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 2 15 222 5 15 46 740
Total Working Papers 0 2 15 222 5 15 46 740


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 1 1 9 74
A note on the binomial model with simplex constraints 0 0 0 20 1 1 5 64
A smoothed bootstrap test for independence based on mutual information 0 0 0 52 1 1 6 185
Basket trading under co-integration with the logistic mixture autoregressive model 7 11 28 118 7 16 45 254
Bayesian analysis of order-statistics models for ranking data 0 0 1 96 1 1 4 434
Distance-based tree models for ranking data 0 0 0 50 0 1 5 176
Empirical analysis of GARCH models in value at risk estimation 1 4 19 584 1 7 37 1,188
Estimation of the Common Mean of a Bivariate Normal Population 0 0 0 18 0 0 4 138
Factor analysis for ranked data with application to a job selection attitude survey 0 0 0 178 1 1 5 861
How to predict election winners from a poll 0 0 0 63 1 1 3 310
Likelihood ratio test for the spacing between two adjacent location parameters 0 0 0 10 1 1 3 117
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 0 4 1 1 3 30
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 1 14 0 3 13 121
On Some Models for Value-At-Risk 0 0 4 67 0 1 12 164
On a dynamic mixture GARCH model 0 0 1 64 1 2 10 192
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 28 106
Statistical Exploration from SARS 1 1 2 16 3 3 5 90
Total Journal Articles 9 16 58 1,424 20 41 197 4,736


Statistics updated 2016-06-03