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 2 8 16 807
Total Working Papers 0 0 0 231 2 8 16 807

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 1 9 12 120
A note on the binomial model with simplex constraints 0 0 0 22 0 4 7 78
A smoothed bootstrap test for independence based on mutual information 0 0 0 59 1 5 14 224
Basket trading under co-integration with the logistic mixture autoregressive model 1 1 4 186 1 6 14 417
Bayesian analysis of order-statistics models for ranking data 0 0 0 99 0 5 8 460
Distance-based tree models for ranking data 0 0 0 60 1 8 9 219
Empirical analysis of GARCH models in value at risk estimation 0 2 8 682 3 8 26 1,404
Estimation of the Common Mean of a Bivariate Normal Population 0 0 0 22 0 5 6 162
Factor analysis for ranked data with application to a job selection attitude survey 0 0 0 192 0 6 9 943
How to predict election winners from a poll 0 0 0 67 1 5 6 329
Likelihood ratio test for the spacing between two adjacent location parameters 0 0 0 11 1 4 4 137
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 0 8 1 7 8 52
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 0 17 1 5 13 161
On Some Models for Value-At-Risk 0 0 0 79 1 4 6 211
On a dynamic mixture GARCH model 0 0 1 78 0 3 6 232
On the residual autocorrelation of the autoregressive conditional duration model 0 0 0 49 1 7 9 253
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 0 0 0 18 1 5 7 140
Statistical Exploration from SARS 0 0 0 31 0 2 4 186
Total Journal Articles 1 3 13 1,694 14 98 168 5,728

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-04-09