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 8 205 8 21 49 677
Total Working Papers 0 1 8 205 8 21 49 677


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 8 1 2 11 63
A note on the binomial model with simplex constraints 0 1 3 19 0 2 5 58
A smoothed bootstrap test for independence based on mutual information 0 0 0 51 0 0 13 178
Basket trading under co-integration with the logistic mixture autoregressive model 3 5 20 86 4 14 49 196
Bayesian analysis of order-statistics models for ranking data 0 0 2 95 0 0 3 428
Distance-based tree models for ranking data 0 0 2 49 1 1 9 169
Empirical analysis of GARCH models in value at risk estimation 1 4 23 559 3 12 68 1,133
Estimation of the Common Mean of a Bivariate Normal Population 0 0 0 18 0 0 2 133
Factor analysis for ranked data with application to a job selection attitude survey 0 2 2 178 0 2 5 853
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 1 8 113
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 1 4 1 1 8 27
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 1 13 1 2 12 108
On Some Models for Value-At-Risk 0 2 4 61 0 4 14 148
On a dynamic mixture GARCH model 0 1 2 62 0 1 5 180
On the residual autocorrelation of the autoregressive conditional duration model 0 0 1 46 1 1 2 232
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 0 1 4 14 2 5 26 59
Statistical Exploration from SARS 0 0 0 14 0 0 3 85
Total Journal Articles 4 17 66 1,350 14 48 243 4,469


Statistics updated 2015-02-02