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 4 205 7 17 49 686
Total Working Papers 0 0 4 205 7 17 49 686


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 8 2 3 10 65
A note on the binomial model with simplex constraints 0 0 3 19 0 0 5 58
A smoothed bootstrap test for independence based on mutual information 0 0 0 51 0 0 11 178
Basket trading under co-integration with the logistic mixture autoregressive model 0 4 14 87 4 13 48 205
Bayesian analysis of order-statistics models for ranking data 0 0 2 95 0 0 3 428
Distance-based tree models for ranking data 0 0 1 49 0 2 7 170
Empirical analysis of GARCH models in value at risk estimation 1 3 19 561 4 10 60 1,140
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 2 178 1 1 4 854
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 0 0 8 113
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 1 4 0 1 7 27
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 1 13 0 1 9 108
On Some Models for Value-At-Risk 0 2 6 63 0 4 16 152
On a dynamic mixture GARCH model 0 1 3 63 1 2 6 182
On the residual autocorrelation of the autoregressive conditional duration model 0 0 0 46 0 1 1 232
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 0 0 4 14 16 19 42 76
Statistical Exploration from SARS 0 0 0 14 0 0 1 85
Total Journal Articles 1 10 57 1,356 28 57 240 4,512


Statistics updated 2015-04-05