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 0 9 222 2 8 39 743
Total Working Papers 0 0 9 222 2 8 39 743


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 9 74
A note on the binomial model with simplex constraints 0 0 0 20 0 1 5 64
A smoothed bootstrap test for independence based on mutual information 0 0 0 52 2 3 7 187
Basket trading under co-integration with the logistic mixture autoregressive model 3 13 32 124 9 19 54 266
Bayesian analysis of order-statistics models for ranking data 0 0 0 96 0 2 3 435
Distance-based tree models for ranking data 0 0 0 50 1 1 5 177
Empirical analysis of GARCH models in value at risk estimation 1 2 15 585 1 2 30 1,189
Estimation of the Common Mean of a Bivariate Normal Population 0 0 0 18 0 0 3 138
Factor analysis for ranked data with application to a job selection attitude survey 0 0 0 178 0 1 4 861
How to predict election winners from a poll 0 0 0 63 0 2 3 311
Likelihood ratio test for the spacing between two adjacent location parameters 0 0 0 10 0 1 3 117
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 0 4 0 1 2 30
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 1 14 0 1 12 122
On Some Models for Value-At-Risk 1 1 3 68 3 3 12 167
On a dynamic mixture GARCH model 0 0 0 64 0 1 8 192
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 12 106
Statistical Exploration from SARS 0 1 2 16 0 5 7 92
Total Journal Articles 5 17 55 1,432 16 44 179 4,760


Statistics updated 2016-08-02