Browsing by Author Gerlach, Richard
Showing results 1 to 7 of 7
| Preview | Issue Date | Title | Author(s) |
| Mar-2011 | Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis | Gerlach, Richard; Chen, Cathy W.S; Lin, Edward M.H.; Lee, Wcw; Discipline of Business Analytics |
| Jan-2012 | Bayesian Semi-parametric Expected Shortfall Forecasting in Financial Markets | Gerlach, Richard; Chen, Cathy W.S; Lin, Liou-Yan; Discipline of Business Analytics |
| Aug-2009 | Bayesian time-varying quantile forecasting for Value-at-Risk in financial markets | Gerlach, Richard; Chen, Cathy W.S.; Chan, Nancy Y. C.; Discipline of Business Analytics |
| Jan-2010 | Estimating Value At Risk | Lu, Zudi; Huang, Hai; Gerlach, Richard; Discipline of Business Analytics |
| Dec-2012 | Multiple Event Incidence and Duration Analysis for Credit Data Incorporating Non-Stochastic Loan Maturity | Vasnev, Andrey; Gerlach, Richard; Watkins, John |
| Nov-2009 | Survival Analysis for Credit Scoring: Incidence and Latency | Watkins, John; Vasnev, Andrey; Gerlach, Richard; Discipline of Business Analytics |
| Jan-2011 | The Two-sided Weibull Distribution and Forecasting Financial Tail Risk | Gerlach, Richard; Chen, Qian; Discipline of Business Analytics |
Showing results 1 to 7 of 7