On EFARIMA and ESEMIFAR Models
J. Beran, Y. Feng, S. Ghosh, in: Empirical Economic and Financial Research, Springer International Publishing, Cham, 2014, pp. 239–253.
LibreCat: /record/4602
DOI: 10.1007/978-3-319-03122-4_15

Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model
C. Peitz, Y. Feng, in: Empirical Economic and Financial Research, Springer International Publishing, Cham, 2014, pp. 341–356.
LibreCat: /record/4603
DOI: 10.1007/978-3-319-03122-4_21

Data-driven estimation of diurnal patterns of durations between trades on financial markets
Y. Feng, Statistics &; Probability Letters 92 (2014) 109–113.
LibreCat: /record/4605
DOI: 10.1016/j.spl.2014.05.011

Data-driven estimation of realized kernels under dependent microstructure noise and further analysis using the Semi-FI-Log-ACD
C. Zhou, Y. Feng, (2014).
LibreCat: /record/4664

A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification
Y. Feng, Z. Guo, C. Peitz, Journal of Industry, Competition and Trade 14 (2013) 207–228.
LibreCat: /record/4596
DOI: 10.1007/s10842-013-0156-y

Modeling of the impact of the financial crisis and China's accession to WTO on China's exports to Germany
Z. Guo, Y. Feng, Economic Modelling 31 (2013) 474–483.
LibreCat: /record/4600
DOI: 10.1016/j.econmod.2012.12.015

Long-Memory Processes
J. Beran, Y. Feng, S. Ghosh, R. Kulik, Long-Memory Processes, Springer Berlin Heidelberg, Berlin, Heidelberg, 2013.
LibreCat: /record/4628
DOI: 10.1007/978-3-642-35512-7

A Semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets
Y. Feng, L. Sun, A Semi-APARCH Approach for Comparing Long-Term and Short-Term Risk in Chinese Financial Market and in Mature Financial Markets, 2013.
LibreCat: /record/4657

Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects
Y. Feng, Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects, 2013.
LibreCat: /record/4658

An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method
Y. Feng, Journal of Applied Statistics 40 (2012) 266–281.
LibreCat: /record/4597
DOI: 10.1080/02664763.2012.740626

Optimal convergence rates in non-parametric regression with fractional time series errors
Y. Feng, J. Beran, Journal of Time Series Analysis 34 (2012) 30–39.
LibreCat: /record/4601
DOI: 10.1111/j.1467-9892.2012.00811.x

Filtered Log-Periodogram Regression of Long Memory Processes
Y. Feng, J. Beran, Journal of Statistical Theory and Practice 3 (2012) 777–793.
LibreCat: /record/4610
DOI: 10.1080/15598608.2009.10411959

Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes
J. Beran, Y. Feng, Journal of Statistical Theory and Practice 1 (2012) 149–166.
LibreCat: /record/4611
DOI: 10.1080/15598608.2007.10411831

Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes
J. Beran, Y. Feng, Journal of Statistical Theory and Practice 1 (2012) 149–166.
LibreCat: /record/4612
DOI: 10.1080/15598608.2007.10411831

Locally Weighted Autoregression
Y. Feng, S. Heiler, in: Econometrics in Theory and Practice, Physica-Verlag HD, Heidelberg, 2012, pp. 101–117.
LibreCat: /record/4631
DOI: 10.1007/978-3-642-47027-1_10

A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance
Y. Feng, D. Hand, K. Yu, A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance, 2012.
LibreCat: /record/4659

Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products
Z. Guo, Y. Feng, X. Tan, Economic Modelling 28 (2011) 2359–2368.
LibreCat: /record/4598
DOI: 10.1016/j.econmod.2011.06.007

An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers
X. Liu, D.B. Grant, A.C. McKinnon, Y. Feng, International Journal of Physical Distribution &; Logistics Management 40 (2010) 847–866.
LibreCat: /record/4606
DOI: 10.1108/09600031011093232

Sources of competitiveness for logistics service providers: a UK industry perspective
X. Liu, A.C. McKinnon, D.B. Grant, Y. Feng, Logistics Research 2 (2010) 23–32.
LibreCat: /record/4607
DOI: 10.1007/s12159-010-0024-7

A simple bootstrap bandwidth selector for local polynomial fitting
Y. Feng, S. Heiler, Journal of Statistical Computation and Simulation 79 (2009) 1425–1439.
LibreCat: /record/4608
DOI: 10.1080/00949650802352019