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Organizer: Edward Meng-Hua Lin 

Chair: Edward Meng-Hua Lin 

  • Richard Gerlach

A semi-parametric autoregressive joint value-at-risk and expected shortfall modelling framework incorporating realized measures

  • I-Tang Yu

A Bayesian approach to sequential updating lifetime information in degradation analysis

  • Edward M.H. Lin, Yu-Hsiu Lin

A Bayesian analysis in long- and short-term financial volatility components with mixture distributions

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