Gerlach Richard

Richard Gerlach

Information about the author Richard Gerlach will soon be added to the site.
Found 2 papers in total
Bayesian Assessment of Dynamic Quantile Forecasts
2016
Bayesian methods for assessing the accuracy of dynamic financial...
Forecasting volatility with asymmetric smooth transition dynamic range models
2012
We propose a nonlinear smooth transition conditional autoregressive range (CARR) model...
Papers per page: