| Demand forecasting in supply chain: The impact of demand volatility in the presence of promotion M Abolghasemi, E Beh, G Tarr, R Gerlach Computers & Industrial Engineering 142, 106380, 2020 | 294 | 2020 |
| Efficient Bayesian inference for dynamic mixture models R Gerlach, C Carter, R Kohn Journal of the American Statistical Association 95 (451), 819-828, 2000 | 226 | 2000 |
| Bayesian time-varying quantile forecasting for value-at-risk in financial markets RH Gerlach, CWS Chen, NYC Chan Journal of business & economic statistics 29 (4), 481-492, 2011 | 179 | 2011 |
| Structural breaks and diversification: the impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate markets R Gerlach, P Wilson, R Zurbruegg Journal of International Money and Finance 25 (6), 974-991, 2006 | 123 | 2006 |
| Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distribution Q Chen, R Gerlach, Z Lu Computational Statistics & Data Analysis 56 (11), 3498-3516, 2012 | 121 | 2012 |
| A comparison of Bayes–Laplace, Jeffreys, and other priors: the case of zero events F Tuyl, R Gerlach, K Mengersen The American Statistician 62 (1), 40-44, 2008 | 115 | 2008 |
| Bayesian forecasting for financial risk management, pre and post the global financial crisis CWS Chen, R Gerlach, EMH Lin, WCW Lee Journal of Forecasting 31 (8), 661-687, 2012 | 112 | 2012 |
| Optimal dynamic hedging via copula-threshold-GARCH models YH Lai, CWS Chen, R Gerlach Mathematics and Computers in Simulation 79 (8), 2609-2624, 2009 | 89 | 2009 |
| Forecasting value-at-risk using nonlinear regression quantiles and the intra-day range CWS Chen, R Gerlach, BBK Hwang, M McAleer International Journal of Forecasting 28 (3), 557-574, 2012 | 88 | 2012 |
| A comparison of estimators for regression models with change points CWS Chen, JSK Chan, R Gerlach, WYL Hsieh Statistics and Computing 21 (3), 395-414, 2011 | 81 | 2011 |
| Volatility forecasting using threshold heteroskedastic models of the intra-day range CWS Chen, R Gerlach, EMH Lin Computational Statistics & Data Analysis 52 (6), 2990-3010, 2008 | 78 | 2008 |
| The australian eeg database M Hunter, RLL Smith, W Hyslop, OA Rosso, R Gerlach, JAP Rostas, ... Clinical EEG and neuroscience 36 (2), 76-81, 2005 | 77 | 2005 |
| The two-sided Weibull distribution and forecasting financial tail risk Q Chen, RH Gerlach International Journal of Forecasting 29 (4), 527-540, 2013 | 73 | 2013 |
| Posterior predictive arguments in favor of the Bayes-Laplace prior as the consensus prior for binomial and multinomial parameters R Gerlach, K Mengersen, F Tuyl | 72 | 2009 |
| A survey of the application of graph-based approaches in stock market analysis and prediction S Saha, J Gao, R Gerlach International Journal of Data Science and Analytics 14 (1), 1-15, 2022 | 70 | 2022 |
| A generalized class of skew distributions and associated robust quantile regression models N Wichitaksorn, STB Choy, R Gerlach Canadian Journal of Statistics 42 (4), 579-596, 2014 | 69 | 2014 |
| Diagnostics for time series analysis R Gerlach, C Carter, R Kohn Journal of Time Series Analysis 20 (3), 309-330, 1999 | 69 | 1999 |
| Exponentially smoothing the skewed Laplace distribution for value‐at‐risk forecasting R Gerlach, Z Lu, H Huang Journal of Forecasting 32 (6), 534-550, 2013 | 65* | 2013 |
| Forecasting risk via realized GARCH, incorporating the realized range R Gerlach, C Wang Quantitative Finance 16 (4), 501-511, 2016 | 62 | 2016 |
| Bayesian inference and model comparison for asymmetric smooth transition heteroskedastic models R Gerlach, CWS Chen Statistics and Computing 18 (4), 391-408, 2008 | 57 | 2008 |
Cathy W. S. ChenChair Professor, Feng Chia University, TaiwanVerified email at mail.fcu.edu.tw
