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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 1 1 230 0 1 4 788
Total Working Papers 0 1 1 230 0 1 4 788


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 13 0 0 2 104
A note on the binomial model with simplex constraints 0 0 1 22 0 0 1 71
A smoothed bootstrap test for independence based on mutual information 0 0 0 59 1 1 1 210
Basket trading under co-integration with the logistic mixture autoregressive model 2 8 14 175 2 9 16 389
Bayesian analysis of order-statistics models for ranking data 0 0 0 99 0 0 1 450
Distance-based tree models for ranking data 0 0 1 60 1 2 4 208
Empirical analysis of GARCH models in value at risk estimation 2 5 19 668 2 8 32 1,367
Estimation of the Common Mean of a Bivariate Normal Population 0 0 0 22 1 1 1 154
Factor analysis for ranked data with application to a job selection attitude survey 0 0 0 192 0 0 2 931
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 1 131
Mixtures of weighted distance-based models for ranking data with applications in political studies 0 0 0 8 0 0 0 41
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis 0 0 0 17 0 0 1 146
On Some Models for Value-At-Risk 0 0 0 79 0 1 1 204
On a dynamic mixture GARCH model 0 0 2 76 0 1 6 223
On the residual autocorrelation of the autoregressive conditional duration model 0 0 1 49 0 1 3 244
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity 0 0 0 18 0 0 0 133
Statistical Exploration from SARS 0 0 1 31 0 0 3 180
Total Journal Articles 4 13 39 1,666 7 24 75 5,509


Statistics updated 2024-07-03