Edward M. H. Lin

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Forecasting and backtesting gradient allocations of expected shortfall Insurance Mathematics & Economics	2025-10-23	Paper
A bootstrap test for threshold effects in a diffusion process Computational Statistics	2024-09-02	Paper
Bayesian estimation of smoothly mixing time-varying parameter GARCH models Computational Statistics and Data Analysis	2018-11-23	Paper
Systemic risk, financial markets, and performance of financial institutions Annals of Operations Research	2018-10-31	Paper
Bayesian forecasting for financial risk management, pre and post the global financial crisis Journal of Forecasting	2018-10-11	Paper
Doubly constrained factor models with applications Statistica Sinica	2016-10-26	Paper
Bayesian estimation and inference for log-ACD models Computational Statistics	2016-08-04	Paper
A Bayesian perspective on mixed GARCH models with jumps Uncertainty Analysis in Econometrics with Applications	2015-10-09	Paper
Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations Quantitative Finance	2015-04-08	Paper
Inference of Seasonal Long‐memory Time Series with Measurement Error Scandinavian Journal of Statistics	2015-03-09	Paper
Volatility forecasting using threshold heteroskedastic models of the intra-day range Computational Statistics and Data Analysis	2009-06-12	Paper

Research outcomes over time

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