Schäfer, Bastian, and Yuanhua Feng. “Further Development of the Double Conditional Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model.” In Book of Abstracts, 7, 2018.
LibreCat: /record/4665

Feng, Yuanhua, and Sebastian Letmathe. “The Non-Gaussian ESEMIFAR Model.” Book of Abstracts, 2018.
LibreCat: /record/4667

Forstinger, Sarah, Yuanhua Feng, and Christian Peitz. “Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models.” In Book of Abstracts, 17, 2018.
LibreCat: /record/4668

Zhang, Xuehai , and Yuanhua Feng. “A Box-Cox Semiparametric Multiplicative Error Model.” In Book of Abstracts, 19, 2018.
LibreCat: /record/4669

Forstinger, Sarah. Modelling and Forecasting Financial and Economic Time Series Using Different Semiparametric ACD Models. Universität Paderborn, 2018.
LibreCat: /record/4672

Zhang, Xuehai, Yuanhua Feng, and Christian Peitz. A General Class of SemiGARCH Models Based on the Box-Cox Transformation, 2017.
LibreCat: /record/4633

Feng, Yuanhua, and Thomas Gries. Data-Driven Local Polynomial for the Trend and Its Derivatives in Economic Time Series, 2017.
LibreCat: /record/4671

Peitz, Christian. Die Parametrische Und Semiparametrische Analyse von Finanzzeitreihen: Neue Methoden, Modelle Und Anwendungsm\'22oglichkeiten. Springer-Verlag, 2016.
LibreCat: /record/5119

Feng, Yuanhua, Sarah Forstinger, and Christian Peitz. “On the Iterative Plug-in Algorithm for Estimating Diurnal Patterns of Financial Trade Durations.”https://doi.org/10.1080/00949655.2015.1107908__Journal of Statistical Computation and Simulation 86, no. 12 (2015): 2291–2307.https://doi.org/10.1080/00949655.2015.1107908 .
LibreCat: /record/4592
DOI: 10.1080/00949655.2015.1107908

Feng, Yuanhua, and Chen Zhou. “Forecasting Financial Market Activity Using a Semiparametric Fractionally Integrated Log-ACD.”https://doi.org/10.1016/j.ijforecast.2014.09.001__International Journal of Forecasting 31, no. 2 (2015): 349–63.https://doi.org/10.1016/j.ijforecast.2014.09.001 .
LibreCat: /record/4593
DOI: 10.1016/j.ijforecast.2014.09.001

Beran, Jan, Yuanhua Feng, and Hartmut Hebbel, eds. Empirical Economic and Financial Research - Theory, Methods and Practice. Berlin: Springer, 2015.
LibreCat: /record/4649

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 .
LibreCat: /record/4650
DOI: 10.1007/978-3-319-03122-4_1

Feng, Yuanhua, and Chen Zhou. An Iterative Plug-in Algorithm for Realized Kernels, 2015.
LibreCat: /record/4656

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 .
LibreCat: /record/4599
DOI: 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 .
LibreCat: /record/4602
DOI: 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 .
LibreCat: /record/4603
DOI: 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 .
LibreCat: /record/4605
DOI: 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.
LibreCat: /record/4664

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 .
LibreCat: /record/4596
DOI: 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 .
LibreCat: /record/4600
DOI: 10.1016/j.econmod.2012.12.015

Beran, Jan, Yuanhua Feng, Sucharita Ghosh, and Rafal Kulik. Long-Memory Processes. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013.https://doi.org/10.1007/978-3-642-35512-7 .
LibreCat: /record/4628
DOI: 10.1007/978-3-642-35512-7

Feng, Yuanhua, and Lixin 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

Feng, Yuanhua. Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects, 2013.
LibreCat: /record/4658

Feng, Yuanhua. “An Iterative Plug-in Algorithm for Decomposing Seasonal Time Series Using the Berlin Method.”https://doi.org/10.1080/02664763.2012.740626__Journal of Applied Statistics 40, no. 2 (2012): 266–81.https://doi.org/10.1080/02664763.2012.740626 .
LibreCat: /record/4597
DOI: 10.1080/02664763.2012.740626

Feng, Yuanhua, and Jan Beran. “Optimal Convergence Rates in Non-Parametric Regression with Fractional Time Series Errors.”https://doi.org/10.1111/j.1467-9892.2012.00811.x__Journal of Time Series Analysis 34, no. 1 (2012): 30–39.https://doi.org/10.1111/j.1467-9892.2012.00811.x .
LibreCat: /record/4601
DOI: 10.1111/j.1467-9892.2012.00811.x

