Advanced Search
MyIDEAS: Login to follow this author

Philip L.H. Yu

Contents:

This is information that was supplied by Philip Yu in registering through RePEc. If you are Philip L.H. Yu , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Philip
Middle Name: L.H.
Last Name: Yu
Suffix:

RePEc Short-ID: pyu43

Email:
Homepage: http://web.hku.hk/~plhyu
Postal Address:
Phone:

Affiliation

The University of Hong Kong, Department of Statistics and Actuarial Science
Homepage: http://www.hku.hk/statistics
Location: Hong Kong, China

Works

as in new window

Working papers

  1. Joseph K.W. Fung & Philip Yu, 2007. "Order Imbalance and the Dynamics of Index and Futures Prices," Working Papers 072007, Hong Kong Institute for Monetary Research.

Articles

  1. Lee, Paul H. & Yu, Philip L.H., 2012. "Mixtures of weighted distance-based models for ranking data with applications in political studies," Computational Statistics & Data Analysis, Elsevier, vol. 56(8), pages 2486-2500.
  2. Cathy Chen & Simon Lin & Philip Yu, 2012. "Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity," Computational Economics, Society for Computational Economics, vol. 40(1), pages 19-48, June.
  3. Xixin Cheng & Philip L.H. Yu & W.K. Li, 2011. "Basket trading under co-integration with the logistic mixture autoregressive model," Quantitative Finance, Taylor & Francis Journals, vol. 11(9), pages 1407-1419, July.
  4. Cheng, Xixin & Li, W.K. & Yu, Philip L.H. & Zhou, Xuan & Wang, Chao & Lo, P.H., 2011. "Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis," Computational Statistics & Data Analysis, Elsevier, vol. 55(9), pages 2590-2604, September.
  5. Tian, Guo-Liang & Ng, Kai Wang & Yu, Philip L.H., 2011. "A note on the binomial model with simplex constraints," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3381-3385, December.
  6. Lee, Paul H. & Yu, Philip L.H., 2010. "Distance-based tree models for ranking data," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1672-1682, June.
  7. Lam, Kin & Yu, P.L.H. & Lee, P.H., 2010. "A margin scheme that advises on when to change required margin," European Journal of Operational Research, Elsevier, vol. 207(1), pages 524-530, November.
  8. Philip Yu & Wai Keung Li & Shusong Jin, 2010. "On Some Models for Value-At-Risk," Econometric Reviews, Taylor & Francis Journals, vol. 29(5-6), pages 622-641.
  9. Xixin Cheng & Philip L. H. Yu & W. K. Li, 2009. "On a dynamic mixture GARCH model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(3), pages 247-265.
  10. Wu, Edmond H.C. & Yu, Philip L.H. & Li, W.K., 2009. "A smoothed bootstrap test for independence based on mutual information," Computational Statistics & Data Analysis, Elsevier, vol. 53(7), pages 2524-2536, May.
  11. Yu, Philip L.H. & Chan, Jennifer S.K. & Fung, Wing K., 2006. "Statistical Exploration from SARS," The American Statistician, American Statistical Association, vol. 60, pages 81-91, February.
  12. 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.
  13. Philip L. H. Yu & K. F. Lam & S. M. Lo, 2005. "Factor analysis for ranked data with application to a job selection attitude survey," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 168(3), pages 583-597.
  14. 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.
  15. Philip Yu & Yijun Sun & Bimal Sinha, 2002. "Estimation of the Common Mean of a Bivariate Normal Population," Annals of the Institute of Statistical Mathematics, Springer, vol. 54(4), pages 861-878, December.
  16. Philip Yu, 2000. "Bayesian analysis of order-statistics models for ranking data," Psychometrika, Springer, vol. 65(3), pages 281-299, September.
  17. P. L. H. Yu & K. Lam, 1997. "How to predict election winners from a poll," Journal of Applied Statistics, Taylor & Francis Journals, vol. 24(1), pages 11-24.
  18. Yu, Philip L. H. & Lam, K., 1996. "Likelihood ratio test for the spacing between two adjacent location parameters," Statistics & Probability Letters, Elsevier, vol. 26(1), pages 43-49, January.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-MST: Market Microstructure (1) 2007-08-18. Author is listed

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Philip Yu should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.