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 1 2 12 203 1 5 50 648
Total Working Papers 1 2 12 203 1 5 50 648


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 1 3 21 60
A note on the binomial model with simplex constraints 1 1 2 17 1 2 4 55
A smoothed bootstrap test for independence based on mutual information 0 0 0 51 3 4 10 174
Basket trading under co-integration with the logistic mixture autoregressive model 0 3 31 77 4 14 66 174
Bayesian analysis of order-statistics models for ranking data 0 1 2 94 0 1 4 426
Distance-based tree models for ranking data 0 0 1 48 0 2 13 166
Empirical analysis of GARCH models in value at risk estimation 4 8 37 551 8 17 89 1,104
Estimation of the Common Mean of a Bivariate Normal Population 0 0 0 18 1 1 4 133
Factor analysis for ranked data with application to a job selection attitude survey 0 0 0 176 0 0 8 850
How to predict election winners from a poll 0 0 0 63 0 0 0 306
Likelihood ratio test for the spacing between two adjacent location parameters 0 0 0 10 3 4 8 111
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 1 3 1 1 8 23
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 0 12 0 1 19 104
On Some Models for Value-At-Risk 0 0 8 59 2 2 19 141
On a dynamic mixture GARCH model 0 1 1 61 1 3 7 179
On the residual autocorrelation of the autoregressive conditional duration model 0 0 2 46 0 0 4 231
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 0 0 3 11 0 11 24 49
Statistical Exploration from SARS 0 0 0 14 0 0 2 84
Total Journal Articles 5 14 89 1,318 25 66 310 4,370


Statistics updated 2014-08-03