Edward Meng Hua Lin : Citation Profile

Are you Edward Meng Hua Lin?

8

H index

6

i10 index

169

Citations

RESEARCH PRODUCTION:

12

Articles

2

Papers

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 14
   Journals where Edward Meng Hua Lin has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 5 (2.87 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli529
   Updated: 2024-12-03    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)

Sun, Edward (3)

Petrella, Lea (3)

Castle, Jennifer (2)

Zeldea, Cristina (2)

Cites to:

Engle, Robert (16)

Jagannathan, Ravi (16)

Bollerslev, Tim (16)

Chen, Cathy W. S. (15)

Diebold, Francis (9)

Zhou, Hao (8)

Acharya, Viral (8)

Yu, Min-Teh (7)

Lo, Andrew (7)

Teräsvirta, Timo (5)

Andersen, Torben (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 (2024 and 2023)

YearTitle of citing document
2023Bank–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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2023Bayesian 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.

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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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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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2023Measurement and contagion modelling of systemic risk in Chinas financial sectors: Evidence for functional data analysis and complex network. (2023). Gu, Qinen ; Li, Shaofang ; Tian, Sihua. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004295.

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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.

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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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2023.

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2023Systemic risk in European banks: Does ownership structure matter?. (2023). Jean- Laurent Viviani, ; Srour, Zainab ; Saghi, Nadia ; Jezzini, Mohamad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:92:y:2023:i:c:p:88-111.

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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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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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2023Understanding 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.

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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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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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2023Exploring Systemic Risk Measurement Issues in Shadow Banks: A Case of an Emerging Economy. (2023). Pati, Ambika Prasad ; Bhattacharjee, Nandita. In: South Asian Journal of Macroeconomics and Public Finance. RePEc:sae:smppub:v:12:y:2023:i:2:p:186-217.

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2023Regional 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.

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2024A Method of Retail Mortgage Stress Testing: Based on Time‐Frame and Magnitude Analysis. (2015). Liu, Chang ; Guo, Min ; Nassar, Raja . In: Journal of Forecasting. RePEc:wly:jforec:v:34:y:2015:i:4:p:261-274.

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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]		article8
2008Volatility forecasting using threshold heteroskedastic models of the intra-day range In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article29
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]		article3
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]		article21
2018Systemic risk, financial markets, and performance of financial institutions In: Annals of Operations Research.
[Full Text][Citation analysis]		article29
2014Bayesian Assessment of Dynamic Quantile Forecasts In: Working Papers.
[Full Text][Citation analysis]		paper2
2016Bayesian Assessment of Dynamic Quantile Forecasts.(2016) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2011Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis In: Working Papers.
[Full Text][Citation analysis]		paper28
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: 28		article
2014Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations In: Quantitative Finance.
[Full Text][Citation analysis]		article4

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