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 6 14 219 2 14 45 722
Total Working Papers 1 6 14 219 2 14 45 722


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 1 1 7 70
A note on the binomial model with simplex constraints 0 0 1 20 2 3 5 63
A smoothed bootstrap test for independence based on mutual information 0 0 1 52 0 1 6 184
Basket trading under co-integration with the logistic mixture autoregressive model 2 8 19 105 4 15 39 235
Bayesian analysis of order-statistics models for ranking data 0 0 1 96 1 1 5 433
Distance-based tree models for ranking data 0 0 1 50 2 3 6 175
Empirical analysis of GARCH models in value at risk estimation 0 4 20 579 1 9 47 1,180
Estimation of the Common Mean of a Bivariate Normal Population 0 0 0 18 1 3 5 138
Factor analysis for ranked data with application to a job selection attitude survey 0 0 0 178 0 0 4 857
How to predict election winners from a poll 0 0 0 63 1 1 3 309
Likelihood ratio test for the spacing between two adjacent location parameters 0 0 0 10 0 0 2 115
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 0 4 0 0 2 29
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 1 14 1 3 9 117
On Some Models for Value-At-Risk 0 1 5 66 1 2 14 162
On a dynamic mixture GARCH model 0 0 2 64 0 1 9 189
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 1 2 16 0 4 47 106
Statistical Exploration from SARS 0 1 1 15 0 2 2 87
Total Journal Articles 2 15 54 1,404 15 49 212 4,681


Statistics updated 2016-02-03