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 6 189 2 5 68 587
Total Working Papers 0 0 6 189 2 5 68 587

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 2 6 0 2 22 38
A note on the binomial model with simplex constraints 0 0 6 14 3 4 28 48
A smoothed bootstrap test for independence based on mutual information 0 0 4 51 0 1 27 163
Basket trading under co-integration with the logistic mixture autoregressive model 7 8 31 31 10 23 78 78
Bayesian analysis of order-statistics models for ranking data 0 1 8 89 1 9 36 417
Distance-based tree models for ranking data 2 2 10 44 4 5 38 145
Empirical analysis of GARCH models in value at risk estimation 4 11 41 505 9 28 110 995
Estimation of the Common Mean of a Bivariate Normal Population 0 0 2 18 2 3 23 127
Factor analysis for ranked data with application to a job selection attitude survey 0 4 14 176 5 17 65 832
How to predict election winners from a poll 0 1 5 63 1 3 27 305
Likelihood ratio test for the spacing between two adjacent location parameters 0 0 3 9 6 8 29 100
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 1 1 2 3 12 12
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 1 3 12 5 10 44 81
On Some Models for Value-At-Risk 0 1 9 50 1 6 42 119
On a dynamic mixture GARCH model 1 1 7 59 4 8 38 170
On the residual autocorrelation of the autoregressive conditional duration model 0 0 1 42 0 0 15 224
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 0 2 8 8 2 7 24 24
Statistical Exploration from SARS 0 0 1 12 1 1 12 79
Total Journal Articles 14 32 156 1,190 56 138 670 3,957

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Statistics updated 2013-05-03