Chen*, C. W. S., Watanabe T., Lin, E. M. H.(林孟樺) (2023.10). Bayesian estimation of realized GARCH-type models with application to financial tail risk management. Econometrics and Statistics, 28, 30-46.
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Cathy W. S. Chen*, Edward M. H. Lin(林孟樺), Tara F. J. Huang (2022.11). Bayesian quantile forecasting via the realized hysteretic GARCH model. Journal of Forecasting, 41(7), 1317-1337.
J. P. Lee*, E. M. H. Lin(林孟樺), J. J. Lin, and Y. Zhao (2020.11). Bank systemic risk and CEO overconfidence. North American Journal of Economics and Finance, 54, 100946-100946.
E. M. H. Lin(林孟樺), Edward W. Sun, Min-Teh Yu* (2020.10). Behavioural data-driven analysis with Bayesian method for risk management of financial services. International Journal of Production Economics, 228, 107737-107737.
Chang, C. W, Li, X., Lin, E. M. H., and Yu*, M. Y. (2018.05). Systemic Risk, Interconnectedness, and Non-core Activities in Taiwan Insurance Industry. International Review of Economics and Finance, 55, 273-284.
Lin, E. M. H., Sun*, E. W., Yu, M. Y. (2018.03). Systemic Risk, Financial Markets, and Performance of
Financial Institutions. Annals of Operations Research, 262(2), 579-603.
Lee*, J. P., Lin, E. M. H., Yu, M. T., and Zhao, Y. (2017.09). Bank Capital Standards and Subordinated Debt Prices. Advances in Pacific Basin Business, Economics and Finance, 55, 273-284.
Gerlach, R., Chen*, C. W. S., and Lin, E. M. H. (2016.12). Bayesian Assessment of Dynamic Quantile Forecasts. Journal of Forecasting, 35, 751-764.
Tsai, H., Tsay*, R.S., Lin, E.M.H., and Cheng, C.-W. (2016.09). Doubly constrained factor models with applications. Statistica Sinica, 42, 137-154.
Gerlach*, R., Peiris, S., and Lin, E. M. H. (2016.03). Bayesian estimation and inference for log-ACD models. Computational Statistics, 31, 25-48.
Tsai*, H., Rachinger, H., and Lin, E. M. H. (2015.03). Inference of Seasonal Long-memory Time Series with Measurement Error. Scandinavian Journal of Statistics, 42, 137-154.
Chen*, C.W.S., Gerlach, R., and Lin, E.M.H. (2014.08). Bayesian Estimation of Smoothly Mixing Time-Varying Parameter GARCH Models. Computational Statistics & Data Analysis, 76, 194-209.
Choy, S. T. B., Chen*, C. W. S., and Lin, E. M. H. (2014.07). Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations. Quantitative Finance, 14, 1297-1313.
Chen*, C. W. S., Gerlach, R., Lin, E. M. H., and Lee, W. C. W. (2012.12). Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis. Journal of Forecasting, 31(8), 661-687.
Lin, E. M. H., Chen*, C. W. S., and Gerlach, R. (2012.02). Forecasting volatility with Asymmetric Smooth Transition Dynamic Range Models. International Journal of Forecasting, 28(2), 384-399.
Chen*, C. W. S., So, M. K. P., and Lin, E. M. H. (2009.12). Volatility forecasting with double Markov switching GARCH models. Journal of Forecasting, 28(8), 681-697.
Chen*, C. W. S., Gerlach, R., and Lin, E. M. H. (2008.02). Volatility forecasting using threshold heteroskedastic models of the intra-day range. Computational Statistics & Data Analysis, 52(6), 2990-3010.