@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 

@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 

@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 

@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 

@bookForstinger_2018, place=Universität Paderborn, title=Modelling and forecasting financial and economic time series using different semiparametric ACD models, author=Forstinger, Sarah, year=2018 

@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 

@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 

@bookPeitz_2016, title=Die parametrische und semiparametrische Analyse von Finanzzeitreihen: neue Methoden, Modelle und Anwendungsm\'22oglichkeiten, publisher=Springer-Verlag, author=Peitz, Christian, year=2016 

@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 

@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