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Disambiguation of "Gerlach, Richard"

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Comparison of nonnested asymmetric heteroskedastic models

, , and . Computational Statistics & Data Analysis, 51 (4): 2164--2178 (Dec 15, 2006)

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Richard Gerlach

Rudolf Gerlach

Irmgard Gerlach

Joachim Gerlach

Ute Gerlach

 

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The asymmetric reactions of mean and volatility of stock returns to domestic and international information based on a four-regime double-threshold GARCH model, , , and . Physica A: Statistical Mechanics and its Applications, (Jul 1, 2006)Structural breaks and diversification: The impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate markets, , and . Journal of International Money and Finance, 25 (6): 974--991 (October 2006)MCMC methods for comparing stochastic volatility and GARCH models, and . International Journal of Forecasting, 22 (1): 91--107 (00 2006)Comparison of nonnested asymmetric heteroskedastic models, , and . Computational Statistics & Data Analysis, 51 (4): 2164--2178 (Dec 15, 2006)Diagnostics for Time Series Analysis, , and . Journal of Time Series Analysis, 20 (3): 309--330 (121 05 1999)doi: 10.1111/1467-9892.00139.Volatility forecasting using threshold heteroskedastic models of the intra-day range, , and . Computational Statistics & Data Analysis, 52 (6): 2990--3010 (Feb 20, 2008)Stock Movement Prediction on Ex-Dividend Day Using Event Specific Features and Machine Learning Techniques., , and . IJCNN, page 1-10. IEEE, (2021)Bayesian sample size determination for case-control studies with misclassification., and . Comput. Stat. Data Anal., 51 (6): 2982-2992 (2007)Asymmetric responses of international stock markets to trading volume, , , and . Physica A: Statistical Mechanics and its Applications, 360 (2): 422--444 (Feb 1, 2006)