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 11 224 3 8 43 751
Total Working Papers 1 2 11 224 3 8 43 751


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 0 8 1 1 6 75
A note on the binomial model with simplex constraints 0 0 0 20 0 1 5 65
A smoothed bootstrap test for independence based on mutual information 0 0 0 52 0 2 6 189
Basket trading under co-integration with the logistic mixture autoregressive model 1 2 29 126 4 8 54 274
Bayesian analysis of order-statistics models for ranking data 0 0 0 96 0 0 3 435
Distance-based tree models for ranking data 0 0 0 50 1 1 6 178
Empirical analysis of GARCH models in value at risk estimation 1 1 11 586 1 4 22 1,193
Estimation of the Common Mean of a Bivariate Normal Population 0 0 0 18 0 1 4 139
Factor analysis for ranked data with application to a job selection attitude survey 0 0 0 178 1 1 5 862
How to predict election winners from a poll 0 0 0 63 0 2 5 313
Likelihood ratio test for the spacing between two adjacent location parameters 0 0 0 10 2 3 5 120
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 0 4 1 1 2 31
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 0 14 0 2 10 124
On Some Models for Value-At-Risk 0 0 3 68 2 3 10 170
On a dynamic mixture GARCH model 0 1 1 65 0 1 5 193
On the residual autocorrelation of the autoregressive conditional duration model 1 1 1 47 1 1 1 233
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 0 0 1 16 1 1 5 107
Statistical Exploration from SARS 0 0 2 16 0 0 7 92
Total Journal Articles 3 5 48 1,437 15 33 161 4,793


Statistics updated 2016-11-03