Search


Current filters:

Start a new search
Add filters:

Use filters to refine the search results.


Results 1-10 of 12 (Search time: 0.003 seconds).
Item hits:
Issue DateTitleAuthor(s)Citation
2007Bayesian sample size determination for case-control studies with misclassificationGerlach, Richard; Stamey, James; Operations Management and EconometricsBayesian sample size determination for case-control studies with misclassification, Computational Statistics & Data Analysis, vol.51,(6),2007,pp 2982-2992
2007Dynamic Budgetary Adjustments in the Australian State Government Finance Sector: An Econometric ApproachGerlach, Richard; Sarafidis, Vasilis; Blackburn, Vincent C.; Operations Management and Econometrics; Operations Management and EconometricsDynamic Budgetary Adjustments in the Australian State Government Finance Sector: An Econometric Approach, Journal of Economics and Management, vol.3,(2),2007,pp 125-159
2008Volatility Forecasting using Threshold Heteroskedastic Models of the Intra-day RangeGerlach, Richard; Chen, Cathy W S; Lin, Edward M H; Business AnalyticsVolatility Forecasting using Threshold Heteroskedastic Models of the Intra-day Range, Computational Statistics and Data Analysis, vol.52, 6, 2008,pp 2990-3010
2008A Comparison of Bayes-Laplace, Jeffreys, and Other Priors: The Case of Zero EventsGerlach, Richard; Mengersen, Kerrie; Tuyl, Frank; Business AnalyticsA Comparison of Bayes-Laplace, Jeffreys, and Other Priors: The Case of Zero Events, The American Statistician, vol.62, 1, 2008,pp 40-44
2006A Bayesian Model Averaging Approach to Enhance Value InvestmentGerlach, Richard; Bird, Ron; Operations Management and EconometricsA Bayesian Model Averaging Approach to Enhance Value Investment, International Journal of Business and Economics, vol.5,(2),2006,pp 111-127
2006Asymmetric responses of international stock markets to trading volumeChen, Cathy; Gerlach, Richard; Huang, Ming-Hsiang; Lin, Doris SY; Operations Management and EconometricsAsymmetric responses of international stock markets to trading volume, Physica A-Statistical Mechanics And Its Applications, vol.360,(2),2006,pp 422-444
2007Bayesian model selection for logistic regression with misclassified outcomesGerlach, Richard; Stamey, James; Operations Management and EconometricsBayesian model selection for logistic regression with misclassified outcomes, Statistical Modelling, vol.7,(3),2007,pp 255-273
2006Structural breaks and diversification: The impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate marketsGerlach, Richard; Wilson, Patrick; Zurbruegg, Ralf; Operations Management and EconometricsStructural breaks and diversification: The impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate markets, Journal of International Money and Finance, vol.25,(6),2006,pp 974-991
2006The asymmetric reactions of mean and volatility of stock returns to domestic and international information based on a four-regime double-threshold GARCH modelChen, Cathy; Gerlach, Richard; Lo, H. Jim; Yang, Ming Jing; Operations Management and EconometricsThe asymmetric reactions of mean and volatility of stock returns to domestic and international information based on a four-regime double-threshold GARCH model, Physica A-Statistical Mechanics And Its Applications, vol.366,(N/A),2006,pp 401-418
2008A Bayesian approach to relaxing parameter restrictions in multivariate GARCH modelsGerlach, Richard; Hudson, Brent G.; Business AnalyticsA Bayesian approach to relaxing parameter restrictions in multivariate GARCH models, Test, vol.17, N/A, 2008,pp 606-627