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 0 2 9 205 4 17 50 669
Total Working Papers 0 2 9 205 4 17 50 669


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 1 1 1 8 1 1 13 62
A note on the binomial model with simplex constraints 0 1 3 19 1 2 5 58
A smoothed bootstrap test for independence based on mutual information 0 0 0 51 0 0 13 178
Basket trading under co-integration with the logistic mixture autoregressive model 0 3 19 83 4 13 52 192
Bayesian analysis of order-statistics models for ranking data 0 0 2 95 0 0 4 428
Distance-based tree models for ranking data 0 1 2 49 0 1 9 168
Empirical analysis of GARCH models in value at risk estimation 0 4 25 558 5 13 71 1,130
Estimation of the Common Mean of a Bivariate Normal Population 0 0 0 18 0 0 2 133
Factor analysis for ranked data with application to a job selection attitude survey 2 2 2 178 2 3 5 853
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 0 2 8 113
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 1 4 0 1 7 26
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 1 13 1 1 12 107
On Some Models for Value-At-Risk 0 2 5 61 0 4 16 148
On a dynamic mixture GARCH model 1 1 2 62 1 1 5 180
On the residual autocorrelation of the autoregressive conditional duration model 0 0 2 46 0 0 2 231
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 0 2 4 14 1 5 26 57
Statistical Exploration from SARS 0 0 0 14 0 0 3 85
Total Journal Articles 4 17 69 1,346 16 47 253 4,455


Statistics updated 2015-01-03