Access Statistics for Philip L.H. Yu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Order Imbalance and the Dynamics of Index and Futures Prices 4 5 12 201 6 17 50 634
Total Working Papers 4 5 12 201 6 17 50 634

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A margin scheme that advises on when to change required margin 0 0 1 7 0 5 15 52
A note on the binomial model with simplex constraints 0 0 2 16 0 0 8 53
A smoothed bootstrap test for independence based on mutual information 0 0 0 51 1 1 3 166
Basket trading under co-integration with the logistic mixture autoregressive model 3 9 46 69 4 16 90 151
Bayesian analysis of order-statistics models for ranking data 0 1 4 93 0 2 9 425
Distance-based tree models for ranking data 1 1 6 48 2 4 21 162
Empirical analysis of GARCH models in value at risk estimation 0 8 39 536 4 20 95 1,069
Estimation of the Common Mean of a Bivariate Normal Population 0 0 0 18 0 0 6 131
Factor analysis for ranked data with application to a job selection attitude survey 0 0 3 176 2 4 30 850
How to predict election winners from a poll 0 0 1 63 0 0 3 306
Likelihood ratio test for the spacing between two adjacent location parameters 0 0 1 10 0 0 11 105
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 2 3 0 0 10 19
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 0 12 1 4 23 97
On Some Models for Value-At-Risk 0 3 8 57 0 5 19 134
On a dynamic mixture GARCH model 0 0 2 60 0 1 12 175
On the residual autocorrelation of the autoregressive conditional duration model 0 1 3 45 0 2 6 230
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 0 1 4 10 0 4 14 33
Statistical Exploration from SARS 0 0 2 14 2 2 6 84
Total Journal Articles 4 24 124 1,288 16 70 381 4,242

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Statistics updated 2014-03-03