The following pages link to Edward M. H. Lin (Q736571):
Displayed 9 items.
- Bayesian estimation and inference for log-ACD models (Q736572) (← links)
- Volatility forecasting using threshold heteroskedastic models of the intra-day range (Q1023630) (← links)
- Systemic risk, financial markets, and performance of financial institutions (Q1615812) (← links)
- Bayesian estimation of smoothly mixing time-varying parameter GARCH models (Q1623521) (← links)
- Doubly Constrained Factor Models with Applications (Q2828609) (← links)
- A Bayesian Perspective on Mixed GARCH Models with Jumps (Q2950563) (← links)
- Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis (Q4687293) (← links)
- Inference of Seasonal Long‐memory Time Series with Measurement Error (Q5177955) (← links)
- Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations (Q5245468) (← links)