Edward Meng Hua Lin : Citation Profile

8

H index

6

i10 index

196

Citations

RESEARCH PRODUCTION:

16

Articles

3

Papers

RESEARCH ACTIVITY:

   17 years (2008 - 2025). 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: 7 (3.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli529
   Updated: 2026-02-07    RAS profile: 2026-01-14    
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Relations with other researchers

Works with:

Chen, Cathy W. S. (3)

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. (22)

Asai, Manabu (8)

Fiszeder, Piotr (5)

NG, KOK HAUR (4)

Allen, David (4)

Novales, Alfonso (4)

Chan, Jennifer (4)

Maciel, Leandro (3)

Sun, Edward (3)

Petrella, Lea (3)

Liu, Feng-Chi (2)

Cites to:

Bollerslev, Tim (25)

Chen, Cathy W. S. (23)

Engle, Robert (19)

Jagannathan, Ravi (16)

Diebold, Francis (15)

Hansen, Peter (13)

Andersen, Torben (11)

Lunde, Asger (9)

Acharya, Viral (8)

Zhou, Hao (8)

Lo, Andrew (7)

Main data

Where Edward Meng Hua Lin has published?

Journals with more than one article published# docs
Journal of Forecasting3
Computational Statistics & Data Analysis2

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)

YearTitle of citing document
2024Tail risk forecasting with semi-parametric regression models by incorporating overnight information. (2024). Shau, Wei-Hsuan ; Koike, Takaaki. In: Papers. RePEc:arx:papers:2402.07134.

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2024Loss-based Bayesian Sequential Prediction of Value at Risk with a Long-Memory and Non-linear Realized Volatility Model. (2024). Gerlach, Richard ; Peiris, Rangika ; Tran, Minh-Ngoc ; Wang, Chao. In: Papers. RePEc:arx:papers:2408.13588.

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2024A new GARCH model with a deterministic time-varying intercept. (2024). Teräsvirta, Timo ; Terasvirta, Timo ; Back, Alexander ; Ahlgren, Niklas. In: Papers. RePEc:arx:papers:2410.03239.

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2025On multivariate contribution measures of systemic risk with applications in cryptocurrency market. (2025). Zhang, Yiying ; Pu, Tong ; Li, Junxue ; Wen, Limin. In: Papers. RePEc:arx:papers:2411.13384.

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2024Matching for Risk-Taking: Overconfident Bankers and Government-Protected Banks. (2024). Haufler, Andreas ; Kassner, Bernhard. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11336.

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2025Bayesian analysis for functional coefficient conditional autoregressive range model with applications. (2025). Qian, Yixin ; Wang, Bin ; Yu, Enping. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003602.

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2024An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile. (2024). Herrera, Rodrigo ; Candia, Claudio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000239.

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

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2024How does tail risk spill over between Chinese and the US stock markets? An empirical study based on multilayer network. (2024). Feng, Yusen ; Mo, Tingcheng ; Li, Kelong ; Xie, Chi ; Ouyang, Yingbo. 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). Zhang, Ximeng ; Chen, Jie ; Liu, Deqing. 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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2024Forecasting Chinese stock market volatility with high-frequency intraday and current return information. (2024). Wang, Yuyao ; Han, Yang ; Wu, Xinyu ; Zhao, AN. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002099.

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

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2024Tail risk connectedness among GCC banks episodes from the Global Financial Crisis to COVID-19 pandemic. (2024). Maghyereh, Aktham ; Abdoh, Hussein. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:96:y:2024:i:c:s1062976924000759.

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2024Natural gas volatility prediction via a novel combination of GARCH-MIDAS and one-class SVM. (2024). Wang, Xing ; Liang, Chao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001339.

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2024Systemic risk assessment using complex networks approach: Evidence from the Brazilian (re)insurance market. (2024). de Frana, Joo Vinicius ; Guimares, Acassio Silva. 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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2025Banking system stress: Unravelling its influence on U.S. industry risk. (2025). Chen, Gengxuan ; Li, Sitong ; Yi, Siyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000625.

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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). Alexandridis, Alex ; Potirakis, Stelios M ; Zitis, Pavlos I. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:12:p:557-:d:1542974.

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2025On Regime Switching Models. (2025). Tan, Zhenni ; Wu, Yuehua. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:7:p:1128-:d:1623629.

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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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2024Systemic Risk in Indian Financial Institutions: A Probabilistic Approach. (2024). Karmakar, Subhash ; Mukhopadhyay, Jayanta Nath ; Bandyopadhyay, Gautam. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:3:d:10.1007_s10690-023-09426-7.

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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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2025Non-standard monetary policy measures and bank systemic risk in the Eurozone. (2025). Vu, Anh Nguyet ; Katsiampa, Paraskevi. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:4:d:10.1007_s11156-024-01339-4.

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2024The effect of liquidity creation on systemic risk: evidence from European banking sector. (2024). Viviani, Jean-Laurent ; Srour, Zainab ; Saghi, Nadia ; Louhichi, Wal. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04836-8.

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2025Short- and long-run cross-border European sustainability interdependences. (2025). Yfanti, S ; Karanasos, M ; Wu, J ; Vourvachis, P. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-023-05765-w.

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2025Volatility forecasting: a new GARCH-type model for fuzzy sets-valued time series. (2025). Dai, Xingyu ; Cerqueti, Roy ; Wang, Qunwei ; Xiao, Ling. In: Annals of Operations Research. RePEc:spr:annopr:v:348:y:2025:i:1:d:10.1007_s10479-023-05746-z.

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2025Managing buyer experience in a buyer–supplier relationship in MSMEs and SMEs. (2025). Kushwaha, Amit Kumar ; Kar, Arpan Kumar ; Dwivedi, Yogesh K ; Rana, Nripendra P ; Kumar, Prashant. In: Annals of Operations Research. RePEc:spr:annopr:v:350:y:2025:i:2:d:10.1007_s10479-022-04954-3.

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2024Tail risk forecasting with semiparametric regression models by incorporating overnight information. (2024). Shau, Weihsuan ; Koike, Takaaki. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1492-1512.

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2024Credit risk prediction based on causal machine learning: Bayesian network learning, default inference, and interpretation. (2024). Xiong, Haitao ; Zhang, Xuemei ; Liu, Jiaming. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1625-1660.

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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:

YearTitleTypeCited
2024Forecasting and Backtesting Gradient Allocations of Expected Shortfall In: Papers.
[Full Text][Citation analysis]		paper0
2025Forecasting and backtesting gradient allocations of expected shortfall.(2025) In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
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]		article31
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
2023Bayesian estimation of realized GARCH-type models with application to financial tail risk management In: Econometrics and Statistics.
[Full Text][Citation analysis]		article2
2012Forecasting volatility with asymmetric smooth transition dynamic range models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article17
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]		article24
2018Systemic risk, financial markets, and performance of financial institutions In: Annals of Operations Research.
[Full Text][Citation analysis]		article39
2024A bootstrap test for threshold effects in a diffusion process In: Computational Statistics.
[Full Text][Citation analysis]		article0
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]		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
2022Bayesian quantile forecasting via the realized hysteretic GARCH model In: Journal of Forecasting.
[Full Text][Citation analysis]		article5

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