B. Schäfer and Y. Feng, “Further Development of the Double Conditional Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model,” in Book of Abstracts, Paderborn, Germany, 2018, p. 7.

Y. Feng and S. Letmathe, “The Non-Gaussian ESEMIFAR Model.” p. 7, 2018.

S. Forstinger, Y. Feng, and C. Peitz, “Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models,” in Book of Abstracts, Paderborn, Germany, 2018, p. 17.

X. Zhang and Y. Feng, “A Box-Cox Semiparametric Multiplicative Error Model,” in Book of Abstracts, Paderborn, Germany, 2018, p. 19.

S. Forstinger, Modelling and forecasting financial and economic time series using different semiparametric ACD models. Universität Paderborn, 2018.

X. Zhang, Y. Feng, and C. Peitz, A general class of SemiGARCH models based on the Box-Cox transformation. 2017.

Y. Feng and T. Gries, Data-driven local polynomial for the trend and its derivatives in economic time series. 2017.

C. Peitz, Die parametrische und semiparametrische Analyse von Finanzzeitreihen: neue Methoden, Modelle und Anwendungsm\'22oglichkeiten. Springer-Verlag, 2016.

Y. Feng, S. Forstinger, and C. Peitz, “On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations,” Journal of Statistical Computation and Simulation, vol. 86, no. 12, pp. 2291–2307, 2015.

Y. Feng and C. Zhou, “Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD,” International Journal of Forecasting, vol. 31, no. 2, pp. 349–363, 2015.