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 6 224 0 4 32 752
Total Working Papers 0 1 6 224 0 4 32 752


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 0 1 6 75
A note on the binomial model with simplex constraints 0 0 0 20 0 0 4 65
A smoothed bootstrap test for independence based on mutual information 0 0 0 52 1 1 6 190
Basket trading under co-integration with the logistic mixture autoregressive model 1 2 24 127 4 10 49 280
Bayesian analysis of order-statistics models for ranking data 0 0 0 96 0 0 3 435
Distance-based tree models for ranking data 0 0 0 50 1 2 6 179
Empirical analysis of GARCH models in value at risk estimation 0 3 9 588 3 8 21 1,200
Estimation of the Common Mean of a Bivariate Normal Population 0 0 0 18 0 1 3 140
Factor analysis for ranked data with application to a job selection attitude survey 1 1 1 179 2 3 7 864
How to predict election winners from a poll 0 1 1 64 0 1 6 314
Likelihood ratio test for the spacing between two adjacent location parameters 0 0 0 10 0 2 5 120
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 1 1 5 0 3 4 33
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 0 14 0 1 9 125
On Some Models for Value-At-Risk 0 0 2 68 1 3 10 171
On a dynamic mixture GARCH model 0 0 1 65 1 3 7 196
On the residual autocorrelation of the autoregressive conditional duration model 0 1 1 47 0 1 1 233
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 0 0 0 16 1 3 3 109
Statistical Exploration from SARS 0 0 1 16 0 0 5 92
Total Journal Articles 2 9 41 1,443 14 43 155 4,821


Statistics updated 2017-01-03