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 5 12 201 3 18 52 637
Total Working Papers 0 5 12 201 3 18 52 637

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 3 6 17 55
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 2 4 167
Basket trading under co-integration with the logistic mixture autoregressive model 4 9 49 73 6 17 89 157
Bayesian analysis of order-statistics models for ranking data 0 0 4 93 0 1 9 425
Distance-based tree models for ranking data 0 1 6 48 1 4 22 163
Empirical analysis of GARCH models in value at risk estimation 6 9 41 542 11 21 94 1,080
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 0 176 0 2 23 850
How to predict election winners from a poll 0 0 0 63 0 0 2 306
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 1 1 10 20
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 0 12 2 4 23 99
On Some Models for Value-At-Risk 0 1 7 57 2 4 18 136
On a dynamic mixture GARCH model 0 0 2 60 1 1 10 176
On the residual autocorrelation of the autoregressive conditional duration model 1 2 4 46 1 2 7 231
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 0 0 2 10 1 3 12 34
Statistical Exploration from SARS 0 0 2 14 0 2 6 84
Total Journal Articles 11 22 123 1,299 30 70 371 4,272

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Statistics updated 2014-04-04