Volatility forecasting using threshold heteroskedastic models of the intra-day range. - Cathy W. S. Chen; Richard Gerlach; Edward M. H. Lin (Comput. Stat. Data Anal., 2008)

Bayesian estimation of smoothly mixing time-varying parameter GARCH models. - Cathy W. S. Chen; Richard Gerlach; Edward M. H. Lin (Comput. Stat. Data Anal., 2014)

Bayesian estimation and inference for log-ACD models. - Richard Gerlach; Shelton Peiris; Edward M. H. Lin (Comput. Stat., 2016)

Systemic risk, financial markets, and performance of financial institutions. - Edward M. H. Lin; Edward W. Sun; Min-Teh Yu (Ann. Oper. Res., 2018)

A bootstrap test for threshold effects in a diffusion process. - Heiko Rachinger; Edward M. H. Lin; Henghsiu Tsai (Comput. Stat., 2024)