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 1 225 0 0 6 758
Total Working Papers 0 0 1 225 0 0 6 758


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 9 1 2 3 78
A note on the binomial model with simplex constraints 0 0 0 20 0 0 1 66
A smoothed bootstrap test for independence based on mutual information 0 0 1 53 0 0 2 191
Basket trading under co-integration with the logistic mixture autoregressive model 1 3 10 136 1 10 36 312
Bayesian analysis of order-statistics models for ranking data 0 0 0 96 0 0 0 435
Distance-based tree models for ranking data 0 0 0 50 0 0 4 182
Empirical analysis of GARCH models in value at risk estimation 2 2 5 593 2 2 19 1,215
Estimation of the Common Mean of a Bivariate Normal Population 0 0 1 19 2 3 6 146
Factor analysis for ranked data with application to a job selection attitude survey 0 0 1 179 0 0 6 868
How to predict election winners from a poll 0 0 1 65 0 0 3 317
Likelihood ratio test for the spacing between two adjacent location parameters 0 0 0 10 0 0 0 120
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 0 5 0 1 1 33
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 1 15 1 2 5 130
On Some Models for Value-At-Risk 0 0 1 69 0 0 7 177
On a dynamic mixture GARCH model 0 0 2 67 1 1 5 199
On the residual autocorrelation of the autoregressive conditional duration model 0 0 0 47 0 0 0 233
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 0 0 1 17 2 4 8 116
Statistical Exploration from SARS 0 0 0 16 0 0 1 93
Total Journal Articles 3 5 25 1,466 10 25 107 4,911


Statistics updated 2017-12-03