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 0 1 27 819
Total Working Papers 0 0 0 231 0 1 27 819


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 0 2 17 125
A note on the binomial model with simplex constraints 0 0 0 22 0 0 10 82
A smoothed bootstrap test for independence based on mutual information 0 0 0 59 1 1 17 227
Basket trading under co-integration with the logistic mixture autoregressive model 0 1 6 189 0 1 22 430
Bayesian analysis of order-statistics models for ranking data 0 0 0 99 1 1 10 462
Distance-based tree models for ranking data 0 0 0 60 0 1 13 223
Empirical analysis of GARCH models in value at risk estimation 0 0 6 683 3 6 30 1,416
Estimation of the Common Mean of a Bivariate Normal Population 0 0 0 22 0 1 9 165
Factor analysis for ranked data with application to a job selection attitude survey 0 0 0 192 1 2 12 946
How to predict election winners from a poll 0 0 0 67 1 2 9 332
Likelihood ratio test for the spacing between two adjacent location parameters 0 0 0 11 0 1 5 138
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 0 8 0 0 9 54
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 1 18 1 2 19 171
On Some Models for Value-At-Risk 0 0 0 79 0 0 7 213
On a dynamic mixture GARCH model 0 0 0 78 0 0 6 233
On the residual autocorrelation of the autoregressive conditional duration model 0 0 0 49 0 0 7 253
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 0 0 0 18 1 1 8 141
Statistical Exploration from SARS 0 0 0 31 0 0 6 189
Total Journal Articles 0 1 13 1,699 9 21 216 5,800


Statistics updated 2026-10-11