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 11 203 2 5 48 650
Total Working Papers 0 2 11 203 2 5 48 650


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 1 7 1 3 22 61
A note on the binomial model with simplex constraints 1 2 3 18 1 3 5 56
A smoothed bootstrap test for independence based on mutual information 0 0 0 51 2 5 12 176
Basket trading under co-integration with the logistic mixture autoregressive model 1 2 26 78 1 8 57 175
Bayesian analysis of order-statistics models for ranking data 0 0 2 94 1 1 5 427
Distance-based tree models for ranking data 0 0 1 48 1 2 13 167
Empirical analysis of GARCH models in value at risk estimation 0 7 35 551 4 17 87 1,108
Estimation of the Common Mean of a Bivariate Normal Population 0 0 0 18 0 1 4 133
Factor analysis for ranked data with application to a job selection attitude survey 0 0 0 176 0 0 7 850
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 0 4 8 111
Mixtures of weighted distance-based models for ranking data with applications in political studies 1 1 2 4 1 2 9 24
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 1 1 1 13 2 2 19 106
On Some Models for Value-At-Risk 0 0 7 59 0 2 17 141
On a dynamic mixture GARCH model 0 0 1 61 0 2 6 179
On the residual autocorrelation of the autoregressive conditional duration model 0 0 2 46 0 0 4 231
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 1 1 4 12 1 7 24 50
Statistical Exploration from SARS 0 0 0 14 0 0 2 84
Total Journal Articles 5 14 85 1,323 15 59 301 4,385


Statistics updated 2014-09-03