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 3 15 222 3 13 44 735
Total Working Papers 0 3 15 222 3 13 44 735


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 3 8 73
A note on the binomial model with simplex constraints 0 0 0 20 0 0 4 63
A smoothed bootstrap test for independence based on mutual information 0 0 1 52 0 0 6 184
Basket trading under co-integration with the logistic mixture autoregressive model 2 6 23 111 3 12 40 247
Bayesian analysis of order-statistics models for ranking data 0 0 1 96 0 0 5 433
Distance-based tree models for ranking data 0 0 0 50 1 1 5 176
Empirical analysis of GARCH models in value at risk estimation 2 4 20 583 4 7 42 1,187
Estimation of the Common Mean of a Bivariate Normal Population 0 0 0 18 0 0 5 138
Factor analysis for ranked data with application to a job selection attitude survey 0 0 0 178 0 3 5 860
How to predict election winners from a poll 0 0 0 63 0 0 3 309
Likelihood ratio test for the spacing between two adjacent location parameters 0 0 0 10 0 1 3 116
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 0 4 0 0 2 29
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 1 14 2 4 13 121
On Some Models for Value-At-Risk 0 1 4 67 1 2 12 164
On a dynamic mixture GARCH model 0 0 1 64 1 2 9 191
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 29 106
Statistical Exploration from SARS 0 0 1 15 0 0 2 87
Total Journal Articles 4 11 54 1,415 12 35 193 4,716


Statistics updated 2016-05-03