Philip L.H. Yu : Citation Profile

7

H index

4

i10 index

167

Citations

RESEARCH PRODUCTION:

18

Articles

1

Papers

RESEARCH ACTIVITY:

   16 years (1996 - 2012). See details.
   Cites by year: 10
   Journals where Philip L.H. Yu has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 2 (1.18 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pyu43
   Updated: 2026-01-17    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)

Cai, Yuzhi (4)

Novales, Alfonso (4)

Selmi, Refk (4)

Haas, Markus (3)

Wohar, Mark (3)

Alexander, Carol (2)

Kumar, Dilip (2)

Saadi, Samir (2)

Cites to:

Bollerslev, Tim (11)

Engle, Robert (9)

Chen, Cathy W. S. (7)

Ruud, Paul (4)

Harvey, Campbell (4)

French, Kenneth (3)

Chou, Ray (3)

Kirby, Chris (2)

McFadden, Daniel (2)

Broussard, John (2)

Franses, Philip Hans (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 (2025 and 2024)

YearTitle of citing document
2025Changes in Inflation Expectations and Firm Performance during Recent Global Economic Shocks. (2025). Selmi, Refk. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2025:v:26:i:2:selmi.

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

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2025Pandemics and intergenerational mobility in education: Evidence from the 2003 Severe Acute Respiratory Syndrome (SARS) epidemic in China. (2025). Chae, Minhee ; Xue, Sen ; Liang, Wenquan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:230:y:2025:i:c:s0167268125000277.

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2024Parametric dependence between random vectors via copula-based divergence measures. (2024). de Keyser, Steven ; Gijbels, Irene. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:203:y:2024:i:c:s0047259x24000435.

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2024Shrinkage Testimator for the Common Mean of Several Univariate Normal Populations. (2024). Kifle, Yehenew G ; Mphekgwana, Peter M ; Marange, Chioneso S. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:7:p:1095-:d:1370687.

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2025Cointegration-based pairs trading: identifying and exploiting similar exchange-traded funds. (2025). Alexiou, Constantinos ; Chen, Kezhong. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:5:d:10.1057_s41260-025-00416-0.

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2024From data acquisition to validation: a complete workflow for predicting individual customer lifetime value. (2024). Liang, Xiaoning ; Scriney, Michael ; Roantree, Mark ; Nie, Dongyun. In: Journal of Marketing Analytics. RePEc:pal:jmarka:v:12:y:2024:i:2:d:10.1057_s41270-022-00197-0.

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2025Revisiting housing asset pricing: uncertainty and business-cycle factors in US state-level housing markets. (2025). Huang, Meichi. In: The Annals of Regional Science. RePEc:spr:anresc:v:74:y:2025:i:1:d:10.1007_s00168-025-01366-6.

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2024A Personal Celebration of Dr. D. Basu with Emphasis on Examples-Counterexamples-Clarifications. (2024). Mukhopadhyay, Nitis. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:86:y:2024:i:1:d:10.1007_s13171-024-00359-5.

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2024Probabilistic models of profiles for voting by evaluation. (2024). Leoni, Samuela ; Gannaz, Irene ; Aubin, Jean-Baptiste ; Rolland, Antoine. In: Social Choice and Welfare. RePEc:spr:sochwe:v:63:y:2024:i:2:d:10.1007_s00355-024-01535-0.

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Works by Philip L.H. Yu:

YearTitleTypeCited
2006Statistical Exploration from SARS In: The American Statistician.
[Full Text][Citation analysis]		article2
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]		article1
2010Distance-based tree models for ranking data In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article16
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]		article62
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]		article15
2002Estimation of the Common Mean of a Bivariate Normal Population In: Annals of the Institute of Statistical Mathematics.
[Full Text][Citation analysis]		article4
2000Bayesian analysis of order-statistics models for ranking data In: Psychometrika.
[Full Text][Citation analysis]		article7
2010On Some Models for Value-At-Risk In: Econometric Reviews.
[Full Text][Citation analysis]		article17
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]		article5

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