Author

Edward M.H. Lin

Observed names: Edward Lin, Edward M. H. Lin, Edward Meng-Hua Lin, Edward M. H. Lin

Observed institutions: National Yang Ming Chiao Tung University, Tunghai University, Providence University, Institute of Statistical Science, Academia Sinica, Feng Chia University, University of Maryland, College Park, Academia Sinica

ORCID: 0000-0003-3857-0386

Observed ORCID: 0000-0003-3857-0386

OpenAlex ID: A5013554367

Systemic risk, financial markets, and performance of financial institutions

2016 · Edward M. H. Lin, Edward W. Sun, et al. · Annals of Operations Research · 110

Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis

2011 · Cathy W.S. Chen, Richard Gerlach, et al. · Journal of Forecasting · 67

Volatility forecasting using threshold heteroskedastic models of the intra-day range

2007 · Cathy W.S. Chen, Richard Gerlach, et al. · Computational Statistics & Data Analysis · 58

Volatility forecasting with double Markov switching GARCH models

2008 · Cathy W. S. Chen, Mike K. P. So, et al. · Journal of Forecasting · 54

Bank systemic risk and CEO overconfidence

2019 · Jin-Ping Lee, Edward M.H. Lin, et al. · The North American Journal of Economics and Finance · 41

Bayesian estimation of realized GARCH-type models with application to financial tail risk management

2021 · Cathy W.S. Chen, Toshiaki Watanabe, et al. · Econometrics and Statistics · 38

Forecasting volatility with asymmetric smooth transition dynamic range models

2012 · Edward M.H. Lin, Cathy W.S. Chen, et al. · International Journal of Forecasting · 38

Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry

2017 · Carolyn W. Chang, Xiaodan Li, et al. · International Review of Economics & Finance · 29

Behavioral data-driven analysis with Bayesian method for risk management of financial services

2020 · Edward M.H. Lin, Edward W. Sun, et al. · International Journal of Production Economics · 26

Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations

2012 · S.T. Boris Choy, Cathy W.S. Chen, et al. · Quantitative Finance · 15

Bayesian quantile forecasting via the realized hysteretic GARCH model

2022 · Cathy W. S. Chen, Edward M. H. Lin, et al. · Journal of Forecasting · 14

Inference of Seasonal Long‐memory Time Series with Measurement Error

2014 · Henghsiu Tsai, Heiko Rachinger, et al. · Scandinavian Journal of Statistics · 13

Group Technology Code Generation Over the Internet

1997 · Venkatraman Kalyanapasupathy, Edward Lin, et al. · ASME International Design Engineering Technical Conferences and Computers and Information in Engineering Conference (IDETC/CIE) · 12

Bayesian Estimation for Parsimonious Threshold Autoregressive Models in R

2009 · Cathy W. S. Chen, Edward M.H. Lin, et al. · SSRN Electronic Journal · 10

Process Planning in Microwave Module Production

1998 · Jeff Meyer, Michael O. Ball, et al. · 10

Bayesian Assessment of Dynamic Quantile Forecasts

2016 · Richard Gerlach, Cathy W. S. Chen, et al. · Journal of Forecasting · 9

Tolerances of Customers’ Requirements: A Review of Current Researches

2018 · Edward M.H. Lin, Mitchell M. Tseng · Procedia CIRP · 8

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Bank Capital Standards and Subordinated Debt Prices

2017 · Jin-Ping Lee, Edward M.H. Lin, et al. · Emerald Group Publishing Limited eBooks · 8

Doubly Constrained Factor Models with Applications

2015 · Henghsiu Tsai, Ruey S. Tsay, et al. · Statistica Sinica · 8

Pain Resilience and Coping Behaviors in Individuals in a Collectivist Social Context

2024 · Ling-Jun Liu, Hsiu-Ling Peng, et al. · Healthcare · 7

Bayesian estimation of smoothly mixing time-varying parameter GARCH models

2013 · Cathy W.S. Chen, Richard Gerlach, et al. · Computational Statistics & Data Analysis · 7

A bootstrap test for threshold effects in a diffusion process

2023 · Heiko Rachinger, Edward M. H. Lin, et al. · Computational Statistics · 5

Bayesian estimation and inference for log-ACD models

2015 · Richard Gerlach, Shelton Peiris, et al. · Computational Statistics · 5

A Bayesian Perspective on Mixed GARCH Models with Jumps

2012 · Cathy W. S. Chen, Edward M. H. Lin, et al. · Advances in intelligent systems and computing · 5

A Three-Parameter Speeded Item Response Model: Estimation and Application

2016 · Joyce Chang, Henghsiu Tsai, et al. · Springer proceedings in mathematics & statistics · 2

Works count: 34

Citation count: 602

H-index: 12

I10-index: 15