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 10 42 124 5 28 138 336
Total Working Papers 1 10 42 124 5 28 138 336


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A smoothed bootstrap test for independence based on mutual information 1 4 17 17 1 8 46 46
Bayesian analysis of order-statistics models for ranking data 0 3 18 57 5 14 121 288
Empirical analysis of GARCH models in value at risk estimation 8 22 111 309 15 43 207 601
Estimation of the Common Mean of a Bivariate Normal Population 0 0 3 10 0 3 21 96
Factor analysis for ranked data with application to a job selection attitude survey 1 7 35 115 8 24 128 530
How to predict election winners from a poll 0 1 3 49 1 6 20 232
Likelihood ratio test for the spacing between two adjacent location parameters 0 0 3 4 0 5 32 40
On a dynamic mixture GARCH model 3 5 21 21 7 14 51 51
On the residual autocorrelation of the autoregressive conditional duration model 0 0 4 29 0 2 22 187
Statistical Exploration from SARS 1 1 3 6 1 2 13 55
Total Journal Articles 14 43 218 617 38 121 661 2,126


Statistics updated 2010-03-03