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 1 231 2 3 6 795
Total Working Papers 0 0 1 231 2 3 6 795

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 14 0 1 4 109
A note on the binomial model with simplex constraints 0 0 0 22 0 0 1 72
A smoothed bootstrap test for independence based on mutual information 0 0 0 59 1 1 1 211
Basket trading under co-integration with the logistic mixture autoregressive model 1 1 7 184 2 2 17 410
Bayesian analysis of order-statistics models for ranking data 0 0 0 99 3 3 4 455
Distance-based tree models for ranking data 0 0 0 60 0 1 2 211
Empirical analysis of GARCH models in value at risk estimation 2 3 9 680 5 9 24 1,395
Estimation of the Common Mean of a Bivariate Normal Population 0 0 0 22 1 1 3 157
Factor analysis for ranked data with application to a job selection attitude survey 0 0 0 192 0 1 2 935
How to predict election winners from a poll 0 0 0 67 0 0 0 323
Likelihood ratio test for the spacing between two adjacent location parameters 0 0 0 11 0 0 1 133
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 0 8 0 0 3 45
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 0 17 1 4 6 154
On Some Models for Value-At-Risk 0 0 0 79 0 0 1 206
On a dynamic mixture GARCH model 0 0 1 78 1 1 3 228
On the residual autocorrelation of the autoregressive conditional duration model 0 0 0 49 0 1 2 246
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 0 0 0 18 1 2 2 135
Statistical Exploration from SARS 0 0 0 31 0 1 3 183
Total Journal Articles 3 4 18 1,690 15 28 79 5,608

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Statistics updated 2025-12-06