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 1 231 0 1 3 791
Total Working Papers 0 0 1 231 0 1 3 791

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 14 0 0 4 108
A note on the binomial model with simplex constraints 0 0 0 22 0 0 0 71
A smoothed bootstrap test for independence based on mutual information 0 0 0 59 0 0 1 210
Basket trading under co-integration with the logistic mixture autoregressive model 0 2 10 183 2 5 19 406
Bayesian analysis of order-statistics models for ranking data 0 0 0 99 0 0 2 452
Distance-based tree models for ranking data 0 0 0 60 0 1 3 210
Empirical analysis of GARCH models in value at risk estimation 0 2 9 675 1 6 16 1,381
Estimation of the Common Mean of a Bivariate Normal Population 0 0 0 22 0 0 3 156
Factor analysis for ranked data with application to a job selection attitude survey 0 0 0 192 0 0 3 934
How to predict election winners from a poll 0 0 0 67 0 0 0 323
Likelihood ratio test for the spacing between two adjacent location parameters 0 0 0 11 0 0 2 133
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 0 8 0 1 3 44
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 0 17 0 0 2 148
On Some Models for Value-At-Risk 0 0 0 79 0 0 1 205
On a dynamic mixture GARCH model 0 0 1 77 0 1 3 226
On the residual autocorrelation of the autoregressive conditional duration model 0 0 0 49 1 1 1 245
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 0 0 0 18 0 0 0 133
Statistical Exploration from SARS 0 0 0 31 0 0 2 182
Total Journal Articles 0 4 21 1,683 4 15 65 5,567

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Statistics updated 2025-06-06