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 0 231 1 11 25 816
Total Working Papers 0 0 0 231 1 11 25 816

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 14 0 4 15 123
A note on the binomial model with simplex constraints 0 0 0 22 1 4 11 82
A smoothed bootstrap test for independence based on mutual information 0 0 0 59 0 3 16 226
Basket trading under co-integration with the logistic mixture autoregressive model 2 3 5 188 4 9 19 425
Bayesian analysis of order-statistics models for ranking data 0 0 0 99 0 1 9 461
Distance-based tree models for ranking data 0 0 0 60 0 3 11 221
Empirical analysis of GARCH models in value at risk estimation 0 0 7 682 1 7 27 1,408
Estimation of the Common Mean of a Bivariate Normal Population 0 0 0 22 0 1 7 163
Factor analysis for ranked data with application to a job selection attitude survey 0 0 0 192 0 1 10 944
How to predict election winners from a poll 0 0 0 67 0 2 7 330
Likelihood ratio test for the spacing between two adjacent location parameters 0 0 0 11 0 1 4 137
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 0 8 1 3 10 54
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 1 1 1 18 3 7 19 167
On Some Models for Value-At-Risk 0 0 0 79 0 3 8 213
On a dynamic mixture GARCH model 0 0 1 78 0 0 6 232
On the residual autocorrelation of the autoregressive conditional duration model 0 0 0 49 0 1 8 253
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 0 0 0 18 0 1 7 140
Statistical Exploration from SARS 0 0 0 31 0 3 7 189
Total Journal Articles 3 4 14 1,697 10 54 201 5,768

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Statistics updated 2026-06-04