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Edward Meng Hua Lin

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Personal Details

First Name: Edward
Middle Name: Meng Hua
Last Name: Lin
Suffix:

RePEc Short-ID: pli529

Email:
Homepage: http://www.stat.sinica.edu.tw/mhlin/
Postal Address:
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Affiliation

Institute of Statistical Science, Academia Sinica
Homepage: http://www.stat.sinica.edu.tw/statnewsite/
Location: Taipei, Taiwan

Works

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Working papers

  1. Chen, Cathy W.S & Gerlach, Richard & Lee, Wcw & Lin, Edward M.H., 2011. "Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis," Working Papers 1 OMEWP, University of Sydney Business School, Discipline of Business Analytics.

Articles

  1. Cathy W.S. Chen & Richard Gerlach & Edward M. H. Lin & W. C. W. Lee, 2012. "Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(8), pages 661-687, December.
  2. Lin, Edward M.H. & Chen, Cathy W.S. & Gerlach, Richard, 2012. "Forecasting volatility with asymmetric smooth transition dynamic range models," International Journal of Forecasting, Elsevier, Elsevier, vol. 28(2), pages 384-399.
  3. Cathy W. S. Chen & Mike K. P. So & Edward M. H. Lin, 2009. "Volatility forecasting with double Markov switching GARCH models," Journal of Forecasting, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 28(8), pages 681-697.
  4. Chen, Cathy W.S. & Gerlach, Richard & Lin, Edward M.H., 2008. "Volatility forecasting using threshold heteroskedastic models of the intra-day range," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 52(6), pages 2990-3010, February.

Statistics

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