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

@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 

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

@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 

@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 

@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 

@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 

@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 

@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 

@articleGuo_Feng_2013, title=Modeling of the impact of the financial crisis and China’s accession to WTO on China’s exports to Germany, volume=31, DOI=10.1016/j.econmod.2012.12.015, journal=Economic Modelling, publisher=Elsevier BV, author=Guo, Zhichao and Feng, Yuanhua, year=2013, pages=474–483