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 1 3 225 0 2 14 757
Total Working Papers 0 1 3 225 0 2 14 757


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 9 0 0 2 76
A note on the binomial model with simplex constraints 0 0 0 20 1 1 2 66
A smoothed bootstrap test for independence based on mutual information 0 1 1 53 0 1 4 191
Basket trading under co-integration with the logistic mixture autoregressive model 0 1 7 131 0 6 34 300
Bayesian analysis of order-statistics models for ranking data 0 0 0 96 0 0 0 435
Distance-based tree models for ranking data 0 0 0 50 0 1 4 181
Empirical analysis of GARCH models in value at risk estimation 0 2 5 590 3 7 23 1,212
Estimation of the Common Mean of a Bivariate Normal Population 0 1 1 19 0 2 5 143
Factor analysis for ranked data with application to a job selection attitude survey 0 0 1 179 0 3 6 867
How to predict election winners from a poll 0 0 1 64 0 2 5 316
Likelihood ratio test for the spacing between two adjacent location parameters 0 0 0 10 0 0 3 120
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 1 5 0 0 2 32
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 1 1 15 1 2 6 128
On Some Models for Value-At-Risk 0 0 1 69 0 1 7 174
On a dynamic mixture GARCH model 1 2 3 67 1 3 6 198
On the residual autocorrelation of the autoregressive conditional duration model 0 0 1 47 0 0 1 233
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 0 1 1 17 0 1 5 111
Statistical Exploration from SARS 0 0 0 16 0 0 1 93
Total Journal Articles 1 9 25 1,457 6 30 116 4,876


Statistics updated 2017-08-03