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 2 224 1 3 23 755
Total Working Papers 0 0 2 224 1 3 23 755


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 1 1 1 9 1 1 3 76
A note on the binomial model with simplex constraints 0 0 0 20 0 0 2 65
A smoothed bootstrap test for independence based on mutual information 0 0 0 52 0 0 6 190
Basket trading under co-integration with the logistic mixture autoregressive model 1 2 20 129 5 8 44 288
Bayesian analysis of order-statistics models for ranking data 0 0 0 96 0 0 2 435
Distance-based tree models for ranking data 0 0 0 50 1 1 5 180
Empirical analysis of GARCH models in value at risk estimation 0 0 7 588 2 4 20 1,203
Estimation of the Common Mean of a Bivariate Normal Population 0 0 0 18 1 1 3 141
Factor analysis for ranked data with application to a job selection attitude survey 0 0 1 179 0 0 4 864
How to predict election winners from a poll 0 0 1 64 0 0 5 314
Likelihood ratio test for the spacing between two adjacent location parameters 0 0 0 10 0 0 4 120
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 1 5 0 0 3 32
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 0 14 0 1 7 126
On Some Models for Value-At-Risk 0 1 2 69 0 2 10 173
On a dynamic mixture GARCH model 0 0 1 65 0 0 5 195
On the residual autocorrelation of the autoregressive conditional duration model 0 0 1 47 0 0 1 233
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 0 0 0 16 0 1 4 110
Statistical Exploration from SARS 0 0 1 16 0 1 6 93
Total Journal Articles 2 4 36 1,447 10 20 134 4,838


Statistics updated 2017-04-03