Concepedia
Statistics
Publications
64
Citations
2.1K
H-Index
28
Active since
1999
Affiliations
The University of Sydney(Current)
Feng Chia University
University of Technology Sydney
University of Newcastle Australia
The University of Adelaide
Richard Gerlach is an author at The University of Sydney specializing in finance, business, and financial economics.
Publications per year
1999–2023
Efficient Bayesian Inference for Dynamic Mixture Models
Richard Gerlach, Chris Carter, Robert Kohn · Journal of the American Statistical Association · 2000 · 156 citations
Computing, Biostatistics, Statistical Modeling +16
Bayesian Time-Varying Quantile Forecasting for Value-at-Risk in Financial Markets
Richard Gerlach, Cathy W. S. Chen, Nancy Y. C. Chan · Journal of Business and Economic Statistics · 2010 · 122 citations
Business, Finance, Risk Management +17
Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distribution
Qian Chen, Richard Gerlach, Zudi Lu · Computational Statistics & Data Analysis · 2010 · 90 citations
Business, Economics, Finance +16
Structural breaks and diversification: The impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate markets
Richard Gerlach, Patrick Wilson, Ralf Zurbruegg · Journal of International Money and Finance · 2006 · 88 citations
Business, Economics, Finance +13
A Comparison of Bayes–Laplace, Jeffreys, and Other Priors
Frank Tuyl, Richard Gerlach, Kerrie Mengersen · The American Statistician · 2008 · 73 citations
Computing, Biostatistics, Bayesian Biostatistics +12
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