Browsing by Author Lin, Edward M H

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  
Showing results 1 to 8 of 8
Issue DateTitleAuthor(s)Citation
2016Bayesian Assessment of Dynamic Quantile ForecastsGerlach, Richard; Chen, Cathy W S; Lin, Edward M H; Business AnalyticsBayesian Assessment of Dynamic Quantile Forecasts, Journal of Forecasting, vol.35, 8, 2016,pp 751-764
2016Bayesian estimation and inference for log-ACD modelsGerlach, Richard; Peiris, Mahatelge Shelton; Lin, Edward M H; Business Analytics; Mathematics & StatisticsBayesian estimation and inference for log-ACD models, Computational Statistics, vol.31, 1, 2016,pp 25-48
2008Bayesian Estimation for Parsimonious Threshold Autoregressive Models in RGerlach, Richard; Chen, Cathy W S; Lin, Edward M H; Liu, Feng Chi; Business AnalyticsBayesian Estimation for Parsimonious Threshold Autoregressive Models in R, R News, vol.8, 1, 2008,pp 26-33
2014Bayesian estimation of smoothly mixing time-varying parameter GARCH modelsGerlach, Richard; Chen, Cathy W S; Lin, Edward M H; Business AnalyticsBayesian estimation of smoothly mixing time-varying parameter GARCH models, Computational Statistics and Data Analysis, vol.76, n/a, 2014,pp 194-209
2012Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial CrisisGerlach, Richard; Chen, Cathy W S; Lee, W.C.W.; Lin, Edward M H; Business AnalyticsBayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis, Journal of Forecasting, vol.31, 8, 2012,pp 661-687
2012Forecasting volatility with asymmetric smooth transition dynamic range modelsGerlach, Richard; Chen, Cathy W S; Lin, Edward M H; Business AnalyticsForecasting volatility with asymmetric smooth transition dynamic range models, International Journal of Forecasting, vol.28, 2, 2012,pp 384-399
2008Volatility Forecasting using Threshold Heteroskedastic Models of the Intra-day RangeGerlach, Richard; Chen, Cathy W S; Lin, Edward M H; Business AnalyticsVolatility Forecasting using Threshold Heteroskedastic Models of the Intra-day Range, Computational Statistics and Data Analysis, vol.52, 6, 2008,pp 2990-3010
2014(Undefined)Choy, Sai Tsang Boris; Chen, Cathy W S; Lin, Edward M H; Business AnalyticsBivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations, Quantitative Finance, vol.14, 7, 2014,pp 1297-1313