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 2 2 6 207 5 14 48 691
Total Working Papers 2 2 6 207 5 14 48 691


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 2 8 65
A note on the binomial model with simplex constraints 1 1 4 20 1 1 6 59
A smoothed bootstrap test for independence based on mutual information 0 0 0 51 0 0 8 178
Basket trading under co-integration with the logistic mixture autoregressive model 1 2 14 88 2 11 47 207
Bayesian analysis of order-statistics models for ranking data 0 0 2 95 0 0 3 428
Distance-based tree models for ranking data 1 1 2 50 1 2 7 171
Empirical analysis of GARCH models in value at risk estimation 2 4 20 563 5 12 58 1,145
Estimation of the Common Mean of a Bivariate Normal Population 0 0 0 18 0 0 1 133
Factor analysis for ranked data with application to a job selection attitude survey 0 0 2 178 1 2 5 855
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 0 6 113
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 1 4 0 0 5 27
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 1 13 0 0 5 108
On Some Models for Value-At-Risk 0 2 4 63 0 4 13 152
On a dynamic mixture GARCH model 0 1 3 63 0 2 6 182
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 1 18 39 77
Statistical Exploration from SARS 0 0 0 14 0 0 1 85
Total Journal Articles 5 11 57 1,361 11 54 219 4,523


Statistics updated 2015-05-02