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 1 1 10 223 3 6 41 746
Total Working Papers 1 1 10 223 3 6 41 746


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 8 0 0 9 74
A note on the binomial model with simplex constraints 0 0 0 20 1 1 6 65
A smoothed bootstrap test for independence based on mutual information 0 0 0 52 1 3 8 188
Basket trading under co-integration with the logistic mixture autoregressive model 0 6 31 124 0 12 52 266
Bayesian analysis of order-statistics models for ranking data 0 0 0 96 0 1 3 435
Distance-based tree models for ranking data 0 0 0 50 0 1 5 177
Empirical analysis of GARCH models in value at risk estimation 0 1 13 585 3 4 28 1,192
Estimation of the Common Mean of a Bivariate Normal Population 0 0 0 18 0 0 3 138
Factor analysis for ranked data with application to a job selection attitude survey 0 0 0 178 0 0 4 861
How to predict election winners from a poll 0 0 0 63 1 2 4 312
Likelihood ratio test for the spacing between two adjacent location parameters 0 0 0 10 1 1 4 118
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 0 4 0 0 1 30
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 1 14 1 2 12 123
On Some Models for Value-At-Risk 0 1 3 68 0 3 10 167
On a dynamic mixture GARCH model 1 1 1 65 1 1 8 193
On the residual autocorrelation of the autoregressive conditional duration model 0 0 0 46 0 0 0 232
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 0 0 2 16 0 0 11 106
Statistical Exploration from SARS 0 0 2 16 0 2 7 92
Total Journal Articles 1 9 53 1,433 9 33 175 4,769


Statistics updated 2016-09-03