Details about Edward Meng Hua Lin

Access statistics for papers by Edward Meng Hua Lin.

Last updated 2021-04-21. Update your information in the RePEc Author Service.

Short-id: pli529

Working Papers

2014

1. Bayesian Assessment of Dynamic Quantile Forecasts
   Working Papers, University of Sydney Business School, Discipline of Business Analytics
   See also Journal Article Bayesian Assessment of Dynamic Quantile Forecasts, Journal of Forecasting, John Wiley & Sons, Ltd. (2016) View citations (4) (2016)

2011

2. Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis
   Working Papers, University of Sydney Business School, Discipline of Business Analytics View citations (8)
   See also Journal Article Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis, Journal of Forecasting, John Wiley & Sons, Ltd. (2012) View citations (24) (2012)

Journal Articles

2020

1. Bank systemic risk and CEO overconfidence
   The North American Journal of Economics and Finance, 2020, 54, (C) View citations (9)
2. Behavioral data-driven analysis with Bayesian method for risk management of financial services
   International Journal of Production Economics, 2020, 228, (C) View citations (3)

2018

3. Systemic risk, financial markets, and performance of financial institutions
   Annals of Operations Research, 2018, 262, (2), 579-603 View citations (32)
4. Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry
   International Review of Economics & Finance, 2018, 55, (C), 273-284 View citations (18)

2016

5. Bayesian Assessment of Dynamic Quantile Forecasts
   Journal of Forecasting, 2016, 35, (8), 751-764 View citations (4)
   See also Working Paper Bayesian Assessment of Dynamic Quantile Forecasts, Working Papers (2014) (2014)

2015

6. Inference of Seasonal Long-memory Time Series with Measurement Error
   Scandinavian Journal of Statistics, 2015, 42, (1), 137-154 View citations (8)

2014

7. Bayesian estimation of smoothly mixing time-varying parameter GARCH models
   Computational Statistics & Data Analysis, 2014, 76, (C), 194-209 View citations (4)
8. Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations
   Quantitative Finance, 2014, 14, (7), 1297-1313 View citations (5)

2012

9. Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis
   Journal of Forecasting, 2012, 31, (8), 661-687 View citations (24)
   See also Working Paper Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis, Working Papers (2011) View citations (8) (2011)
10. Forecasting volatility with asymmetric smooth transition dynamic range models
    International Journal of Forecasting, 2012, 28, (2), 384-399 View citations (17)

2009

11. Volatility forecasting with double Markov switching GARCH models
    Journal of Forecasting, 2009, 28, (8), 681-697 View citations (24)

2008

12. Volatility forecasting using threshold heteroskedastic models of the intra-day range
    Computational Statistics & Data Analysis, 2008, 52, (6), 2990-3010 View citations (30)