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 3 5 8 210 4 12 51 698
Total Working Papers 3 5 8 210 4 12 51 698


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 8 0 0 6 65
A note on the binomial model with simplex constraints 0 1 4 20 0 1 5 59
A smoothed bootstrap test for independence based on mutual information 0 1 1 52 1 2 9 180
Basket trading under co-integration with the logistic mixture autoregressive model 1 4 14 91 2 6 41 211
Bayesian analysis of order-statistics models for ranking data 0 0 1 95 0 2 4 430
Distance-based tree models for ranking data 0 1 2 50 0 1 5 171
Empirical analysis of GARCH models in value at risk estimation 4 8 22 569 6 17 61 1,157
Estimation of the Common Mean of a Bivariate Normal Population 0 0 0 18 1 2 3 135
Factor analysis for ranked data with application to a job selection attitude survey 0 0 2 178 0 2 6 856
How to predict election winners from a poll 0 0 0 63 1 2 2 308
Likelihood ratio test for the spacing between two adjacent location parameters 0 0 0 10 0 1 6 114
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 1 4 1 1 6 28
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 1 13 1 1 5 109
On Some Models for Value-At-Risk 2 2 6 65 3 3 16 155
On a dynamic mixture GARCH model 1 1 3 64 1 1 5 183
On the residual autocorrelation of the autoregressive conditional duration model 0 0 0 46 0 0 1 232
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 0 0 3 14 13 15 42 91
Statistical Exploration from SARS 0 0 0 14 0 0 1 85
Total Journal Articles 8 18 61 1,374 30 57 224 4,569


Statistics updated 2015-07-02