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 2 225 0 1 10 758
Total Working Papers 0 0 2 225 0 1 10 758


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 9 0 0 2 76
A note on the binomial model with simplex constraints 0 0 0 20 0 1 1 66
A smoothed bootstrap test for independence based on mutual information 0 0 1 53 0 0 2 191
Basket trading under co-integration with the logistic mixture autoregressive model 1 3 9 134 6 8 38 308
Bayesian analysis of order-statistics models for ranking data 0 0 0 96 0 0 0 435
Distance-based tree models for ranking data 0 0 0 50 0 1 5 182
Empirical analysis of GARCH models in value at risk estimation 0 1 6 591 0 4 21 1,213
Estimation of the Common Mean of a Bivariate Normal Population 0 0 1 19 0 0 4 143
Factor analysis for ranked data with application to a job selection attitude survey 0 0 1 179 0 1 7 868
How to predict election winners from a poll 0 1 2 65 0 1 4 317
Likelihood ratio test for the spacing between two adjacent location parameters 0 0 0 10 0 0 2 120
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 1 5 0 0 2 32
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 1 15 1 2 5 129
On Some Models for Value-At-Risk 0 0 1 69 0 3 9 177
On a dynamic mixture GARCH model 0 1 2 67 0 1 5 198
On the residual autocorrelation of the autoregressive conditional duration model 0 0 1 47 0 0 1 233
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 0 0 1 17 1 2 7 113
Statistical Exploration from SARS 0 0 0 16 0 0 1 93
Total Journal Articles 1 6 28 1,462 8 24 116 4,894


Statistics updated 2017-10-05