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Details about Edward Meng Hua Lin

E-mail:
Workplace:Graduate Institute of Finance, National Chao Tung University, (more information at EDIRC)
Institute of Statistical Science, Academia Sinica
College of Business, Feng Chia University, (more information at EDIRC)

Access statistics for papers by Edward Meng Hua Lin.

Last updated 2020-03-24. Update your information in the RePEc Author Service.

Short-id: pli529


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Working Papers

2014

  1. Bayesian Assessment of Dynamic Quantile Forecasts
    Working Papers, University of Sydney Business School, Discipline of Business Analytics Downloads

2011

  1. Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis
    Working Papers, University of Sydney Business School, Discipline of Business Analytics Downloads View citations (8)
    See also Journal Article in Journal of Forecasting (2012)

Journal Articles

2014

  1. Bayesian estimation of smoothly mixing time-varying parameter GARCH models
    Computational Statistics & Data Analysis, 2014, 76, (C), 194-209 Downloads View citations (2)
  2. Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations
    Quantitative Finance, 2014, 14, (7), 1297-1313 Downloads View citations (2)

2012

  1. Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis
    Journal of Forecasting, 2012, 31, (8), 661-687 View citations (16)
    See also Working Paper (2011)
  2. Forecasting volatility with asymmetric smooth transition dynamic range models
    International Journal of Forecasting, 2012, 28, (2), 384-399 Downloads View citations (11)

2009

  1. Volatility forecasting with double Markov switching GARCH models
    Journal of Forecasting, 2009, 28, (8), 681-697 Downloads View citations (18)

2008

  1. Volatility forecasting using threshold heteroskedastic models of the intra-day range
    Computational Statistics & Data Analysis, 2008, 52, (6), 2990-3010 Downloads View citations (20)
 
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