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 0 4 205 2 14 45 679
Total Working Papers 0 0 4 205 2 14 45 679


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 1 1 8 0 2 11 63
A note on the binomial model with simplex constraints 0 0 3 19 0 1 5 58
A smoothed bootstrap test for independence based on mutual information 0 0 0 51 0 0 12 178
Basket trading under co-integration with the logistic mixture autoregressive model 1 4 18 87 5 13 50 201
Bayesian analysis of order-statistics models for ranking data 0 0 2 95 0 0 3 428
Distance-based tree models for ranking data 0 0 1 49 1 2 8 170
Empirical analysis of GARCH models in value at risk estimation 1 2 24 560 3 11 67 1,136
Estimation of the Common Mean of a Bivariate Normal Population 0 0 0 18 0 0 2 133
Factor analysis for ranked data with application to a job selection attitude survey 0 2 2 178 0 2 3 853
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 8 113
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 1 4 0 1 8 27
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 1 13 0 2 11 108
On Some Models for Value-At-Risk 2 2 6 63 4 4 18 152
On a dynamic mixture GARCH model 1 2 3 63 1 2 6 181
On the residual autocorrelation of the autoregressive conditional duration model 0 0 1 46 0 1 2 232
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 0 0 4 14 1 4 27 60
Statistical Exploration from SARS 0 0 0 14 0 0 1 85
Total Journal Articles 5 13 67 1,355 15 45 242 4,484


Statistics updated 2015-03-02