6
H index
6
i10 index
144
Citations
| 6 H index 6 i10 index 144 Citations RESEARCH PRODUCTION: 12 Articles 2 Papers RESEARCH ACTIVITY: 12 years (2008 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pli529 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Edward Meng Hua Lin. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Journal of Forecasting | 2 |
Computational Statistics & Data Analysis | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
Working Papers / University of Sydney Business School, Discipline of Business Analytics | 2 |
Year | Title of citing document |
---|---|
2023 | Bayesian estimation of realized GARCH-type models with application to financial tail risk management. (2023). , Edward ; Watanabe, Toshiaki. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:30-46. Full description at Econpapers || Download paper |
2023 | Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321. Full description at Econpapers || Download paper |
2023 | Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis. (2023). Yin, Zhujia ; Zhang, Xiaotong ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000099. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Distributed Least-Squares Monte Carlo for American Option Pricing. (2023). White, Madison ; Vise, Hanna ; Luo, Jiyao ; Xiong, LU. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:8:p:145-:d:1213150. Full description at Econpapers || Download paper |
2023 | Understanding Systemic Risk Dynamics and Economic Growth: Evidence from the Turkish Banking System. (2023). Koseolu, Sinem Derindere. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:19:p:14209-:d:1247840. Full description at Econpapers || Download paper |
2023 | Built-in challenges within the supervisory architecture of the Eurozone. (2023). Dragomirescu-Gaina, Catalin ; Papadamou, Stephanos ; Leontitsis, Alexandros ; Philippas, Dionisis. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:24:y:2023:i:1:d:10.1057_s41261-021-00183-z. Full description at Econpapers || Download paper |
2023 | Taming Overconfident CEOs Through Stricter Financial Regulation. (2023). Kassner, Bernhard. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:375. Full description at Econpapers || Download paper |
2023 | Regional Policies’ Impacts on Urban Migration:Evidence from Special Economic Zones in China. (2023). Nagayasu, Jun ; Zhang, Shutong. In: TUPD Discussion Papers. RePEc:toh:tupdaa:45. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2015 | Inference of Seasonal Long-memory Time Series with Measurement Error In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 6 |
2008 | Volatility forecasting using threshold heteroskedastic models of the intra-day range In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 27 |
2014 | Bayesian estimation of smoothly mixing time-varying parameter GARCH models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 3 |
2020 | Bank systemic risk and CEO overconfidence In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 6 |
2012 | Forecasting volatility with asymmetric smooth transition dynamic range models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 15 |
2020 | Behavioral data-driven analysis with Bayesian method for risk management of financial services In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 2 |
2018 | Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 13 |
2009 | Volatility forecasting with double Markov switching GARCH models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 21 |
2018 | Systemic risk, financial markets, and performance of financial institutions In: Annals of Operations Research. [Full Text][Citation analysis] | article | 23 |
2014 | Bayesian Assessment of Dynamic Quantile Forecasts In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2016 | Bayesian Assessment of Dynamic Quantile Forecasts.(2016) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2011 | Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis In: Working Papers. [Full Text][Citation analysis] | paper | 23 |
2012 | Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis.(2012) In: Journal of Forecasting. [Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
2014 | Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations In: Quantitative Finance. [Full Text][Citation analysis] | article | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team