Philip L.H. Yu : Citation Profile

Are you Philip L.H. Yu?

6

H index

4

i10 index

157

Citations

RESEARCH PRODUCTION:

18

Articles

1

Papers

RESEARCH ACTIVITY:

   16 years (1996 - 2012). See details.
   Cites by year: 9
   Journals where Philip L.H. Yu has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 2 (1.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pyu43
   Updated: 2024-12-03    RAS profile: 2024-09-07    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Philip L.H. Yu.

Is cited by:

Chen, Cathy W. S. (8)

Degiannakis, Stavros (5)

Angelidis, Timotheos (5)

Selmi, Refk (4)

Cai, Yuzhi (4)

Novales, Alfonso (3)

Haas, Markus (3)

Saadi, Samir (2)

Walther, Thomas (2)

Saart, Patrick (2)

Alexander, Carol (2)

Cites to:

Bollerslev, Tim (11)

Engle, Robert (9)

Chen, Cathy W. S. (7)

Harvey, Campbell (4)

Ruud, Paul (4)

Chou, Ray (3)

French, Kenneth (3)

hajivassiliou, vassilis (2)

Ferson, Wayne (2)

Jagannathan, Ravi (2)

Hausman, Jerry (2)

Main data

Where Philip L.H. Yu has published?

Journals with more than one article published# docs
Computational Statistics & Data Analysis5

Recent works citing Philip L.H. Yu (2024 and 2023)

YearTitle of citing document
2023Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2303.11030.

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2023Microstructure and asset pricing: An insight on African frontier stock markets. (2023). Nchofoung, Tii ; Hikouatcha, Prince ; Tchoffo, Pierre Ghislain ; Bidias, Hans Patrick ; Njamen, Arsene Aurelien. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:944-987.

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2023What drives most jumps in global crude oil prices? Fundamental shortage conditions, cartel, geopolitics or the behaviour of financial market participants. (2023). Selmi, Refk ; Wohar, Mark E ; Hammoudeh, Shawkat. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:3:p:598-618.

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2023Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis. (2023). , Mike. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:182:y:2023:i:c:s0167947323000130.

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2023Frequency heterogeneity of tail connectedness: Evidence from global stock markets. (2023). Xu, Huiling ; Zhu, Zhican ; Lu, Haisong ; Jian, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001669.

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2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Kara, Marta ; Soski, Tomasz ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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2023Beyond kemeny rank aggregation: A parameterizable-penalty framework for robust ranking aggregation with ties. (2023). Escobedo, Adolfo R ; Akbari, Sina. In: Omega. RePEc:eee:jomega:v:119:y:2023:i:c:s0305048323000579.

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2023The Gumbel Copula Method for Estimating Value at Risk: Evidence from Telecommunication Stocks in Indonesia during the COVID-19 Pandemic. (2023). Najiha, Alimatun ; Siswanto, Siswanto ; Tinungki, Georgina Maria. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:10:p:424-:d:1247422.

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2023Spot–Futures Price Adjustments in the Nikkei 225: Linear or Smooth Transition? Financial Centre Leadership or Home Bias?. (2023). Sirichand, Kavita ; Green, Christopher J ; Qin, Jieye. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:117-:d:1066252.

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2024.

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2023User expectations and perceptions towards new public transport infrastructure: evaluating a cable car in Bogotá. (2023). Sarmiento, Olga L ; Arellana, Julian ; Cantillo-Garcia, Victor A ; Guzman, Luis A. In: Transportation. RePEc:kap:transp:v:50:y:2023:i:3:d:10.1007_s11116-021-10260-x.

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2023Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India. (2023). Ledwani, Sanket ; Iyer, Vishwanathan ; Chakraborty, Suman. In: MPRA Paper. RePEc:pra:mprapa:117067.

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Works by Philip L.H. Yu:

YearTitleTypeCited
2006Statistical Exploration from SARS In: The American Statistician.
[Full Text][Citation analysis]		article1
2005Factor analysis for ranked data with application to a job selection attitude survey In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article3
2009A smoothed bootstrap test for independence based on mutual information In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article0
2010Distance-based tree models for ranking data In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article15
2011A note on the binomial model with simplex constraints In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article0
2011Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article3
2012Mixtures of weighted distance-based models for ranking data with applications in political studies In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article5
2003On the residual autocorrelation of the autoregressive conditional duration model In: Economics Letters.
[Full Text][Citation analysis]		article8
2010A margin scheme that advises on when to change required margin In: European Journal of Operational Research.
[Full Text][Citation analysis]		article5
2006Empirical analysis of GARCH models in value at risk estimation In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article61
1996Likelihood ratio test for the spacing between two adjacent location parameters In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article0
2007Order Imbalance and the Dynamics of Index and Futures Prices In: Working Papers.
[Full Text][Citation analysis]		paper9
2009On a dynamic mixture GARCH model In: Journal of Forecasting.
[Full Text][Citation analysis]		article3
2012Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity In: Computational Economics.
[Full Text][Citation analysis]		article13
2002Estimation of the Common Mean of a Bivariate Normal Population In: Annals of the Institute of Statistical Mathematics.
[Full Text][Citation analysis]		article3
2000Bayesian analysis of order-statistics models for ranking data In: Psychometrika.
[Full Text][Citation analysis]		article6
2010On Some Models for Value-At-Risk In: Econometric Reviews.
[Full Text][Citation analysis]		article16
1997How to predict election winners from a poll In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article2
2011Basket trading under co-integration with the logistic mixture autoregressive model In: Quantitative Finance.
[Full Text][Citation analysis]		article4

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team