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 0 2 16 77
Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis 0 0 0 23 0 3 17 96
Forecasting and Backtesting Gradient Allocations of Expected Shortfall 0 1 1 1 1 2 13 17
Total Working Papers 0 1 1 73 1 7 46 190

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 3 13 14
Bank systemic risk and CEO overconfidence 0 0 6 21 0 3 27 123
Bayesian Assessment of Dynamic Quantile Forecasts 0 0 0 2 0 0 11 22
Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis 0 0 0 0 0 1 8 55
Bayesian estimation of realized GARCH-type models with application to financial tail risk management 0 0 3 12 0 2 53 81
Bayesian estimation of smoothly mixing time-varying parameter GARCH models 0 0 1 11 0 0 12 62
Bayesian quantile forecasting via the realized hysteretic GARCH model 0 1 1 10 0 1 7 32
Behavioral data-driven analysis with Bayesian method for risk management of financial services 0 0 0 9 2 4 44 89
Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations 0 0 0 12 2 2 11 53
Forecasting and backtesting gradient allocations of expected shortfall 0 0 0 0 0 1 14 14
Forecasting volatility with asymmetric smooth transition dynamic range models 0 0 0 27 0 0 23 119
Inference of Seasonal Long-memory Time Series with Measurement Error 0 0 0 3 1 3 15 37
Systemic risk, financial markets, and performance of financial institutions 0 0 1 72 0 1 25 273
Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry 0 0 2 28 0 3 22 141
Volatility forecasting using threshold heteroskedastic models of the intra-day range 0 0 1 55 0 2 15 196
Volatility forecasting with double Markov switching GARCH models 0 0 2 80 0 2 15 218
Total Journal Articles 0 1 17 342 5 28 315 1,529

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Statistics updated 2026-08-07