ProfessorRichard Gerlach

Parametric and Semi-Parametric Financial Tail Risk Forecastging Incorporating High Frequency Realized Measures

Deep learning based time series modeling and financial forecasting

Getting Dirty with Data? Think Big @Usyd

Financial duration analysis for risk management

The Implications for Greying Australia of International Property Market Interlinkages

Bayesian Inference for Flexible Parametric Multivariate Econometric modelling

State and local goverment fiscal sustainability in the Australian states: - stylised facts and Co- Integrating Vector Error Correction Modelling

Methodological and empirical advances in financial analysis

Bayesian quantile inference and financial Value at Risk forecasting

Semi-Parametric and nonlinear modeling of financial time series and electricity spot prices incorpor

2 week research visit to Professor Cathy Chen at Feng Chia University, Taiwan

1 week research 'visit' to Professor Cathy Chen at Feng Chia University, Taiwan

ARC Centre of Excellence at University of Newcastle