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 0 226 0 0 8 775
Total Working Papers 0 0 0 226 0 0 8 775


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 13 0 0 2 97
A note on the binomial model with simplex constraints 0 0 0 20 0 0 1 68
A smoothed bootstrap test for independence based on mutual information 0 0 1 57 0 1 4 201
Basket trading under co-integration with the logistic mixture autoregressive model 0 0 0 144 0 2 2 331
Bayesian analysis of order-statistics models for ranking data 0 0 0 97 1 2 3 440
Distance-based tree models for ranking data 0 0 0 51 0 1 4 189
Empirical analysis of GARCH models in value at risk estimation 0 2 4 600 0 5 11 1,239
Estimation of the Common Mean of a Bivariate Normal Population 0 0 0 21 0 0 0 150
Factor analysis for ranked data with application to a job selection attitude survey 1 3 5 187 1 10 23 898
How to predict election winners from a poll 0 0 0 65 0 0 1 320
Likelihood ratio test for the spacing between two adjacent location parameters 0 1 1 11 0 2 2 123
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 0 5 0 0 2 35
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 1 1 16 0 1 3 137
On Some Models for Value-At-Risk 0 0 1 74 0 0 3 192
On a dynamic mixture GARCH model 1 1 1 71 1 2 6 211
On the residual autocorrelation of the autoregressive conditional duration model 0 0 0 47 0 0 2 237
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 0 0 0 17 1 1 8 128
Statistical Exploration from SARS 0 0 11 27 2 2 77 171
Total Journal Articles 2 8 25 1,523 6 29 154 5,167


Statistics updated 2020-09-04