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 1 6 15 76
Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis 0 0 0 23 3 6 18 96
Forecasting and Backtesting Gradient Allocations of Expected Shortfall 1 1 1 1 1 4 12 16
Total Working Papers 1 1 1 73 5 16 45 188

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 3 5 13 14
Bank systemic risk and CEO overconfidence 0 1 7 21 1 6 27 121
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 1 1 12 55
Bayesian estimation of realized GARCH-type models with application to financial tail risk management 0 2 4 12 2 13 57 81
Bayesian estimation of smoothly mixing time-varying parameter GARCH models 0 0 1 11 0 2 12 62
Bayesian quantile forecasting via the realized hysteretic GARCH model 0 0 0 9 0 3 7 31
Behavioral data-driven analysis with Bayesian method for risk management of financial services 0 0 0 9 2 17 44 87
Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations 0 0 0 12 0 3 10 51
Forecasting and backtesting gradient allocations of expected shortfall 0 0 0 0 1 4 14 14
Forecasting volatility with asymmetric smooth transition dynamic range models 0 0 0 27 0 2 24 119
Inference of Seasonal Long-memory Time Series with Measurement Error 0 0 1 3 2 4 15 36
Systemic risk, financial markets, and performance of financial institutions 0 0 2 72 1 3 26 273
Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry 0 0 2 28 3 11 24 141
Volatility forecasting using threshold heteroskedastic models of the intra-day range 0 0 2 55 2 6 16 196
Volatility forecasting with double Markov switching GARCH models 0 0 2 80 2 4 15 218
Total Journal Articles 0 3 21 341 20 84 327 1,521

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Statistics updated 2026-06-04