Edward M. H. Lin

Publication Activity (10 Years)

Years Active: 2008-2024
Publications (10 Years): 3

Top Topics

Diffusion Process

Financial Institutions

Top Venues

Ann. Oper. Res.

Comput. Stat. Data Anal.

Publications

Heiko Rachinger, Edward M. H. Lin, Henghsiu Tsai
A bootstrap test for threshold effects in a diffusion process. Comput. Stat. 39 (5) (2024)
Edward M. H. Lin, Edward W. Sun, Min-Teh Yu
Systemic risk, financial markets, and performance of financial institutions. Ann. Oper. Res. 262 (2) (2018)
Richard Gerlach, Shelton Peiris, Edward M. H. Lin
Bayesian estimation and inference for log-ACD models. Comput. Stat. 31 (1) (2016)
Cathy W. S. Chen, Richard Gerlach, Edward M. H. Lin
Bayesian estimation of smoothly mixing time-varying parameter GARCH models. Comput. Stat. Data Anal. 76 (2014)
Cathy W. S. Chen, Richard Gerlach, Edward M. H. Lin
Volatility forecasting using threshold heteroskedastic models of the intra-day range. Comput. Stat. Data Anal. 52 (6) (2008)