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 1 16 77
Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis 0 0 0 23 0 0 17 96
Forecasting and Backtesting Gradient Allocations of Expected Shortfall 0 0 1 1 1 2 14 18
Total Working Papers 0 0 1 73 1 3 47 191

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 0 13 14
Bank systemic risk and CEO overconfidence 1 1 6 22 1 3 26 124
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 2 2 10 57
Bayesian estimation of realized GARCH-type models with application to financial tail risk management 2 2 4 14 2 2 53 83
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 1 3 44 90
Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations 0 0 0 12 0 2 11 53
Forecasting and backtesting gradient allocations of expected shortfall 0 0 0 0 0 0 14 14
Forecasting volatility with asymmetric smooth transition dynamic range models 0 0 0 27 1 1 24 120
Inference of Seasonal Long-memory Time Series with Measurement Error 0 0 0 3 0 1 15 37
Systemic risk, financial markets, and performance of financial institutions 0 0 1 72 2 2 26 275
Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry 0 0 2 28 0 0 22 141
Volatility forecasting using threshold heteroskedastic models of the intra-day range 1 1 2 56 1 1 15 197
Volatility forecasting with double Markov switching GARCH models 0 0 2 80 0 0 15 218
Total Journal Articles 4 5 19 346 10 18 318 1,539

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Statistics updated 2026-09-10