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

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 .

Feng, Yuanhua, and Chen Zhou. An Iterative Plug-in Algorithm for Realized Kernels, 2015.

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 .

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 .

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 .

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 .

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.

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 .

Guo, Zhichao, and Yuanhua Feng. “Modeling of the Impact of the Financial Crisis and China’s Accession to WTO on China’s Exports to Germany.”https://doi.org/10.1016/j.econmod.2012.12.015__Economic Modelling 31 (2013): 474–83.https://doi.org/10.1016/j.econmod.2012.12.015 .