Richard Gerlach

Statistics and Probability · 2000–2014

A researcher in the Science corpus: 6 papers; trusts 24 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 28 citations into it; #3,942 of 12,932 by trust here, #4,253 by citations
• Finance — 18 citations into it; #4,092 of 10,518 by trust here, #7,920 by citations
• Artificial Intelligence — 14 citations into it; #22,169 of 35,345 by trust here, #22,463 by citations
• Economics and Econometrics — 12 citations into it; #8,865 of 23,481 by trust here, #19,308 by citations

Whom Richard Gerlach trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Robert F. Engle
2. Tim Bollerslev
3. Chris Brooks
4. Efthymios G. Tsionas
5. Ruey S. Tsay
6. T. Lancaster
7. Jeremy Berkowitz
8. Cathy W. S. Chen
9. Mike K. P. So
10. John Geweke

Who trusts Richard Gerlach overall

1. M. Nieto
2. Pierre Perron
3. Paolo Giordani
4. Ayoub Ammy-Driss
5. Mauro Bernardi
6. Pilar Abad
7. Esther Ruiz
8. Robert Kohn
9. Jean Hausser
10. Tatsuma Wada

Papers from Richard Gerlach's perspective

Ordered by how strongly the researchers Richard Gerlach trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. The stationary bootstrap
3. Bayesian quantile regression
4. THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS
5. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
6. Value at Risk: The New Benchmark for Managing Financial Risk
7. Order-Based Dependent Dirichlet Processes
8. A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate
9. Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t‐distribution
10. Bayesian quantile inference

Their papers

• Efficient Bayesian Inference for Dynamic Mixture Models (2000) — 166 citations
• A Comparison of Bayes–Laplace, Jeffreys, and Other Priors (2008) — 66 citations
• Bayesian Time-Varying Quantile Forecasting for Value-at-Risk in Financial Markets (2011) — 131 citations
• The Two-sided Weibull Distribution and Forecasting Financial Tail Risk (2013) — 58 citations
• A generalized class of skew distributions and associated robust quantile regression models (2014) — 57 citations
• Posterior predictive arguments in favor of the Bayes-Laplace prior as the consensus prior for binomial and multinomial parameters (2009) — 50 citations