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Information about:
Philip L.H. Yu

Personal Details | Affiliation | Lists | Works
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 RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

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

(in no particular order)

Lists

This author is editor of the following NEP reports, which disseminate new research in a particular field:
  1. Discrete Choice Models (subscribe)
This author is featured on the following reading lists or publication compilations:
  1. NEP editors

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

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. [Downloadable!]

Articles

  1. 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. [Downloadable!] (restricted)

  2. 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)

  3. 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. [Downloadable!] (restricted)

  4. 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)

  5. 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. [Downloadable!] (restricted)

  6. Philip Yu, 2000. "Bayesian analysis of order-statistics models for ranking data," Psychometrika, Springer, vol. 65(3), pages 281-299, September. [Downloadable!] (restricted)

  7. 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)

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
Did you know? RePEc stands for Research Papers in Economics.

This page was last updated on 2008-11-12.

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.