Edward M. H. Lin

According to our database, Edward M. H. Lin authored at least 5 papers between 2008 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

A bootstrap test for threshold effects in a diffusion process.

Heiko Rachinger, Edward M. H. Lin, Henghsiu Tsai

Comput. Stat., July, 2024

2018

Systemic risk, financial markets, and performance of financial institutions.

Edward M. H. Lin, Edward W. Sun, Min-Teh Yu

Ann. Oper. Res., 2018

2016

Bayesian estimation and inference for log-ACD models.

Richard Gerlach, Shelton Peiris, Edward M. H. Lin

Comput. Stat., 2016

2014

Bayesian estimation of smoothly mixing time-varying parameter GARCH models.

Cathy W. S. Chen, Richard Gerlach, Edward M. H. Lin

Comput. Stat. Data Anal., 2014

2008

Volatility forecasting using threshold heteroskedastic models of the intra-day range.

Cathy W. S. Chen, Richard Gerlach, Edward M. H. Lin

Comput. Stat. Data Anal., 2008