Feng, Yuanhua, and Jan Beran. “Filtered Log-Periodogram Regression of Long Memory Processes.”https://doi.org/10.1080/15598608.2009.10411959__Journal of Statistical Theory and Practice 3, no. 4 (2012): 777–93.https://doi.org/10.1080/15598608.2009.10411959 .
LibreCat: /record/4610
DOI: 10.1080/15598608.2009.10411959

Beran, Jan, and Yuanhua Feng. “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes.”https://doi.org/10.1080/15598608.2007.10411831__Journal of Statistical Theory and Practice 1, no. 2 (2012): 149–66.https://doi.org/10.1080/15598608.2007.10411831 .
LibreCat: /record/4611
DOI: 10.1080/15598608.2007.10411831

Beran, Jan, and Yuanhua Feng. “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes.”https://doi.org/10.1080/15598608.2007.10411831__Journal of Statistical Theory and Practice 1, no. 2 (2012): 149–66.https://doi.org/10.1080/15598608.2007.10411831 .
LibreCat: /record/4612
DOI: 10.1080/15598608.2007.10411831

Feng, Yuanhua, and Siegfried Heiler. “Locally Weighted Autoregression.”https://doi.org/10.1007/978-3-642-47027-1_10__In Econometrics in Theory and Practice, 101–17. Heidelberg: Physica-Verlag HD, 2012.https://doi.org/10.1007/978-3-642-47027-1_10 .
LibreCat: /record/4631
DOI: 10.1007/978-3-642-47027-1_10

Feng, Yuanhua, David Hand, and Keming Yu. A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance, 2012.
LibreCat: /record/4659

Guo, Zhichao, Yuanhua Feng, and Xiangyong Tan. “Short- and Long-Term Impact of Remarkable Economic Events on the Growth Causes of China–Germany Trade in Agri-Food Products.”https://doi.org/10.1016/j.econmod.2011.06.007__Economic Modelling 28, no. 6 (2011): 2359–68.https://doi.org/10.1016/j.econmod.2011.06.007 .
LibreCat: /record/4598
DOI: 10.1016/j.econmod.2011.06.007

Liu, Xiaohong, David B. Grant, Alan C. McKinnon, and Yuanhua Feng. “An Empirical Examination of the Contribution of Capabilities to the Competitiveness of Logistics Service Providers.”https://doi.org/10.1108/09600031011093232__International Journal of Physical Distribution &; Logistics Management 40, no. 10 (2010): 847–66.https://doi.org/10.1108/09600031011093232 .
LibreCat: /record/4606
DOI: 10.1108/09600031011093232

Liu, Xiaohong, Alan C. McKinnon, David B. Grant, and Yuanhua Feng. “Sources of Competitiveness for Logistics Service Providers: A UK Industry Perspective.”https://doi.org/10.1007/s12159-010-0024-7__Logistics Research 2, no. 1 (2010): 23–32.https://doi.org/10.1007/s12159-010-0024-7 .
LibreCat: /record/4607
DOI: 10.1007/s12159-010-0024-7

Feng, Yuanhua, and Siegfried Heiler. “A Simple Bootstrap Bandwidth Selector for Local Polynomial Fitting.”https://doi.org/10.1080/00949650802352019__Journal of Statistical Computation and Simulation 79, no. 12 (2009): 1425–39.https://doi.org/10.1080/00949650802352019 .
LibreCat: /record/4608
DOI: 10.1080/00949650802352019

Beran, Jan, Yuanhua Feng, and Siegfried Heiler. “Modifying the Double Smoothing Bandwidth Selector in Nonparametric Regression.”https://doi.org/10.1016/j.stamet.2009.04.001__Statistical Methodology 6, no. 5 (2009): 447–65.https://doi.org/10.1016/j.stamet.2009.04.001 .
LibreCat: /record/4622
DOI: 10.1016/j.stamet.2009.04.001

Feng, Yuanhua, and Alexander J. McNeil. “Modelling of Scale Change, Periodicity and Conditional Heteroskedasticity in Return Volatility.”https://doi.org/10.1016/j.econmod.2007.11.007__Economic Modelling 25, no. 5 (2008): 850–67.https://doi.org/10.1016/j.econmod.2007.11.007 .
LibreCat: /record/4609
DOI: 10.1016/j.econmod.2007.11.007

