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Philip L.H. Yu

Personal Details

First Name:Philip
Middle Name:L.H.
Last Name:Yu
Suffix:
RePEc Short-ID:pyu43
[This author has chosen not to make the email address public]
https://repository.eduhk.hk/en/persons/leung-ho-philip%E6%A5%8A%E8%89%AF%E6%B2%B3-yu

Affiliation

The University of Hong Kong, Department of Statistics and Actuarial Science

http://www.hku.hk/statistics
Hong Kong, China

Research output

as
Jump to: Working papers Articles

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. Cathy Chen & Simon Lin & Philip Yu, 2012. "Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity," Computational Economics, Springer;Society for Computational Economics, vol. 40(1), pages 19-48, June.
  2. 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.
  3. 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.
  4. 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.
  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. 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.
  10. 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.
  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, July.
  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;The Institute of Statistical Mathematics, vol. 54(4), pages 861-878, December.
  16. Philip Yu, 2000. "Bayesian analysis of order-statistics models for ranking data," Psychometrika, Springer;The Psychometric Society, 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MST: Market Microstructure (1) 2007-08-18

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