Edward Meng Hua Lin : Citation Profile

Are you Edward Meng Hua Lin?

6

H index

6

i10 index

141

Citations

RESEARCH PRODUCTION:

12

Articles

2

Papers

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 11
   Journals where Edward Meng Hua Lin has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 5 (3.42 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli529
   Updated: 2023-11-04    RAS profile: 2021-04-21    
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Relations with other researchers

Works with:

Sun, Edward (2)

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. (12)

Asai, Manabu (6)

Fiszeder, Piotr (5)

Chan, Jennifer (4)

NG, KOK HAUR (4)

Allen, David (3)

Sun, Edward (3)

Grossi, Luigi (2)

Powell, Robert (2)

Castle, Jennifer (2)

Raggi, Davide (2)

Cites to:

Bollerslev, Tim (16)

Engle, Robert (16)

Jagannathan, Ravi (16)

Chen, Cathy W. S. (14)

Diebold, Francis (9)

Acharya, Viral (8)

Zhou, Hao (8)

Yu, Min-Teh (7)

Lo, Andrew (7)

Billio, Monica (5)

Hamilton, James (5)

Main data

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 (2023 and 2022)

YearTitle of citing document
2022A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting. (2021). Gerlach, Richard ; Wang, Chao. In: Papers. RePEc:arx:papers:2106.00288.

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2022Threshold Asymmetric Conditional Autoregressive Range (TACARR) Model. (2022). Ratnayake, Isuru ; Samaranayake, V A. In: Papers. RePEc:arx:papers:2202.03351.

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2022Bank–client cross?ownership of bank stocks: A network analysis. (2022). Lee, Kangbok ; Joo, Sunghoon ; Barth, James R. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:2:p:280-312.

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2022Asymmetric multivariate HAR models for realized covariance matrix: A study based on volatility timing strategies. (2022). Zhang, YI ; Qu, Hui. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002881.

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2022Time-varying risk aversion and renminbi exchange rate volatility: Evidence from CARR-MIDAS model. (2022). Zhang, Huanming ; Xie, Haibin ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000559.

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2022CEO optimism, CEO selection, compensation, and corporate investment decision: The case of CEOs who were rehired as CEOs by another firms after turnover. (2022). Hsu, Ching-Yu ; Chen, Po-Jung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001346.

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2022Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility. (2022). Guillen, Montserrat ; Vidal-Llana, Xenxo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s106294082200170x.

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2022Identifying systemically important financial institutions in complex network: A case study of Chinese stock market. (2022). Jiang, Cheng ; Hou, Xiaoli ; Chen, Wei. In: Emerging Markets Review. RePEc:eee:ememar:v:50:y:2022:i:c:s1566014121000443.

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2023Modeling 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.

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2022Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative. (2022). Zhu, Haoyang ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000652.

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2022Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle. (2022). Zhang, Xinhua ; Zhu, Haoyang ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001359.

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2023Extreme 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.

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2022Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach. (2022). Di, Zengru ; Tang, Renwu ; Chen, Zhihua ; Sun, Qingru ; Huang, Shupei ; Gao, Xiangyun ; Wang, ZE. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003118.

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2022The extreme risk connectedness of the new financial system: European evidence. (2022). Foglia, Matteo ; Miglietta, Federica ; Pacelli, Vincenzo. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003581.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2022Systemic risk in financial institutions: A multiplex network approach. (2022). Tse, Yiuman ; Liu, Qingfu ; Jiao, Feng ; Xie, Yiwei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000476.

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2022Covid-19 impact on Cryptocurrencies market using Multivariate Time Series Models. (2022). , Jennifer ; Nitithumbundit, Thanakorn. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:365-375.

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2022Has the technological investment been worth it? Assessing the aggregate efficiency of non-homogeneous bank holding companies in the digital age. (2022). Kristal, Murat M ; Cook, Wade D ; Cao, Ting. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:178:y:2022:i:c:s0040162522001081.

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2022.

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2023.

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2023Distributed 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.

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2022Market Risk and Volatility Weighted Historical Simulation After Basel III. (2022). Firouzi, Hassan Omidi ; Laurent, Jean-Paul. In: Working Papers. RePEc:hal:wpaper:hal-03679434.

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2022Early Warning of Chinese Yuan’s Exchange Rate Fluctuation and Value at Risk Measure Using Neural Network Joint Optimization Algorithm. (2022). Xu, Zhaoyi ; Zeng, Yuqing ; Xue, Yangrong ; Yang, Shenggang. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:4:d:10.1007_s10614-021-10144-3.

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2022CEO overconfidence and the level of short-selling activity. (2022). Lam, Ching Chi ; Guan, Jieqi ; Liu, Ming. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:2:d:10.1007_s11156-021-01006-y.

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2023Built-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.

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2022Forecasting volatility during the outbreak of Russian invasion of Ukraine: application to commodities, stock indices, currencies, and cryptocurrencies. (2022). Maecka, Marta ; Fiszeder, Piotr. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:17:y:2022:i:4:p:939-967.

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2023Taming Overconfident CEOs Through Stricter Financial Regulation. (2023). Kassner, Bernhard. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:375.

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2022Tail dependence network of new energy vehicle industry in mainland China. (2022). Chen, Lujie ; Jia, FU ; Jiang, Cuixia ; Wang, Liukai ; Xu, Qifa. In: Annals of Operations Research. RePEc:spr:annopr:v:315:y:2022:i:1:d:10.1007_s10479-022-04729-w.

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2022Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008–2019). (2022). Vogl, Markus. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:12:d:10.1007_s43546-022-00359-3.

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2022Forecasting realized volatility of Chinese stock market: A simple but efficient truncated approach. (2022). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi ; Wen, Danyan. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:2:p:230-251.

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2022Bayesian quantile forecasting via the realized hysteretic GARCH model. (2022). , Edward. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:7:p:1317-1337.

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Works by Edward Meng Hua Lin:

YearTitleTypeCited
2015Inference of Seasonal Long-memory Time Series with Measurement Error In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article6
2008Volatility forecasting using threshold heteroskedastic models of the intra-day range In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article27
2014Bayesian estimation of smoothly mixing time-varying parameter GARCH models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article3
2020Bank systemic risk and CEO overconfidence In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article5
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]		article2
2018Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article12
2009Volatility forecasting with double Markov switching GARCH models In: Journal of Forecasting.
[Full Text][Citation analysis]		article21
2018Systemic risk, financial markets, and performance of financial institutions In: Annals of Operations Research.
[Full Text][Citation analysis]		article23
2014Bayesian Assessment of Dynamic Quantile Forecasts In: Working Papers.
[Full Text][Citation analysis]		paper1
2016Bayesian Assessment of Dynamic Quantile Forecasts.(2016) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2011Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis In: Working Papers.
[Full Text][Citation analysis]		paper22
2012Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis.(2012) In: Journal of Forecasting.
[Citation analysis]
This paper has another version. Agregated cites: 22		article
2014Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations In: Quantitative Finance.
[Full Text][Citation analysis]		article4

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