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Edward Meng Hua Lin

Personal Details

First Name:Edward
Middle Name:Meng Hua
Last Name:Lin
Suffix:
RePEc Short-ID:pli529

Affiliation

東海大學統計學系 (Tunghai University, Department of Statistics)

http://stat.thu.edu.tw
Taichung, Taiwan

Research output

as
Jump to: Working papers Articles

Working papers

  1. Chen, Cathy W.S. & Gerlach, Richard & Lin, Edward M.H., 2014. "Bayesian Assessment of Dynamic Quantile Forecasts," Working Papers 2014-04, University of Sydney Business School, Discipline of Business Analytics.
  2. Chen, Cathy W.S. & Gerlach, Richard & Lee, Wcw & Lin, Edward M.H., 2011. "Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis," Working Papers 03/2011, University of Sydney Business School, Discipline of Business Analytics.

Articles

  1. Lin, Edward M.H. & Sun, Edward W. & Yu, Min-Teh, 2020. "Behavioral data-driven analysis with Bayesian method for risk management of financial services," International Journal of Production Economics, Elsevier, vol. 228(C).
  2. Lee, Jin-Ping & Lin, Edward M.H. & Lin, James Juichia & Zhao, Yang, 2020. "Bank systemic risk and CEO overconfidence," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
  3. Chang, Carolyn W. & Li, Xiaodan & Lin, Edward M.H. & Yu, Min-Teh, 2018. "Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 273-284.
  4. Edward M. H. Lin & Edward W. Sun & Min-Teh Yu, 2018. "Systemic risk, financial markets, and performance of financial institutions," Annals of Operations Research, Springer, vol. 262(2), pages 579-603, March.
  5. Richard Gerlach & Cathy W. S. Chen & Edward M. H. Lin, 2016. "Bayesian Assessment of Dynamic Quantile Forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(8), pages 751-764, December.
  6. Henghsiu Tsai & Heiko Rachinger & Edward M.H. Lin, 2015. "Inference of Seasonal Long-memory Time Series with Measurement Error," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(1), pages 137-154, March.
  7. Chen, Cathy W.S. & Gerlach, Richard & Lin, Edward M.H., 2014. "Bayesian estimation of smoothly mixing time-varying parameter GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 194-209.
  8. S.T. Boris Choy & Cathy W.S. Chen & Edward M.H. Lin, 2014. "Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations," Quantitative Finance, Taylor & Francis Journals, vol. 14(7), pages 1297-1313, July.
  9. Cathy W.S. Chen & Richard Gerlach & Edward M. H. Lin & W. C. W. Lee, 2012. "Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(8), pages 661-687, December.
  10. Lin, Edward M.H. & Chen, Cathy W.S. & Gerlach, Richard, 2012. "Forecasting volatility with asymmetric smooth transition dynamic range models," International Journal of Forecasting, Elsevier, vol. 28(2), pages 384-399.
  11. Cathy W. S. Chen & Mike K. P. So & Edward M. H. Lin, 2009. "Volatility forecasting with double Markov switching GARCH models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(8), pages 681-697.
  12. Chen, Cathy W.S. & Gerlach, Richard & Lin, Edward M.H., 2008. "Volatility forecasting using threshold heteroskedastic models of the intra-day range," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 2990-3010, February.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (1) 2014-09-29
  2. NEP-FOR: Forecasting (1) 2014-09-29
  3. NEP-GER: German Papers (1) 2014-09-29
  4. NEP-RMG: Risk Management (1) 2014-09-29

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