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Potential diversification benefits in the presence of unknown structural breaks : an Australian case study
Wilson, Patrick James; Gerlach, Richard; Zurbruegg, Ralf - In: Australian economic papers 42 (2003) 4, pp. 442-453
Persistent link: https://www.econbiz.de/10001863887
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Semi-parametric financial risk forecasting incorporating multiple realized measures
Peiris, Rangika; Wang, Chao; Gerlach, Richard; … - In: Quantitative finance 24 (2024) 12, pp. 1823-1837
Persistent link: https://www.econbiz.de/10015196974
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Equity and fixed income markets as drivers of securitised real estate
Cheong, Chee Seng; Gerlach, Richard; Stevenson, Simon; … - In: Review of financial economics : RFE 18 (2009) 2, pp. 103-111
Persistent link: https://www.econbiz.de/10003901003
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Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
Naimoli, Antonio; Gerlach, Richard; Storti, Giuseppe - In: Economic modelling 107 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013367470