richard Gerlach, Shelton Peiris, Edward M H Lin:
Bayesian estimation and inference for log-ACD models,
Computational Statistics,
31
(2016),
no. 1,
25–48.
MR3481795
6.
Ng KH, Peiris MS, Gerlach R
K.H. Ng, Shelton Peiris, Richard Gerlach:
Estimation and forecasting with logarithmic autoregressive conditional duration models: A comparative study with an application,
Expert Systems with Applications,
41
(2014),
no. 7,
3323–3332.
7.
Chen CWS, Chan JSK, Gerlach R, Hsieh WYL
Cathy W S Chen, Jennifer S K Chan, Richard Gerlach, William Y L Hsieh:
A comparison of estimators for regression models with change points,
Statistics and Computing,
21
(2011),
no. 3,
395–414.
| Number of matches: 7 |