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Richard Gerlach — most-cited papers & profile · Time Series
← authors
·
overview
Richard Gerlach
6
papers ·
9
citations ·
29
h-index
The University of Sydney
Google Scholar ↗
Semantic Scholar ↗
OpenAlex ↗
Most-cited papers
A Semi-parametric Realized Joint Value-at-Risk and Expected Shortfall Regression Framework
2018 · 6 citations
A Bayesian Long Short-Term Memory Model for Value at Risk and Expected Shortfall Joint Forecasting
2020 · 2 citations
Demand forecasting in supply chain: The impact of demand volatility in the presence of promotion
2019 · 1 citations
Global Neural Networks and The Data Scaling Effect in Financial Time Series Forecasting
2023
Bayesian Nonparametric Adaptive Spectral Density Estimation for Financial Time Series
2019
Autoencoder Enhanced Realised GARCH on Volatility Forecasting
2024
Top co-authors
Chao Wang
· 1
Chao Wang
· 1
Chao Wang
· 1
Chao Wang
· 1
Chen Liu
· 1
Eric Beh
· 1
Garth Tarr
· 1
Giuseppe Storti
· 1
Junbin Gao
· 1
Lingxiang Zhang
· 1
Mahdi Abolghasemi
· 1
Minh-Ngoc Tran
· 1
Topics
Domain — Finance
Probabilistic
econ.EM
stat.AP