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 1 3 225 2 3 17 757
Total Working Papers 1 1 3 225 2 3 17 757


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 9 0 1 2 76
A note on the binomial model with simplex constraints 0 0 0 20 0 0 1 65
A smoothed bootstrap test for independence based on mutual information 1 1 1 53 1 1 6 191
Basket trading under co-integration with the logistic mixture autoregressive model 1 3 13 131 1 12 41 295
Bayesian analysis of order-statistics models for ranking data 0 0 0 96 0 0 1 435
Distance-based tree models for ranking data 0 0 0 50 1 2 5 181
Empirical analysis of GARCH models in value at risk estimation 0 0 4 588 1 5 18 1,206
Estimation of the Common Mean of a Bivariate Normal Population 0 0 0 18 1 2 4 142
Factor analysis for ranked data with application to a job selection attitude survey 0 0 1 179 3 3 6 867
How to predict election winners from a poll 0 0 1 64 0 0 4 314
Likelihood ratio test for the spacing between two adjacent location parameters 0 0 0 10 0 0 3 120
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 1 5 0 0 2 32
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 0 14 0 0 5 126
On Some Models for Value-At-Risk 0 0 2 69 0 0 9 173
On a dynamic mixture GARCH model 1 1 2 66 1 1 4 196
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 1 1 1 17 1 1 5 111
Statistical Exploration from SARS 0 0 0 16 0 0 3 93
Total Journal Articles 4 7 28 1,452 10 28 120 4,856


Statistics updated 2017-06-02