Beran, Jan, and Yuanhua Feng. “Local Polynomial Estimation with a FARIMA-GARCH Error Process.”https://doi.org/10.2307/3318539__Bernoulli 7, no. 5 (2007).https://doi.org/10.2307/3318539 .
LibreCat: /record/3470
DOI: 10.2307/3318539

Feng, Yuanhua. “On the Asymptotic Variance in Nonparametric Regression with Fractional Time-Series Errors.”https://doi.org/10.1080/10485250701381737__Journal of Nonparametric Statistics 19, no. 2 (2007): 63–76.https://doi.org/10.1080/10485250701381737 .
LibreCat: /record/4613
DOI: 10.1080/10485250701381737

Feng, Yuanhua, J. Beran, and K. Yu. “Modelling Financial Time Series with SEMIFAR GARCH Model.”https://doi.org/10.1093/imaman/dpm024__IMA Journal of Management Mathematics 18, no. 4 (2007): 395–412.https://doi.org/10.1093/imaman/dpm024 .
LibreCat: /record/4614
DOI: 10.1093/imaman/dpm024

Beran, Jan, Yuanhua Feng, Günter Franke, Dieter Hess, and Dirk Ocker. “Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity.”https://doi.org/10.1007/3-540-44832-2_13__In Processes with Long-Range Correlations, 225–50. Berlin, Heidelberg: Springer Berlin Heidelberg, 2007.https://doi.org/10.1007/3-540-44832-2_13 .
LibreCat: /record/4616
DOI: 10.1007/3-540-44832-2_13

Beran, Jan, and Yuanhua Feng. “Local Polynomial Estimation with a FARIMA-GARCH Error Process.”https://doi.org/10.2307/3318539__Bernoulli 7, no. 5 (2007).https://doi.org/10.2307/3318539 .
LibreCat: /record/4624
DOI: 10.2307/3318539

Ng, Pin, Keming Yu, and Yuanhua Feng, eds. Special Issue: Quantile Regression. Vol. 7. Statistical Modelling, 2007.
LibreCat: /record/4652

Feng, Yuanhua. “SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE.”https://doi.org/10.1017/s0266466604203061__Econometric Theory 20, no. 03 (2004).https://doi.org/10.1017/s0266466604203061 .
LibreCat: /record/4615
DOI: 10.1017/s0266466604203061

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

Heiler, Siegfried, and Yuanhua Feng. “A Robust Data-Driven Version of the Berlin Method.” In Zeitreihenanalyse in Der Empirischen Wirtschaftsforschung, edited by Rainer Metz, Manfred Lösch, and Klaus Edel, 67–81. Stuttgart: Lucius &; Lucius, 2004.
LibreCat: /record/4634

Beran, Jan, and Yuanhua Feng. “SEMIFAR Models—a Semiparametric Approach to Modelling Trends, Long-Range Dependence and Nonstationarity.”https://doi.org/10.1016/s0167-9473(02)00007-5__Computational Statistics &; Data Analysis 40, no. 2 (2002): 393–419.https://doi.org/10.1016/s0167-9473(02)00007-5 .
LibreCat: /record/4617
DOI: 10.1016/s0167-9473(02)00007-5

Beran, Jan, and Yuanhua Feng. “Iterative Plug-In Algorithms for SEMIFAR Models—Definition, Convergence, and Asymptotic Properties.”https://doi.org/10.1198/106186002420__Journal of Computational and Graphical Statistics 11, no. 3 (2002): 690–713.https://doi.org/10.1198/106186002420 .
LibreCat: /record/4620
DOI: 10.1198/106186002420

Heiler, Siegfried, and Yuanhua Feng. “Data-Driven Decomposition of Seasonal Time Series.”https://doi.org/10.1016/s0378-3758(00)00187-7__Journal of Statistical Planning and Inference 91, no. 2 (2002): 351–63.https://doi.org/10.1016/s0378-3758(00)00187-7 .
LibreCat: /record/4621
DOI: 10.1016/s0378-3758(00)00187-7

Beran, Jan, Yuanhua Feng, Sucharita Ghosh, and Philipp Sibbertsen. “On Robust Local Polynomial Estimation with Long-Memory Errors.”https://doi.org/10.1016/s0169-2070(01)00155-8__International Journal of Forecasting 18, no. 2 (2002): 227–41.https://doi.org/10.1016/s0169-2070(01)00155-8 .
LibreCat: /record/4623
DOI: 10.1016/s0169-2070(01)00155-8

Beran, Jan, and Yuanhua Feng. “Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors.” The Annals of the Institute of Statistical Mathematics 54, no. 2 (2002): 291–311.
LibreCat: /record/4635