Letmathe, Sebastian, Yuanhua Feng, and André Uhde. “Semiparametric GARCH Models with Long Memory Applied to Value at Risk and Expected Shortfall.” Journal of Risk 25, no. 2 (n.d.).
LibreCat: /record/35992

Letmathe, Sebastian, Yuanhua Feng, and André Uhde. “Semiparametric GARCH Models with Long Memory Applied to Value at Risk and Expected Shortfall.”https://doi.org/10.21314/JOR.2022.044__Journal of Risk, n.d.https://doi.org/10.21314/JOR.2022.044 .
LibreCat: /record/29317
DOI: 10.21314/JOR.2022.044

Peitz, Christian, Yuanhua Feng, Bernard Michael Gilroy, and Nico Stöckmann. “The Shanghai-Hong Kong Stock Connect: An Application of the Semi-CGARCH and Semi-EGARCH.” Asian Economic and Financial Review 10, no. 4 (2020): 427–38.
LibreCat: /record/16873

Schäfer, Bastian, and Yuanhua Feng. “Further Development of the Double Conditional Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model.” In Book of Abstracts, 7, 2018.
LibreCat: /record/4665

Feng, Yuanhua, and Sebastian Letmathe. “The Non-Gaussian ESEMIFAR Model.” Book of Abstracts, 2018.
LibreCat: /record/4667

Forstinger, Sarah, Yuanhua Feng, and Christian Peitz. “Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models.” In Book of Abstracts, 17, 2018.
LibreCat: /record/4668

Zhang, Xuehai , and Yuanhua Feng. “A Box-Cox Semiparametric Multiplicative Error Model.” In Book of Abstracts, 19, 2018.
LibreCat: /record/4669

Zhang, Xuehai, Yuanhua Feng, and Christian Peitz. A General Class of SemiGARCH Models Based on the Box-Cox Transformation, 2017.
LibreCat: /record/4633

Feng, Yuanhua, and Thomas Gries. Data-Driven Local Polynomial for the Trend and Its Derivatives in Economic Time Series, 2017.
LibreCat: /record/4671

Feng, Yuanhua, Sarah Forstinger, and Christian Peitz. “On the Iterative Plug-in Algorithm for Estimating Diurnal Patterns of Financial Trade Durations.”https://doi.org/10.1080/00949655.2015.1107908__Journal of Statistical Computation and Simulation 86, no. 12 (2015): 2291–2307.https://doi.org/10.1080/00949655.2015.1107908 .
LibreCat: /record/4592
DOI: 10.1080/00949655.2015.1107908

Feng, Yuanhua, and Chen Zhou. “Forecasting Financial Market Activity Using a Semiparametric Fractionally Integrated Log-ACD.”https://doi.org/10.1016/j.ijforecast.2014.09.001__International Journal of Forecasting 31, no. 2 (2015): 349–63.https://doi.org/10.1016/j.ijforecast.2014.09.001 .
LibreCat: /record/4593
DOI: 10.1016/j.ijforecast.2014.09.001

Beran, Jan, Yuanhua Feng, and Hartmut Hebbel, eds. Empirical Economic and Financial Research - Theory, Methods and Practice. Berlin: Springer, 2015.
LibreCat: /record/4649

Beran, Jan, Yuanhua Feng, and Hartmut Hebbel. “Introduction.”https://doi.org/10.1007/978-3-319-03122-4_1__In Empirical Economic and Financial Research, 1–6. Cham: Springer International Publishing, 2015.https://doi.org/10.1007/978-3-319-03122-4_1 .
LibreCat: /record/4650
DOI: 10.1007/978-3-319-03122-4_1

Feng, Yuanhua, and Chen Zhou. An Iterative Plug-in Algorithm for Realized Kernels, 2015.
LibreCat: /record/4656

Beran, Jan, Yuanhua Feng, and Sucharita Ghosh. “Modelling Long-Range Dependence and Trends in Duration Series: An Approach Based on EFARIMA and ESEMIFAR Models.”https://doi.org/10.1007/s00362-014-0590-x__Statistical Papers 56, no. 2 (2014): 431–51.https://doi.org/10.1007/s00362-014-0590-x .
LibreCat: /record/4599
DOI: 10.1007/s00362-014-0590-x

Beran, Jan, Yuanhua Feng, and Sucharita Ghosh. “On EFARIMA and ESEMIFAR Models.”https://doi.org/10.1007/978-3-319-03122-4_15__In Empirical Economic and Financial Research, 239–53. Cham: Springer International Publishing, 2014.https://doi.org/10.1007/978-3-319-03122-4_15 .
LibreCat: /record/4602
DOI: 10.1007/978-3-319-03122-4_15

Peitz, Christian, and Yuanhua Feng. “Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model.”https://doi.org/10.1007/978-3-319-03122-4_21__In Empirical Economic and Financial Research, 341–56. Cham: Springer International Publishing, 2014.https://doi.org/10.1007/978-3-319-03122-4_21 .
LibreCat: /record/4603
DOI: 10.1007/978-3-319-03122-4_21

Feng, Yuanhua. “Data-Driven Estimation of Diurnal Patterns of Durations between Trades on Financial Markets.”https://doi.org/10.1016/j.spl.2014.05.011__Statistics &; Probability Letters 92 (2014): 109–13.https://doi.org/10.1016/j.spl.2014.05.011 .
LibreCat: /record/4605
DOI: 10.1016/j.spl.2014.05.011

Zhou, Chen, and Yuanhua Feng. “Data-Driven Estimation of Realized Kernels under Dependent Microstructure Noise and Further Analysis Using the Semi-FI-Log-ACD.” Book of Abstracts, 2014.
LibreCat: /record/4664

Feng, Yuanhua, Zhichao Guo, and Christian Peitz. “A Tree-Form Constant Market Share Model for Growth Causes in International Trade Based on Multi-Level Classification.”https://doi.org/10.1007/s10842-013-0156-y__Journal of Industry, Competition and Trade 14, no. 2 (2013): 207–28.https://doi.org/10.1007/s10842-013-0156-y .
LibreCat: /record/4596
DOI: 10.1007/s10842-013-0156-y