Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models
S. Forstinger, Y. Feng, C. Peitz, in: Book of Abstracts, 2018, p. 17.
LibreCat: /record/4668

A Box-Cox Semiparametric Multiplicative Error Model
X. Zhang, Y. Feng, in: Book of Abstracts, 2018, p. 19.
LibreCat: /record/4669

A general class of SemiGARCH models based on the Box-Cox transformation
X. Zhang, Y. Feng, C. Peitz, A General Class of SemiGARCH Models Based on the Box-Cox Transformation, 2017.
LibreCat: /record/4633

Data-driven local polynomial for the trend and its derivatives in economic time series
Y. Feng, T. Gries, Data-Driven Local Polynomial for the Trend and Its Derivatives in Economic Time Series, 2017.
LibreCat: /record/4671

On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations
Y. Feng, S. Forstinger, C. Peitz, Journal of Statistical Computation and Simulation 86 (2015) 2291–2307.
LibreCat: /record/4592
DOI: 10.1080/00949655.2015.1107908

Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
Y. Feng, C. Zhou, International Journal of Forecasting 31 (2015) 349–363.
LibreCat: /record/4593
DOI: 10.1016/j.ijforecast.2014.09.001

Empirical Economic and Financial Research - Theory, Methods and Practice
J. Beran, Y. Feng, H. Hebbel, eds., Empirical Economic and Financial Research - Theory, Methods and Practice, Springer, Berlin, 2015.
LibreCat: /record/4649

Introduction
J. Beran, Y. Feng, H. Hebbel, in: Empirical Economic and Financial Research, Springer International Publishing, Cham, 2015, pp. 1–6.
LibreCat: /record/4650
DOI: 10.1007/978-3-319-03122-4_1

An iterative plug-in algorithm for realized kernels
Y. Feng, C. Zhou, An Iterative Plug-in Algorithm for Realized Kernels, 2015.
LibreCat: /record/4656

Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models
J. Beran, Y. Feng, S. Ghosh, Statistical Papers 56 (2014) 431–451.
LibreCat: /record/4599
DOI: 10.1007/s00362-014-0590-x

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