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 2 9 205 9 15 48 665
Total Working Papers 1 2 9 205 9 15 48 665


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 7 0 0 14 61
A note on the binomial model with simplex constraints 1 1 3 19 1 1 4 57
A smoothed bootstrap test for independence based on mutual information 0 0 0 51 0 2 13 178
Basket trading under co-integration with the logistic mixture autoregressive model 2 5 23 83 6 13 53 188
Bayesian analysis of order-statistics models for ranking data 0 1 3 95 0 1 5 428
Distance-based tree models for ranking data 0 1 2 49 0 1 10 168
Empirical analysis of GARCH models in value at risk estimation 3 7 30 558 4 17 76 1,125
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 0 0 176 0 1 5 851
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 1 2 8 113
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 1 4 0 2 7 26
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 1 13 0 0 13 106
On Some Models for Value-At-Risk 2 2 7 61 4 7 19 148
On a dynamic mixture GARCH model 0 0 1 61 0 0 5 179
On the residual autocorrelation of the autoregressive conditional duration model 0 0 2 46 0 0 3 231
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 1 2 5 14 2 6 27 56
Statistical Exploration from SARS 0 0 0 14 0 1 3 85
Total Journal Articles 9 19 78 1,342 18 54 267 4,439


Statistics updated 2014-12-03