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

Z. Guo, Y. Feng, and X. Tan, “Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products,” Economic Modelling, vol. 28, no. 6, pp. 2359–2368, 2011.
LibreCat: /record/4598
DOI: 10.1016/j.econmod.2011.06.007

X. Liu, D. B. Grant, A. C. McKinnon, and Y. Feng, “An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers,” International Journal of Physical Distribution &; Logistics Management, vol. 40, no. 10, pp. 847–866, 2010.
LibreCat: /record/4606
DOI: 10.1108/09600031011093232

X. Liu, A. C. McKinnon, D. B. Grant, and Y. Feng, “Sources of competitiveness for logistics service providers: a UK industry perspective,” Logistics Research, vol. 2, no. 1, pp. 23–32, 2010.
LibreCat: /record/4607
DOI: 10.1007/s12159-010-0024-7

Y. Feng and S. Heiler, “A simple bootstrap bandwidth selector for local polynomial fitting,” Journal of Statistical Computation and Simulation, vol. 79, no. 12, pp. 1425–1439, 2009.
LibreCat: /record/4608
DOI: 10.1080/00949650802352019

J. Beran, Y. Feng, and S. Heiler, “Modifying the double smoothing bandwidth selector in nonparametric regression,” Statistical Methodology, vol. 6, no. 5, pp. 447–465, 2009.
LibreCat: /record/4622
DOI: 10.1016/j.stamet.2009.04.001

Y. Feng and A. J. McNeil, “Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility,” Economic Modelling, vol. 25, no. 5, pp. 850–867, 2008.
LibreCat: /record/4609
DOI: 10.1016/j.econmod.2007.11.007

J. Beran and Y. Feng, “Local Polynomial Estimation with a FARIMA-GARCH Error Process,” Bernoulli, vol. 7, no. 5, 2007.
LibreCat: /record/3470
DOI: 10.2307/3318539

Y. Feng, “On the asymptotic variance in nonparametric regression with fractional time-series errors,” Journal of Nonparametric Statistics, vol. 19, no. 2, pp. 63–76, 2007.
LibreCat: /record/4613
DOI: 10.1080/10485250701381737

Y. Feng, J. Beran, and K. Yu, “Modelling financial time series with SEMIFAR GARCH model,” IMA Journal of Management Mathematics, vol. 18, no. 4, pp. 395–412, 2007.
LibreCat: /record/4614
DOI: 10.1093/imaman/dpm024

J. Beran, Y. Feng, G. Franke, D. Hess, and D. Ocker, “Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity,” in Processes with Long-Range Correlations, Berlin, Heidelberg: Springer Berlin Heidelberg, 2007, pp. 225–250.
LibreCat: /record/4616
DOI: 10.1007/3-540-44832-2_13

J. Beran and Y. Feng, “Local Polynomial Estimation with a FARIMA-GARCH Error Process,” Bernoulli, vol. 7, no. 5, 2007.
LibreCat: /record/4624
DOI: 10.2307/3318539

P. Ng, K. Yu, and Y. Feng, Eds., Special Issue: Quantile Regression, vol. 7. 2007.
LibreCat: /record/4652

Y. Feng, “SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE,” Econometric Theory, vol. 20, no. 03, 2004.
LibreCat: /record/4615
DOI: 10.1017/s0266466604203061

Y. Feng, Non- and Semiparametric Regression with Fractional Time Series Errors. 2004.
LibreCat: /record/4630

S. Heiler and Y. Feng, “A robust data-driven version of the Berlin Method,” in Zeitreihenanalyse in der empirischen Wirtschaftsforschung, R. Metz, M. Lösch, and K. Edel, Eds. Stuttgart: Lucius &; Lucius, 2004, pp. 67–81.
LibreCat: /record/4634

J. Beran and Y. Feng, “SEMIFAR models—a semiparametric approach to modelling trends, long-range dependence and nonstationarity,” Computational Statistics &; Data Analysis, vol. 40, no. 2, pp. 393–419, 2002.
LibreCat: /record/4617
DOI: 10.1016/s0167-9473(02)00007-5

J. Beran and Y. Feng, “Iterative Plug-In Algorithms for SEMIFAR Models—Definition, Convergence, and Asymptotic Properties,” Journal of Computational and Graphical Statistics, vol. 11, no. 3, pp. 690–713, 2002.
LibreCat: /record/4620
DOI: 10.1198/106186002420

S. Heiler and Y. Feng, “Data-driven decomposition of seasonal time series,” Journal of Statistical Planning and Inference, vol. 91, no. 2, pp. 351–363, 2002.
LibreCat: /record/4621
DOI: 10.1016/s0378-3758(00)00187-7

J. Beran, Y. Feng, S. Ghosh, and P. Sibbertsen, “On robust local polynomial estimation with long-memory errors,” International Journal of Forecasting, vol. 18, no. 2, pp. 227–241, 2002.
LibreCat: /record/4623
DOI: 10.1016/s0169-2070(01)00155-8

J. Beran and Y. Feng, “Local polynomial fitting with long-memory, short-memory and antipersistent errors,” The Annals of the Institute of Statistical Mathematics, vol. 54, no. 2, pp. 291–311, 2002.
LibreCat: /record/4635

S. Heiler and Y. Feng, “Data-driven decomposition of seasonal time series,” Journal of Statistical Planning and Inference, vol. 91, no. 2, pp. 351–363, 2002.
LibreCat: /record/4637
DOI: 10.1016/s0378-3758(00)00187-7

J. Beran and Y. Feng, Recent developments in non- and semiparametric models with fractional time series errors. 2002.
LibreCat: /record/4661

J. Beran and Y. Feng, “A semiparametric fractional autoregressive model,” Statistical Review (Revista de Estatistica), vol. 2, pp. 125–128, 2001.
LibreCat: /record/4653

J. Beran and Y. Feng, Supplement to the paper “Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties” - Detailed simulation results. 2001.
LibreCat: /record/4662

Y. Feng and S. Heiler, “Eine robuste datengesteuerte Version des Berliner-Verfahrens,” Wirtschaft und Statistik, pp. 786–795, 2000.
LibreCat: /record/4636

Y. Feng and S. Heiler, “Locally weighted autoregression,” in Institutional Arrangements for Global Economic Integration, H.-J. Vosgerau, Ed. 2000, pp. 371--388.
LibreCat: /record/4651

Y. Feng, Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition. 1999.
LibreCat: /record/4629

K. Abberger, Y. Feng, and S. Heiler, “Nonparametric Smoothing and Quantile Estimation in Time Series,” in Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. , G. Bol,  Gholamreza Nakhaeizadeh , and K.-H. Vollmer, Eds. Heidelberg: Physica-Verlag HD, 1998, pp. 1–16.
LibreCat: /record/4604

S. Heiler and Y. Feng, “A simple root n bandwidth selector for nonparametric regression,” Journal of Nonparametric Statistics, vol. 9, no. 1, pp. 1–21, 1998.
LibreCat: /record/4626

Y. Feng and S. Heiler, “Locally Weighted Autoregression,” in Econometrics in Theory and Practice, R. Galata and H. Küchenhoff, Eds. Heidelberg: Physica-Verlag HD, 1998, pp. 101–117.
LibreCat: /record/4632