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Browsing byAuthorGerlach, R

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