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 1 10 203 2 5 48 652
Total Working Papers 0 1 10 203 2 5 48 652


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 7 0 2 21 61
A note on the binomial model with simplex constraints 0 2 2 18 0 2 4 56
A smoothed bootstrap test for independence based on mutual information 0 0 0 51 2 7 14 178
Basket trading under co-integration with the logistic mixture autoregressive model 2 3 25 80 4 9 54 179
Bayesian analysis of order-statistics models for ranking data 1 1 3 95 1 2 5 428
Distance-based tree models for ranking data 0 0 1 48 0 1 11 167
Empirical analysis of GARCH models in value at risk estimation 3 7 35 554 9 21 88 1,117
Estimation of the Common Mean of a Bivariate Normal Population 0 0 0 18 0 1 4 133
Factor analysis for ranked data with application to a job selection attitude survey 0 0 0 176 0 0 6 850
How to predict election winners from a poll 0 0 0 63 0 0 0 306
Likelihood ratio test for the spacing between two adjacent location parameters 0 0 0 10 0 3 8 111
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 1 1 4 1 3 9 25
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 1 1 13 0 2 16 106
On Some Models for Value-At-Risk 0 0 5 59 3 5 16 144
On a dynamic mixture GARCH model 0 0 1 61 0 1 5 179
On the residual autocorrelation of the autoregressive conditional duration model 0 0 2 46 0 0 4 231
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 0 1 3 12 2 3 25 52
Statistical Exploration from SARS 0 0 0 14 1 1 3 85
Total Journal Articles 6 16 80 1,329 23 63 293 4,408


Statistics updated 2014-10-01