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Edward MH Lin

Edward MH Lin

Tunghai University - Taichung / Taiwan
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 360394
東海大學
person_outline Edward MH Lin's MOST POPULAR ARTICLES
1-) Systemic risk, financial markets, and performance of financial institutions Annals of Operations Research 262 (2), 579-603, 2018
2-) Bayesian forecasting for financial risk management, pre and post the global financial crisis Journal of Forecasting 31 (8), 661-687, 2012
3-) Volatility forecasting using threshold heteroskedastic models of the intra-day range Computational Statistics & Data Analysis 52 (6), 2990-3010, 2008
4-) Forecasting volatility with asymmetric smooth transition dynamic range models International Journal of Forecasting 28 (2), 384-399, 2012
5-) Volatility forecasting with double Markov switching GARCH models Journal of Forecasting 28 (8), 681-697, 2009