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 7 68
Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis 0 0 0 23 3 6 7 85
Forecasting and Backtesting Gradient Allocations of Expected Shortfall 0 0 0 0 3 7 9 12
Total Working Papers 0 0 0 72 10 20 23 165

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 5 7 8 9
Bank systemic risk and CEO overconfidence 0 3 5 19 6 14 37 114
Bayesian Assessment of Dynamic Quantile Forecasts 0 0 0 2 7 9 9 20
Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis 0 0 0 0 4 6 10 53
Bayesian estimation of realized GARCH-type models with application to financial tail risk management 0 0 3 10 16 23 33 54
Bayesian estimation of smoothly mixing time-varying parameter GARCH models 1 1 1 11 5 8 10 60
Bayesian quantile forecasting via the realized hysteretic GARCH model 0 0 0 9 1 1 4 27
Behavioral data-driven analysis with Bayesian method for risk management of financial services 0 0 1 9 14 20 26 66
Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations 0 0 0 12 3 5 6 47
Forecasting and backtesting gradient allocations of expected shortfall 0 0 0 0 1 4 5 5
Forecasting volatility with asymmetric smooth transition dynamic range models 0 0 0 27 2 6 11 106
Inference of Seasonal Long-memory Time Series with Measurement Error 0 0 1 3 5 7 8 29
Systemic risk, financial markets, and performance of financial institutions 0 0 3 72 8 17 23 269
Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry 0 0 1 27 3 6 13 128
Volatility forecasting using threshold heteroskedastic models of the intra-day range 0 1 2 55 4 7 12 190
Volatility forecasting with double Markov switching GARCH models 0 1 1 79 3 9 9 212
Total Journal Articles 1 6 18 335 87 149 224 1,389

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Statistics updated 2026-02-12