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 4 7 10 799
Total Working Papers 0 0 1 231 4 7 10 799

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 2 3 6 111
A note on the binomial model with simplex constraints 0 0 0 22 2 2 3 74
A smoothed bootstrap test for independence based on mutual information 0 0 0 59 8 9 9 219
Basket trading under co-integration with the logistic mixture autoregressive model 1 2 7 185 1 3 17 411
Bayesian analysis of order-statistics models for ranking data 0 0 0 99 0 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 0 3 8 680 1 10 23 1,396
Estimation of the Common Mean of a Bivariate Normal Population 0 0 0 22 0 1 3 157
Factor analysis for ranked data with application to a job selection attitude survey 0 0 0 192 2 3 3 937
How to predict election winners from a poll 0 0 0 67 1 1 1 324
Likelihood ratio test for the spacing between two adjacent location parameters 0 0 0 11 0 0 0 133
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 2 4 8 156
On Some Models for Value-At-Risk 0 0 0 79 1 1 2 207
On a dynamic mixture GARCH model 0 0 1 78 1 2 4 229
On the residual autocorrelation of the autoregressive conditional duration model 0 0 0 49 0 0 2 246
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 0 0 0 18 0 2 2 135
Statistical Exploration from SARS 0 0 0 31 1 1 4 184
Total Journal Articles 1 5 17 1,691 22 46 96 5,630

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Statistics updated 2026-01-09