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 12 222 1 9 43 741
Total Working Papers 0 0 12 222 1 9 43 741


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 1 9 74
A note on the binomial model with simplex constraints 0 0 0 20 0 1 5 64
A smoothed bootstrap test for independence based on mutual information 0 0 0 52 0 1 5 185
Basket trading under co-integration with the logistic mixture autoregressive model 3 12 30 121 3 13 46 257
Bayesian analysis of order-statistics models for ranking data 0 0 1 96 1 2 5 435
Distance-based tree models for ranking data 0 0 0 50 0 1 5 176
Empirical analysis of GARCH models in value at risk estimation 0 3 15 584 0 5 31 1,188
Estimation of the Common Mean of a Bivariate Normal Population 0 0 0 18 0 0 3 138
Factor analysis for ranked data with application to a job selection attitude survey 0 0 0 178 0 1 5 861
How to predict election winners from a poll 0 0 0 63 1 2 3 311
Likelihood ratio test for the spacing between two adjacent location parameters 0 0 0 10 0 1 3 117
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 0 4 0 1 2 30
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 1 14 1 3 13 122
On Some Models for Value-At-Risk 0 0 2 67 0 1 9 164
On a dynamic mixture GARCH model 0 0 0 64 0 2 9 192
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 15 106
Statistical Exploration from SARS 0 1 2 16 2 5 7 92
Total Journal Articles 3 16 53 1,427 8 40 175 4,744


Statistics updated 2016-07-02