Lin Edward M H

Edward M H Lin

Information about the author Edward M H Lin will soon be added to the site.
Found 4 papers in total
Bayesian Assessment of Dynamic Quantile Forecasts
Bayesian Assessment of Dynamic Quantile Forecasts
2016
Bayesian methods for assessing the accuracy of dynamic financial...
Inference of Seasonal Long-memory Time Series with Measurement Error
Inference of Seasonal Long-memory Time Series with Measurement Error
2015
We consider the Whittle likelihood estimation of seasonal autoregressive fractionally...
Forecasting volatility with asymmetric smooth transition dynamic range models
Forecasting volatility with asymmetric smooth transition dynamic range models
2012
We propose a nonlinear smooth transition conditional autoregressive range (CARR) model...
Volatility forecasting with double Markov switching GARCH models
Volatility forecasting with double Markov switching GARCH models
2009
This paper investigates inference and volatility forecasting using a Markov switching...
Papers per page: