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 1 11 202 2 10 51 647
Total Working Papers 1 1 11 202 2 10 51 647

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 4 20 59
A note on the binomial model with simplex constraints 0 0 1 16 1 1 4 54
A smoothed bootstrap test for independence based on mutual information 0 0 0 51 0 4 7 171
Basket trading under co-integration with the logistic mixture autoregressive model 1 4 37 77 3 13 76 170
Bayesian analysis of order-statistics models for ranking data 0 1 2 94 0 1 5 426
Distance-based tree models for ranking data 0 0 2 48 1 3 16 166
Empirical analysis of GARCH models in value at risk estimation 3 5 37 547 5 16 86 1,096
Estimation of the Common Mean of a Bivariate Normal Population 0 0 0 18 0 1 3 132
Factor analysis for ranked data with application to a job selection attitude survey 0 0 0 176 0 0 12 850
How to predict election winners from a poll 0 0 0 63 0 0 1 306
Likelihood ratio test for the spacing between two adjacent location parameters 0 0 0 10 1 3 5 108
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 1 3 0 2 9 22
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 0 12 0 5 22 104
On Some Models for Value-At-Risk 0 2 8 59 0 3 18 139
On a dynamic mixture GARCH model 0 1 1 61 1 2 6 178
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 1 3 11 6 15 24 49
Statistical Exploration from SARS 0 0 0 14 0 0 2 84
Total Journal Articles 4 14 95 1,313 19 73 320 4,345

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Statistics updated 2014-07-03