@articleLetmathe_Feng_Uhde, title=Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall, volume=25, number=2, journal=Journal of Risk, author=Letmathe, Sebastian and Feng, Yuanhua and Uhde, André 
LibreCat: /record/35992

@articleLetmathe_Feng_Uhde, title=Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall, DOI=10.21314/JOR.2022.044, journal=Journal of Risk, author=Letmathe, Sebastian and Feng, Yuanhua and Uhde, André 
LibreCat: /record/29317
DOI: 10.21314/JOR.2022.044

@articlePeitz_Feng_Gilroy_Stöckmann_2020, title=The Shanghai-Hong Kong Stock Connect: An Application of the Semi-CGARCH and Semi-EGARCH, volume=10, number=4, journal=Asian Economic and Financial Review, publisher=Asian Economic and Social Society, author=Peitz, Christian and Feng, Yuanhua and Gilroy, Bernard Michael and Stöckmann, Nico, year=2020, pages=427–438 
LibreCat: /record/16873

@inproceedingsSchäfer_Feng_2018, title=Further Development of the Double Conditional Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model, booktitle=Book of Abstracts, author=Schäfer, Bastian and Feng, Yuanhua, year=2018, pages=7 
LibreCat: /record/4665

@articleFeng_Letmathe_2018, series=Book of Abstracts, title=The Non-Gaussian ESEMIFAR Model, author=Feng, Yuanhua and Letmathe, Sebastian, year=2018, pages=7, collection=Book of Abstracts 
LibreCat: /record/4667

@inproceedingsForstinger_Feng_Peitz_2018, title=Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models, booktitle=Book of Abstracts, author=Forstinger, Sarah and Feng, Yuanhua and Peitz, Christian, year=2018, pages=17 
LibreCat: /record/4668

@inproceedingsZhang_Feng_2018, title=A Box-Cox Semiparametric Multiplicative Error Model, booktitle=Book of Abstracts, author=Zhang, Xuehai  and Feng, Yuanhua, year=2018, pages=19 
LibreCat: /record/4669

@bookZhang_Feng_Peitz_2017, title=A general class of SemiGARCH models based on the Box-Cox transformation, author=Zhang, Xuehai and Feng, Yuanhua and Peitz, Christian, year=2017 
LibreCat: /record/4633

@bookFeng_Gries_2017, title=Data-driven local polynomial for the trend and its derivatives in economic time series, author=Feng, Yuanhua and Gries, Thomas, year=2017 
LibreCat: /record/4671

@articleFeng_Forstinger_Peitz_2015, title=On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations, volume=86, DOI=10.1080/00949655.2015.1107908, number=12, journal=Journal of Statistical Computation and Simulation, publisher=Informa UK Limited, author=Feng, Yuanhua and Forstinger, Sarah and Peitz, Christian, year=2015, pages=2291–2307 
LibreCat: /record/4592
DOI: 10.1080/00949655.2015.1107908

@articleFeng_Zhou_2015, title=Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD, volume=31, DOI=10.1016/j.ijforecast.2014.09.001, number=2, journal=International Journal of Forecasting, publisher=Elsevier BV, author=Feng, Yuanhua and Zhou, Chen, year=2015, pages=349–363 
LibreCat: /record/4593
DOI: 10.1016/j.ijforecast.2014.09.001

@bookBeran_Feng_Hebbel_2015, place=Berlin, title=Empirical Economic and Financial Research - Theory, Methods and Practice, publisher=Springer, year=2015 
LibreCat: /record/4649

@inbookBeran_Feng_Hebbel_2015, place=Cham, title=Introduction, DOI=10.1007/978-3-319-03122-4_1, booktitle=Empirical Economic and Financial Research, publisher=Springer International Publishing, author=Beran, Jan and Feng, Yuanhua and Hebbel, Hartmut, year=2015, pages=1–6 
LibreCat: /record/4650
DOI: 10.1007/978-3-319-03122-4_1

@bookFeng_Zhou_2015, title=An iterative plug-in algorithm for realized kernels, author=Feng, Yuanhua and Zhou, Chen, year=2015 
LibreCat: /record/4656

@articleBeran_Feng_Ghosh_2014, title=Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models, volume=56, DOI=10.1007/s00362-014-0590-x, number=2, journal=Statistical Papers, publisher=Springer Nature, author=Beran, Jan and Feng, Yuanhua and Ghosh, Sucharita, year=2014, pages=431–451 
LibreCat: /record/4599
DOI: 10.1007/s00362-014-0590-x

@inbookBeran_Feng_Ghosh_2014, place=Cham, title=On EFARIMA and ESEMIFAR Models, DOI=10.1007/978-3-319-03122-4_15, booktitle=Empirical Economic and Financial Research, publisher=Springer International Publishing, author=Beran, Jan and Feng, Yuanhua and Ghosh, Sucharita, year=2014, pages=239–253 
LibreCat: /record/4602
DOI: 10.1007/978-3-319-03122-4_15

@inbookPeitz_Feng_2014, place=Cham, title=Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model, DOI=10.1007/978-3-319-03122-4_21, booktitle=Empirical Economic and Financial Research, publisher=Springer International Publishing, author=Peitz, Christian and Feng, Yuanhua, year=2014, pages=341–356 
LibreCat: /record/4603
DOI: 10.1007/978-3-319-03122-4_21

@articleFeng_2014, title=Data-driven estimation of diurnal patterns of durations between trades on financial markets, volume=92, DOI=10.1016/j.spl.2014.05.011, journal=Statistics &; Probability Letters, publisher=Elsevier BV, author=Feng, Yuanhua, year=2014, pages=109–113 
LibreCat: /record/4605
DOI: 10.1016/j.spl.2014.05.011

@articleZhou_Feng_2014, series=Book of Abstracts, title=Data-driven estimation of realized kernels under dependent microstructure noise and further analysis using the Semi-FI-Log-ACD, author=Zhou, Chen and Feng, Yuanhua, year=2014, collection=Book of Abstracts 
LibreCat: /record/4664

@articleFeng_Guo_Peitz_2013, title=A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification, volume=14, DOI=10.1007/s10842-013-0156-y, number=2, journal=Journal of Industry, Competition and Trade, publisher=Springer Nature, author=Feng, Yuanhua and Guo, Zhichao and Peitz, Christian, year=2013, pages=207–228 
LibreCat: /record/4596
DOI: 10.1007/s10842-013-0156-y