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 2 4 11 196 7 15 51 617
Total Working Papers 2 4 11 196 7 15 51 617

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 1 1 7 3 8 15 47
A note on the binomial model with simplex constraints 0 1 4 16 1 2 13 53
A smoothed bootstrap test for independence based on mutual information 0 0 0 51 0 1 5 165
Basket trading under co-integration with the logistic mixture autoregressive model 3 8 44 60 4 17 100 135
Bayesian analysis of order-statistics models for ranking data 0 0 5 92 0 1 17 423
Distance-based tree models for ranking data 0 0 6 47 1 4 23 158
Empirical analysis of GARCH models in value at risk estimation 5 12 39 528 13 28 99 1,049
Estimation of the Common Mean of a Bivariate Normal Population 0 0 1 18 0 2 11 131
Factor analysis for ranked data with application to a job selection attitude survey 0 0 5 176 1 3 35 846
How to predict election winners from a poll 0 0 1 63 0 0 7 306
Likelihood ratio test for the spacing between two adjacent location parameters 0 0 3 10 0 2 18 105
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 1 2 3 2 4 14 19
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 2 12 2 6 29 93
On Some Models for Value-At-Risk 0 2 6 54 0 5 23 129
On a dynamic mixture GARCH model 0 0 6 60 0 1 19 174
On the residual autocorrelation of the autoregressive conditional duration model 0 0 3 44 0 1 7 228
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 0 1 4 9 1 3 16 29
Statistical Exploration from SARS 0 0 3 14 0 0 7 82
Total Journal Articles 8 26 135 1,264 28 88 458 4,172

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Statistics updated 2013-12-04