| Systemic risk, financial markets, and performance of financial institutions EMH Lin, EW Sun, MT Yu Annals of Operations Research 262, 579-603, 2018 | 133 | 2018 |
| Bayesian forecasting for financial risk management, pre and post the global financial crisis CWS Chen, R Gerlach, EMH Lin, WCW Lee Journal of Forecasting 31 (8), 661-687, 2012 | 99 | 2012 |
| Volatility forecasting using threshold heteroskedastic models of the intra-day range CWS Chen, R Gerlach, EMH Lin Computational Statistics & Data Analysis 52 (6), 2990-3010, 2008 | 74 | 2008 |
| Forecasting volatility with asymmetric smooth transition dynamic range models EMH Lin, CWS Chen, R Gerlach International Journal of Forecasting 28 (2), 384-399, 2012 | 54 | 2012 |
| Volatility forecasting with double Markov switching GARCH models CWS Chen, MKP So, EMH Lin Journal of Forecasting 28 (8), 681-697, 2009 | 51 | 2009 |
| Bank systemic risk and CEO overconfidence JP Lee, EMH Lin, JJ Lin, Y Zhao The North American Journal of Economics and Finance 54, 100946, 2020 | 36 | 2020 |
| Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry CW Chang, X Li, EMH Lin, MT Yu International Review of Economics & Finance 55, 273-284, 2018 | 33 | 2018 |
| Behavioral data-driven analysis with Bayesian method for risk management of financial services EMH Lin, EW Sun, MT Yu International Journal of Production Economics 228, 107737, 2020 | 30 | 2020 |
| Bayesian estimation of realized GARCH-type models with application to financial tail risk management CWS Chen, T Watanabe, EMH Lin Econometrics and Statistics 28, 30-46, 2023 | 28 | 2023 |
| Inference of seasonal long‐memory time series with measurement error H Tsai, H Rachinger, EMH Lin Scandinavian Journal of Statistics 42 (1), 137-154, 2015 | 18 | 2015 |
| Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations STB Choy, CWS Chen, EMH Lin Quantitative Finance 14 (7), 1297-1313, 2014 | 15 | 2014 |
| Tolerances of customers’ requirements: a review of current researches EMH Lin, MM Tseng Procedia CIRP 72, 1208-1213, 2018 | 12 | 2018 |
| Bayesian estimation of smoothly mixing time-varying parameter GARCH models CWS Chen, R Gerlach, EMH Lin Computational Statistics & Data Analysis 76, 194-209, 2014 | 11 | 2014 |
| Bayesian quantile forecasting via the realized hysteretic GARCH model CWS Chen, EMH Lin, TFJ Huang Journal of Forecasting 41 (7), 1317-1337, 2022 | 8 | 2022 |
| Bank capital standards and subordinated debt prices JP Lee, EMH Lin, MT Yu, Y Zhao Advances in Pacific Basin business economics and finance, 77-99, 2017 | 8 | 2017 |
| Bayesian assessment of dynamic quantile forecasts R Gerlach, CWS Chen, EMH Lin Journal of Forecasting 35 (8), 751-764, 2016 | 7 | 2016 |
| Bayesian estimation for parsimonious threshold autoregressive models in R CWS Chen, EMH Lin, FC Liu, RH Gerlach The Newsletter of the R Project, 2009 | 7 | 2009 |
| Doubly constrained factor models with applications H Tsai, RS Tsay, EMH Lin, CW Cheng Statistica Sinica, 1453-1478, 2016 | 6 | 2016 |
| Bayesian estimation and inference for log-ACD models R Gerlach, S Peiris, EMH Lin Computational Statistics 31, 25-48, 2016 | 6 | 2016 |
| A Bayesian perspective on mixed GARCH models with jumps CWS Chen, EMH Lin, YR Lin Uncertainty Analysis in Econometrics with Applications: Proceedings of the …, 2013 | 6 | 2013 |
Cathy W. S. ChenChair Professor, Feng Chia University, TaiwanVerified email at mail.fcu.edu.tw
