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 1 1 10 204 4 8 46 656
Total Working Papers 1 1 10 204 4 8 46 656


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 7 0 1 17 61
A note on the binomial model with simplex constraints 0 1 2 18 0 1 4 56
A smoothed bootstrap test for independence based on mutual information 0 0 0 51 0 4 13 178
Basket trading under co-integration with the logistic mixture autoregressive model 1 4 24 81 3 8 51 182
Bayesian analysis of order-statistics models for ranking data 0 1 3 95 0 2 5 428
Distance-based tree models for ranking data 1 1 2 49 1 2 11 168
Empirical analysis of GARCH models in value at risk estimation 1 4 32 555 4 17 85 1,121
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 0 0 176 1 1 6 851
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 1 1 7 112
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 1 1 4 1 3 9 26
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 1 1 13 0 2 15 106
On Some Models for Value-At-Risk 0 0 5 59 0 3 15 144
On a dynamic mixture GARCH model 0 0 1 61 0 0 5 179
On the residual autocorrelation of the autoregressive conditional duration model 0 0 2 46 0 0 3 231
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 1 2 4 13 2 5 26 54
Statistical Exploration from SARS 0 0 0 14 0 1 3 85
Total Journal Articles 4 15 77 1,333 13 51 277 4,421


Statistics updated 2014-11-03