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 4 7 14 75
Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis 0 0 0 23 0 8 15 93
Forecasting and Backtesting Gradient Allocations of Expected Shortfall 0 0 0 0 2 3 12 15
Total Working Papers 0 0 0 72 6 18 41 183

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 1 2 10 11
Bank systemic risk and CEO overconfidence 0 2 7 21 3 6 32 120
Bayesian Assessment of Dynamic Quantile Forecasts 0 0 0 2 0 2 11 22
Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis 0 0 0 0 0 1 11 54
Bayesian estimation of realized GARCH-type models with application to financial tail risk management 1 2 4 12 3 25 55 79
Bayesian estimation of smoothly mixing time-varying parameter GARCH models 0 0 1 11 1 2 12 62
Bayesian quantile forecasting via the realized hysteretic GARCH model 0 0 0 9 3 4 7 31
Behavioral data-driven analysis with Bayesian method for risk management of financial services 0 0 0 9 14 19 43 85
Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations 0 0 0 12 0 4 10 51
Forecasting and backtesting gradient allocations of expected shortfall 0 0 0 0 2 8 13 13
Forecasting volatility with asymmetric smooth transition dynamic range models 0 0 0 27 1 13 24 119
Inference of Seasonal Long-memory Time Series with Measurement Error 0 0 1 3 2 5 13 34
Systemic risk, financial markets, and performance of financial institutions 0 0 2 72 1 3 25 272
Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry 0 1 2 28 4 10 22 138
Volatility forecasting using threshold heteroskedastic models of the intra-day range 0 0 2 55 3 4 14 194
Volatility forecasting with double Markov switching GARCH models 0 1 2 80 1 4 13 216
Total Journal Articles 1 6 21 341 39 112 315 1,501

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Statistics updated 2026-05-06