J. Beran, Y. Feng, and H. Hebbel, Eds., Empirical Economic and Financial Research - Theory, Methods and Practice. Berlin: Springer, 2015.
LibreCat: /record/4649

J. Beran, Y. Feng, and H. Hebbel, “Introduction,” in Empirical Economic and Financial Research, Cham: Springer International Publishing, 2015, pp. 1–6.
LibreCat: /record/4650
DOI: 10.1007/978-3-319-03122-4_1

Y. Feng and C. Zhou, An iterative plug-in algorithm for realized kernels. 2015.
LibreCat: /record/4656

J. Beran, Y. Feng, and S. Ghosh, “Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models,” Statistical Papers, vol. 56, no. 2, pp. 431–451, 2014.
LibreCat: /record/4599
DOI: 10.1007/s00362-014-0590-x

J. Beran, Y. Feng, and S. Ghosh, “On EFARIMA and ESEMIFAR Models,” in Empirical Economic and Financial Research, Cham: Springer International Publishing, 2014, pp. 239–253.
LibreCat: /record/4602
DOI: 10.1007/978-3-319-03122-4_15

C. Peitz and Y. Feng, “Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model,” in Empirical Economic and Financial Research, Cham: Springer International Publishing, 2014, pp. 341–356.
LibreCat: /record/4603
DOI: 10.1007/978-3-319-03122-4_21

Y. Feng, “Data-driven estimation of diurnal patterns of durations between trades on financial markets,” Statistics &; Probability Letters, vol. 92, pp. 109–113, 2014.
LibreCat: /record/4605
DOI: 10.1016/j.spl.2014.05.011

C. Zhou and Y. Feng, “Data-driven estimation of realized kernels under dependent microstructure noise and further analysis using the Semi-FI-Log-ACD.” 2014.
LibreCat: /record/4664

Y. Feng, Z. Guo, and C. Peitz, “A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification,” Journal of Industry, Competition and Trade, vol. 14, no. 2, pp. 207–228, 2013.
LibreCat: /record/4596
DOI: 10.1007/s10842-013-0156-y

Z. Guo and Y. Feng, “Modeling of the impact of the financial crisis and China’s accession to WTO on China’s exports to Germany,” Economic Modelling, vol. 31, pp. 474–483, 2013.
LibreCat: /record/4600
DOI: 10.1016/j.econmod.2012.12.015

J. Beran, Y. Feng, S. Ghosh, and R. Kulik, Long-Memory Processes. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013.
LibreCat: /record/4628
DOI: 10.1007/978-3-642-35512-7

Y. Feng and L. Sun, A Semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets. 2013.
LibreCat: /record/4657

Y. Feng, Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects. 2013.
LibreCat: /record/4658

Y. Feng, “An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method,” Journal of Applied Statistics, vol. 40, no. 2, pp. 266–281, 2012.
LibreCat: /record/4597
DOI: 10.1080/02664763.2012.740626

Y. Feng and J. Beran, “Optimal convergence rates in non-parametric regression with fractional time series errors,” Journal of Time Series Analysis, vol. 34, no. 1, pp. 30–39, 2012.
LibreCat: /record/4601
DOI: 10.1111/j.1467-9892.2012.00811.x

Y. Feng and J. Beran, “Filtered Log-Periodogram Regression of Long Memory Processes,” Journal of Statistical Theory and Practice, vol. 3, no. 4, pp. 777–793, 2012.
LibreCat: /record/4610
DOI: 10.1080/15598608.2009.10411959

J. Beran and Y. Feng, “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes,” Journal of Statistical Theory and Practice, vol. 1, no. 2, pp. 149–166, 2012.
LibreCat: /record/4611
DOI: 10.1080/15598608.2007.10411831

J. Beran and Y. Feng, “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes,” Journal of Statistical Theory and Practice, vol. 1, no. 2, pp. 149–166, 2012.
LibreCat: /record/4612
DOI: 10.1080/15598608.2007.10411831

Y. Feng and S. Heiler, “Locally Weighted Autoregression,” in Econometrics in Theory and Practice, Heidelberg: Physica-Verlag HD, 2012, pp. 101–117.
LibreCat: /record/4631
DOI: 10.1007/978-3-642-47027-1_10

Y. Feng, D. Hand, and K. Yu, A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance. 2012.
LibreCat: /record/4659