Edward Meng Hua Lin : Citation Profile

8

H index

6

i10 index

180

Citations

RESEARCH PRODUCTION:

12

Articles

2

Papers

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 15
   Journals where Edward Meng Hua Lin has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 5 (2.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli529
   Updated: 2025-04-05    RAS profile: 2021-04-21    
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Relations with other researchers

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:

Chen, Cathy W. S. (16)

Asai, Manabu (8)

Fiszeder, Piotr (5)

Novales, Alfonso (4)

Chan, Jennifer (4)

NG, KOK HAUR (4)

Allen, David (4)

Maciel, Leandro (3)

Petrella, Lea (3)

Sun, Edward (3)

Martinez, Andrew (2)

Cites to:

Jagannathan, Ravi (16)

Engle, Robert (16)

Bollerslev, Tim (16)

Chen, Cathy W. S. (15)

Diebold, Francis (9)

Acharya, Viral (8)

Zhou, Hao (8)

Yu, Min-Teh (7)

Lo, Andrew (7)

Andersen, Torben (5)

Hamilton, James (5)

Main data

Production by document typepaperarticle2008200920102011201220132014201520162017201820192020024Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2008200920102011201220132014201520162017201820192020051015Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20092010201120122013201420152016201720182019202020212022202320242025010203040Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20082009201020112012201320142015201620172018201920200204060Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 8Most cited documents1234567891002040Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040510h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Edward Meng Hua Lin has published?

Journals with more than one article published# docs
Computational Statistics & Data Analysis2
Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Working Papers / University of Sydney Business School, Discipline of Business Analytics2

Recent works citing Edward Meng Hua Lin (2025 and 2024)

Year  ↓Title of citing document  ↓
2025Comparisons of multivariate contribution measures of risk contagion and their applications in cryptocurrency market. (2024). Pu, Tong ; Li, Junxue ; Wen, Limin ; Zhang, Yiying. In: Papers. RePEc:arx:papers:2411.13384.

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2024CEO overconfidence and the informativeness of bank stock prices. (2024). Lin, Kun-Li ; Doan, Anh-Tuan ; Le, Anh-Tuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001625.

Full description at Econpapers || Download paper

2024How does tail risk spill over between Chinese and the US stock markets? An empirical study based on multilayer network. (2024). Mo, Tingcheng ; Li, Kelong ; Xie, Chi ; Ouyang, Yingbo ; Feng, Yusen. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004472.

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2024Managerial overconfidence and corporate resilience. (2024). Chen, Jie ; Liu, Deqing ; Zhang, Ximeng. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s154461232400117x.

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2024How does the financial technology innovation regulatory pilot influence financial regulation?. (2024). Wan, Dongqi ; Che, Zhen ; Chen, Yuling. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012844.

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2024Investment network and stock’s systemic risk contribution: Evidence from China. (2024). Borjigin, Sumuya ; Xiang, Youtao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:113-132.

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2024Systemic risk assessment using complex networks approach: Evidence from the Brazilian (re)insurance market. (2024). Guimares, Acassio Silva ; de Frana, Joo Vinicius. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923001915.

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2024Asset encumbrance in banks: Is systemic risk affected?. (2024). Querci, Francesca ; Ielasi, Federica ; Cipollini, Fabrizio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002490.

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2024Dynamic Anomaly Detection in the Chinese Energy Market During Financial Turbulence Using Ratio Mutual Information and Crude Oil Price Movements. (2024). Khoojine, Arash Sioofy ; Xiao, Lin. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:23:p:5852-:d:1526904.

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2024Forecasting Forex Market Volatility Using Deep Learning Models and Complexity Measures. (2024). Potirakis, Stelios M ; Zitis, Pavlos I ; Alexandridis, Alex. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:12:p:557-:d:1542974.

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2025Coal Mine Accident Risk Analysis with Large Language Models and Bayesian Networks. (2025). Chen, AN ; Du, GU. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:5:p:1896-:d:1597999.

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2024Improving Quantile Forecasts via Realized Double Hysteretic GARCH Model in Stock Markets. (2024). , Cindy. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10563-y.

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2025Forecasting Markov switching vector autoregressions: Evidence from simulation and application. (2025). Cavicchioli, Maddalena. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:1:p:136-152.

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Works by Edward Meng Hua Lin:

Year  ↓Title  ↓Type  ↓Cited  ↓
2015Inference of Seasonal Long-memory Time Series with Measurement Error In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article8
2008Volatility forecasting using threshold heteroskedastic models of the intra-day range In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article30
2014Bayesian estimation of smoothly mixing time-varying parameter GARCH models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article4
2020Bank systemic risk and CEO overconfidence In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article9
2012Forecasting volatility with asymmetric smooth transition dynamic range models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article15
2020Behavioral data-driven analysis with Bayesian method for risk management of financial services In: International Journal of Production Economics.
[Full Text][Citation analysis]		article4
2018Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article17
2009Volatility forecasting with double Markov switching GARCH models In: Journal of Forecasting.
[Full Text][Citation analysis]		article23
2018Systemic risk, financial markets, and performance of financial institutions In: Annals of Operations Research.
[Full Text][Citation analysis]		article32
2014Bayesian Assessment of Dynamic Quantile Forecasts In: Working Papers.
[Full Text][Citation analysis]		paper4
2016Bayesian Assessment of Dynamic Quantile Forecasts.(2016) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2011Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis In: Working Papers.
[Full Text][Citation analysis]		paper30
2012Bayesian 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: 30		article
2014Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations In: Quantitative Finance.
[Full Text][Citation analysis]		article4

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