User profiles for Wenling Lin
Wen-Ling LinThe University of Texas at Austin Verified email at utexas.edu Cited by 215 |
Meteor showers or heat waves? Heteroskedastic intra-daily volatility in the foreign exchange market
RF Engle III, T Ito, WL Lin - 1988 - nber.org
This paper defines and tests a form of market efficiency called market dexterity which requires
that asset prices adjust instantaneously and completely in response to new information. …
that asset prices adjust instantaneously and completely in response to new information. …
Do bulls and bears move across borders? International transmission of stock returns and volatility
This article investigates empirically how returns and volatilities of stock indices are correlated
between the Tokyo and New York markets. Using intradaily data that define daytime and …
between the Tokyo and New York markets. Using intradaily data that define daytime and …
Structure evolution of aromatic-derivatized thiol monolayers on evaporated gold
The structure of self-assembled monolayers of thiophenols (I), benzyl mercaptans (II),
biphenylthiols (III), and 4-biphenylmethanethiols (IV) on the surface of Au(111) are compared …
biphenylthiols (III), and 4-biphenylmethanethiols (IV) on the surface of Au(111) are compared …
Mobile-assisted reading development: a review from the Activity Theory perspective
Little review research has been conducted to describe the interaction and inter-relationships
among components of reading development facilitated through mobile assisted language …
among components of reading development facilitated through mobile assisted language …
Outcome of inadequate empirical antibiotic therapy in emergency department patients with community-onset bloodstream infections
Background Studies on the effect of inadequate empirical antibiotic therapy on the outcome
of patients with systemic infection have led to inconsistent results. Methods We analysed …
of patients with systemic infection have led to inconsistent results. Methods We analysed …
Where does the meteor shower come from?: The role of stochastic policy coordination
This paper examines the intra-daily volatility of the yen/dollar exchange rate over three different
regimes from 1979 to 1988 which correspond to different degrees of international policy …
regimes from 1979 to 1988 which correspond to different degrees of international policy …
[PDF][PDF] DDX18 prevents R-loop-induced DNA damage and genome instability via PARP-1
R loops occur frequently in genomes and contribute to fundamental biological processes at
multiple levels. Consequently, understanding the molecular and cellular biology of R loops …
multiple levels. Consequently, understanding the molecular and cellular biology of R loops …
[HTML][HTML] Biochemical characterization and structural analysis of a bifunctional cellulase/xylanase from Clostridium thermocellum
We expressed an active form of CtCel5E (a bifunctional cellulase/xylanase from Clostridium
thermocellum), performed biochemical characterization, and determined its apo- and ligand-…
thermocellum), performed biochemical characterization, and determined its apo- and ligand-…
Impulse response function for conditional volatility in GARCH models
WL Lin - Journal of Business & Economic Statistics, 1997 - Taylor & Francis
This article defines and analyzes the impulse response function for conditional volatility in
generalized autoregressive conditional heteroscedasticity (GARCH) models. It first derives the …
generalized autoregressive conditional heteroscedasticity (GARCH) models. It first derives the …
Metabolic engineering of E. coli for β-alanine production using a multi-biosensor enabled approach
β-alanine is an important biomolecule used in nutraceuticals, pharmaceuticals, and chemical
synthesis. The relatively eco-friendly bioproduction of β-alanine has recently attracted …
synthesis. The relatively eco-friendly bioproduction of β-alanine has recently attracted …