Access Statistics for Edward Meng Hua Lin

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Assessment of Dynamic Quantile Forecasts 0 0 0 49 2 7 9 70
Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis 0 0 0 23 5 9 12 90
Forecasting and Backtesting Gradient Allocations of Expected Shortfall 0 0 0 0 0 4 9 12
Total Working Papers 0 0 0 72 7 20 30 172

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A bootstrap test for threshold effects in a diffusion process 0 0 0 0 0 7 8 9
Bank systemic risk and CEO overconfidence 1 2 6 20 1 9 38 115
Bayesian Assessment of Dynamic Quantile Forecasts 0 0 0 2 2 9 11 22
Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis 0 0 0 0 1 6 11 54
Bayesian estimation of realized GARCH-type models with application to financial tail risk management 0 0 3 10 14 33 46 68
Bayesian estimation of smoothly mixing time-varying parameter GARCH models 0 1 1 11 0 7 10 60
Bayesian quantile forecasting via the realized hysteretic GARCH model 0 0 0 9 1 2 4 28
Behavioral data-driven analysis with Bayesian method for risk management of financial services 0 0 0 9 4 21 28 70
Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations 0 0 0 12 1 5 7 48
Forecasting and backtesting gradient allocations of expected shortfall 0 0 0 0 5 8 10 10
Forecasting volatility with asymmetric smooth transition dynamic range models 0 0 0 27 11 15 22 117
Inference of Seasonal Long-memory Time Series with Measurement Error 0 0 1 3 3 9 11 32
Systemic risk, financial markets, and performance of financial institutions 0 0 3 72 1 17 24 270
Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry 1 1 2 28 2 6 15 130
Volatility forecasting using threshold heteroskedastic models of the intra-day range 0 0 2 55 0 6 11 190
Volatility forecasting with double Markov switching GARCH models 1 1 2 80 2 8 11 214
Total Journal Articles 3 5 20 338 48 168 267 1,437

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Statistics updated 2026-03-04