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 0 0 231 8 11 24 815
Total Working Papers 0 0 0 231 8 11 24 815


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 0 14 3 5 15 123
A note on the binomial model with simplex constraints 0 0 0 22 3 5 10 81
A smoothed bootstrap test for independence based on mutual information 0 0 0 59 2 5 16 226
Basket trading under co-integration with the logistic mixture autoregressive model 0 1 3 186 4 5 17 421
Bayesian analysis of order-statistics models for ranking data 0 0 0 99 1 5 9 461
Distance-based tree models for ranking data 0 0 0 60 2 6 11 221
Empirical analysis of GARCH models in value at risk estimation 0 1 7 682 3 10 27 1,407
Estimation of the Common Mean of a Bivariate Normal Population 0 0 0 22 1 3 7 163
Factor analysis for ranked data with application to a job selection attitude survey 0 0 0 192 1 3 10 944
How to predict election winners from a poll 0 0 0 67 1 3 7 330
Likelihood ratio test for the spacing between two adjacent location parameters 0 0 0 11 0 2 4 137
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 0 8 1 4 9 53
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 0 17 3 5 16 164
On Some Models for Value-At-Risk 0 0 0 79 2 5 8 213
On a dynamic mixture GARCH model 0 0 1 78 0 1 6 232
On the residual autocorrelation of the autoregressive conditional duration model 0 0 0 49 0 3 9 253
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 0 0 0 18 0 2 7 140
Statistical Exploration from SARS 0 0 0 31 3 3 7 189
Total Journal Articles 0 2 11 1,694 30 75 195 5,758


Statistics updated 2026-05-06