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 3 6 10 213 6 13 56 704
Total Working Papers 3 6 10 213 6 13 56 704


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 8 0 0 5 65
A note on the binomial model with simplex constraints 0 0 3 20 0 0 4 59
A smoothed bootstrap test for independence based on mutual information 0 1 1 52 0 2 6 180
Basket trading under co-integration with the logistic mixture autoregressive model 1 4 15 92 1 5 38 212
Bayesian analysis of order-statistics models for ranking data 1 1 2 96 2 4 6 432
Distance-based tree models for ranking data 0 0 2 50 1 1 6 172
Empirical analysis of GARCH models in value at risk estimation 1 7 19 570 2 14 55 1,159
Estimation of the Common Mean of a Bivariate Normal Population 0 0 0 18 0 2 2 135
Factor analysis for ranked data with application to a job selection attitude survey 0 0 2 178 1 2 7 857
How to predict election winners from a poll 0 0 0 63 0 2 2 308
Likelihood ratio test for the spacing between two adjacent location parameters 0 0 0 10 0 1 3 114
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 1 4 0 1 5 28
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 1 13 1 2 6 110
On Some Models for Value-At-Risk 0 2 6 65 0 3 14 155
On a dynamic mixture GARCH model 0 1 3 64 1 2 5 184
On the residual autocorrelation of the autoregressive conditional duration model 0 0 0 46 0 0 1 232
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 0 0 3 14 3 17 45 94
Statistical Exploration from SARS 0 0 0 14 0 0 1 85
Total Journal Articles 3 16 59 1,377 12 58 211 4,581


Statistics updated 2015-08-02