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Edward M.H. Lin · Study

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Edward M.H. Lin

9 works· latest 2021· 3 institutionscluster: provisionalORCID 0000-0003-3857-0386

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i108

Citations419

Works here9

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Most cited in this library

Systemic risk, financial markets, and performance of financial institutions2016 · 107 citations
Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis2011 · 63 citations
Volatility forecasting using threshold heteroskedastic models of the intra-day range2007 · 57 citations
Volatility forecasting with double Markov switching GARCH models2008 · 51 citations
Forecasting volatility with asymmetric smooth transition dynamic range models2012 · 39 citations

Works

9 shown

Bayesian estimation of realized GARCH-type models with application to financial tail risk management

Econometrics and Statistics·2021·3 authors

31citations

Behavioral data-driven analysis with Bayesian method for risk management of financial services

International Journal of Production Economics·2020·3 authors

25citations

Bank systemic risk and CEO overconfidence

The North American Journal of Economics and Finance·2019·4 authors

38citations

Tolerances of Customers’ Requirements: A Review of Current Researches

Procedia CIRP·2018·2 authors·Open access

8citations

Systemic risk, financial markets, and performance of financial institutions

Annals of Operations Research·2016·3 authors

107citations

Forecasting volatility with asymmetric smooth transition dynamic range models

International Journal of Forecasting·2012·3 authors·Open access

39citations

Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis

Journal of Forecasting·2011·4 authors

63citations

Volatility forecasting with double Markov switching GARCH models

Journal of Forecasting·2008·3 authors·Open access

51citations

Volatility forecasting using threshold heteroskedastic models of the intra-day range

Computational Statistics & Data Analysis·2007·3 authors·Open access

57citations