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Citations of
Philip L.H. Yu

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

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Articles

  1. So, Mike K.P. & Yu, Philip L.H., 2006. "Empirical analysis of GARCH models in value at risk estimation," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(2), pages 180-197, April. [Downloadable!] (restricted)

    Cited by:

    1. Kulp-Tåg, Sofie, 2007. "An Empirical Investigation of Value-at-Risk in Long and Short Trading Positions," Working Papers 526, Swedish School of Economics and Business Administration. [Downloadable!]
    2. Timotheos Angelidis & Stavros Degiannakis, 2007. "Backtesting VaR Models: An Expected Shortfall Approach," Working Papers 0701, University of Crete, Department of Economics. [Downloadable!]

  2. Li, W. K. & Yu, Philip L. H., 2003. "On the residual autocorrelation of the autoregressive conditional duration model," Economics Letters, Elsevier, vol. 79(2), pages 169-175, May. [Downloadable!] (restricted)

    Cited by:

    1. Yongmiao Hong & Yoon-Jin Lee, 2007. "Detecting Misspecifications in Autoregressive Conditional Duration Models," Caepr Working Papers 2007-019, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington. [Downloadable!]

  3. P. L. H. Yu, K. Lam, 1997. "How to predict election winners from a poll," Journal of Applied Statistics, Taylor and Francis Journals, vol. 24(1), pages 11-24, February. [Downloadable!] (restricted)

    Cited by:

    1. R. Paap & E. van Nierop & H.J. van Heerde & M. Wedel, 2000. "Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice," Econometric Institute Report 209, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

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This page was last updated on 2008-8-5.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.