Edward M.H. Lin
Edward M.H. Lin
Department of Statistics, Tunghai University,
Verified email at
Cited by
Cited by
Systemic risk, financial markets, and performance of financial institutions
EMH Lin, EW Sun, MT Yu
Annals of Operations Research 262, 579-603, 2018
Bayesian forecasting for financial risk management, pre and post the global financial crisis
CWS Chen, R Gerlach, EMH Lin, WCW Lee
Journal of Forecasting 31 (8), 661-687, 2012
Volatility forecasting using threshold heteroskedastic models of the intra-day range
CWS Chen, R Gerlach, EMH Lin
Computational Statistics & Data Analysis 52 (6), 2990-3010, 2008
Forecasting volatility with asymmetric smooth transition dynamic range models
EMH Lin, CWS Chen, R Gerlach
International Journal of Forecasting 28 (2), 384-399, 2012
Volatility forecasting with double Markov switching GARCH models
CWS Chen, MKP So, EMH Lin
Journal of Forecasting 28 (8), 681-697, 2009
Bank systemic risk and CEO overconfidence
JP Lee, EMH Lin, JJ Lin, Y Zhao
The North American Journal of Economics and Finance 54, 100946, 2020
Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry
CW Chang, X Li, EMH Lin, MT Yu
International Review of Economics & Finance 55, 273-284, 2018
Behavioral data-driven analysis with Bayesian method for risk management of financial services
EMH Lin, EW Sun, MT Yu
International Journal of Production Economics 228, 107737, 2020
Inference of seasonal long‐memory time series with measurement error
H Tsai, H Rachinger, EMH Lin
Scandinavian Journal of Statistics 42 (1), 137-154, 2015
Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations
STB Choy, CWS Chen, EMH Lin
Quantitative Finance 14 (7), 1297-1313, 2014
Bayesian estimation of realized GARCH-type models with application to financial tail risk management
CWS Chen, T Watanabe, EMH Lin
Econometrics and Statistics, 2021
Bayesian estimation of smoothly mixing time-varying parameter GARCH models
CWS Chen, R Gerlach, EMH Lin
Computational Statistics & Data Analysis 76, 194-209, 2014
Tolerances of customers’ requirements: a review of current researches
EMH Lin, MM Tseng
Procedia CIRP 72, 1208-1213, 2018
Bayesian estimation for parsimonious threshold autoregressive models in R
CWS Chen, EMH Lin, FC Liu, RH Gerlach
The Newsletter of the R Project, 2009
Bank capital standards and subordinated debt prices
JP Lee, EMH Lin, MT Yu, Y Zhao
Advances in Pacific Basin Business Economics and Finance, 77-99, 2017
Bayesian assessment of dynamic quantile forecasts
R Gerlach, CWS Chen, EMH Lin
Journal of Forecasting 35 (8), 751-764, 2016
Doubly constrained factor models with applications
H Tsai, RS Tsay, EMH Lin, CW Cheng
Statistica Sinica, 1453-1478, 2016
A Bayesian perspective on mixed GARCH models with jumps
CWS Chen, EMH Lin, YR Lin
Uncertainty Analysis in Econometrics with Applications: Proceedings of the …, 2013
Bayesian quantile forecasting via the realized hysteretic GARCH model
CWS Chen, EMH Lin, TFJ Huang
Journal of Forecasting 41 (7), 1317-1337, 2022
Bayesian estimation and inference for log-ACD models
R Gerlach, S Peiris, EMH Lin
Computational Statistics 31, 25-48, 2016
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