Browsing byAuthorGerlach, R
Showing results 1 to 7 of 7
| Issue Date | Title | Author(s) |
| 2015-01-01 | Analyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixtures | Wichitaksorn, N; Wang, JJJ; Choy, STB; Gerlach, R |
| 2006-01 | A Bayesian model averaging approach to enhance value investment | Bird, R; Gerlach, R |
| 2002 | Bayesian variable selection in logistic regression: predicting company earnings direction | Gerlach, R; Bird, R; Hall, AD |
| 2009-01 | Equity and fixed income markets as drivers of securitised real estate | Cheong, C; Gerlach, R; Stevenson, S; Wilson, PJ; Zurbruegg, R |
| 2003-01 | Potential diversification benefits in the presence of unknown structural breaks: an Australian case study | Wilson, PJ; Gerlach, R; Zurbruegg, R |
| 2001-01 | The Prediction of Earnings Movements Using Accounting Data: An Update & Extension of Ou and Penman | Bird, R; Gerlach, R; Hall, AD |
| 2006-01 | Structural breaks and diversification: The impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate markets | Gerlach, R; Wilson, PJ; Zurbruegg, R |
