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 4 10 48 96 10 35 125 245
Total Working Papers 4 10 48 96 10 35 125 245


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 0 1 1 1 0 3 3 3
Bayesian analysis of order-statistics models for ranking data 0 3 19 45 9 35 142 218
Empirical analysis of GARCH models in value at risk estimation 11 30 94 238 27 64 183 473
Estimation of the Common Mean of a Bivariate Normal Population 0 1 4 8 1 6 44 82
Factor analysis for ranked data with application to a job selection attitude survey 3 4 45 94 12 25 215 453
How to predict election winners from a poll 0 0 11 46 1 5 108 218
Likelihood ratio test for the spacing between two adjacent location parameters 0 3 4 4 3 13 23 23
On a dynamic mixture GARCH model 4 4 4 4 7 8 8 8
On the residual autocorrelation of the autoregressive conditional duration model 0 4 7 29 2 12 53 182
Statistical Exploration from SARS 0 0 3 3 2 4 34 47
Total Journal Articles 18 50 192 472 64 175 813 1,707


Statistics updated 2009-07-03