Edward M. H. Lin

Available identifiers

Publication	Date of Publication	Type
A bootstrap test for threshold effects in a diffusion process	2024-09-02	Paper
Bayesian estimation of smoothly mixing time-varying parameter GARCH models	2018-11-23	Paper
Systemic risk, financial markets, and performance of financial institutions	2018-10-31	Paper
Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis	2018-10-11	Paper
Doubly constrained factor models with applications	2016-10-26	Paper
Bayesian estimation and inference for log-ACD models	2016-08-04	Paper
A Bayesian Perspective on Mixed GARCH Models with Jumps	2015-10-09	Paper
Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations	2015-04-08	Paper
Inference of Seasonal Long‐memory Time Series with Measurement Error	2015-03-09	Paper
Volatility forecasting using threshold heteroskedastic models of the intra-day range	2009-06-12	Paper

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