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 4 10 46 109 16 33 128 289
Total Working Papers 4 10 46 109 16 33 128 289


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A smoothed bootstrap test for independence based on mutual information 2 7 11 11 9 25 32 32
Bayesian analysis of order-statistics models for ranking data 2 7 22 53 15 40 138 264
Empirical analysis of GARCH models in value at risk estimation 18 34 113 281 24 54 205 544
Estimation of the Common Mean of a Bivariate Normal Population 1 1 5 9 6 8 31 92
Factor analysis for ranked data with application to a job selection attitude survey 2 8 41 105 10 30 176 495
How to predict election winners from a poll 1 2 6 48 4 8 57 226
Likelihood ratio test for the spacing between two adjacent location parameters 0 0 4 4 5 8 35 35
On a dynamic mixture GARCH model 3 7 14 14 7 17 33 33
On the residual autocorrelation of the autoregressive conditional duration model 0 0 6 29 3 3 35 185
Statistical Exploration from SARS 1 1 3 5 3 5 24 53
Total Journal Articles 30 67 225 559 86 198 766 1,959


Statistics updated 2009-11-04