@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 

@bookBeran_Feng_Hebbel_2015, place=Berlin, title=Empirical Economic and Financial Research - Theory, Methods and Practice, publisher=Springer, year=2015 

@inbookBeran_Feng_Hebbel_2015, place=Cham, title=Introduction, DOI=10.1007/978-3-319-03122-4_1, booktitle=Empirical Economic and Financial Research, publisher=Springer International Publishing, author=Beran, Jan and Feng, Yuanhua and Hebbel, Hartmut, year=2015, pages=1–6 

@bookFeng_Zhou_2015, title=An iterative plug-in algorithm for realized kernels, author=Feng, Yuanhua and Zhou, Chen, year=2015 

@articleBeran_Feng_Ghosh_2014, title=Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models, volume=56, DOI=10.1007/s00362-014-0590-x, number=2, journal=Statistical Papers, publisher=Springer Nature, author=Beran, Jan and Feng, Yuanhua and Ghosh, Sucharita, year=2014, pages=431–451 

@inbookBeran_Feng_Ghosh_2014, place=Cham, title=On EFARIMA and ESEMIFAR Models, DOI=10.1007/978-3-319-03122-4_15, booktitle=Empirical Economic and Financial Research, publisher=Springer International Publishing, author=Beran, Jan and Feng, Yuanhua and Ghosh, Sucharita, year=2014, pages=239–253 

@inbookPeitz_Feng_2014, place=Cham, title=Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model, DOI=10.1007/978-3-319-03122-4_21, booktitle=Empirical Economic and Financial Research, publisher=Springer International Publishing, author=Peitz, Christian and Feng, Yuanhua, year=2014, pages=341–356 

@articleFeng_2014, title=Data-driven estimation of diurnal patterns of durations between trades on financial markets, volume=92, DOI=10.1016/j.spl.2014.05.011, journal=Statistics &; Probability Letters, publisher=Elsevier BV, author=Feng, Yuanhua, year=2014, pages=109–113 

@articleZhou_Feng_2014, series=Book of Abstracts, title=Data-driven estimation of realized kernels under dependent microstructure noise and further analysis using the Semi-FI-Log-ACD, author=Zhou, Chen and Feng, Yuanhua, year=2014, collection=Book of Abstracts 

@articleFeng_Guo_Peitz_2013, title=A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification, volume=14, DOI=10.1007/s10842-013-0156-y, number=2, journal=Journal of Industry, Competition and Trade, publisher=Springer Nature, author=Feng, Yuanhua and Guo, Zhichao and Peitz, Christian, year=2013, pages=207–228 

@articleGuo_Feng_2013, title=Modeling of the impact of the financial crisis and China’s accession to WTO on China’s exports to Germany, volume=31, DOI=10.1016/j.econmod.2012.12.015, journal=Economic Modelling, publisher=Elsevier BV, author=Guo, Zhichao and Feng, Yuanhua, year=2013, pages=474–483 

@bookBeran_Feng_Ghosh_Kulik_2013, place=Berlin, Heidelberg, title=Long-Memory Processes, DOI=10.1007/978-3-642-35512-7, publisher=Springer Berlin Heidelberg, author=Beran, Jan and Feng, Yuanhua and Ghosh, Sucharita and Kulik, Rafal, year=2013 

@bookFeng_Sun_2013, title=A Semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets, author=Feng, Yuanhua and Sun, Lixin, year=2013 

@bookFeng_2013, title=Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects, author=Feng, Yuanhua, year=2013 

@articleFeng_2012, title=An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method, volume=40, DOI=10.1080/02664763.2012.740626, number=2, journal=Journal of Applied Statistics, publisher=Informa UK Limited, author=Feng, Yuanhua, year=2012, pages=266–281 

@articleFeng_Beran_2012, title=Optimal convergence rates in non-parametric regression with fractional time series errors, volume=34, DOI=10.1111/j.1467-9892.2012.00811.x, number=1, journal=Journal of Time Series Analysis, publisher=Wiley, author=Feng, Yuanhua and Beran, Jan, year=2012, pages=30–39 

@articleFeng_Beran_2012, title=Filtered Log-Periodogram Regression of Long Memory Processes, volume=3, DOI=10.1080/15598608.2009.10411959, number=4, journal=Journal of Statistical Theory and Practice, publisher=Informa UK Limited, author=Feng, Yuanhua and Beran, Jan, year=2012, pages=777–793 

@articleBeran_Feng_2012, title=Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes, volume=1, DOI=10.1080/15598608.2007.10411831, number=2, journal=Journal of Statistical Theory and Practice, publisher=Informa UK Limited, author=Beran, Jan and Feng, Yuanhua, year=2012, pages=149–166 

@articleBeran_Feng_2012, title=Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes, volume=1, DOI=10.1080/15598608.2007.10411831, number=2, journal=Journal of Statistical Theory and Practice, publisher=Informa UK Limited, author=Beran, Jan and Feng, Yuanhua, year=2012, pages=149–166 

@inbookFeng_Heiler_2012, place=Heidelberg, title=Locally Weighted Autoregression, DOI=10.1007/978-3-642-47027-1_10, booktitle=Econometrics in Theory and Practice, publisher=Physica-Verlag HD, author=Feng, Yuanhua and Heiler, Siegfried, year=2012, pages=101–117 

@bookFeng_Hand_Yu_2012, title=A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance, author=Feng, Yuanhua and Hand, David and Yu, Keming, year=2012 

@articleGuo_Feng_Tan_2011, title=Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products, volume=28, DOI=10.1016/j.econmod.2011.06.007, number=6, journal=Economic Modelling, publisher=Elsevier BV, author=Guo, Zhichao and Feng, Yuanhua and Tan, Xiangyong, year=2011, pages=2359–2368 

@articleLiu_Grant_McKinnon_Feng_2010, title=An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers, volume=40, DOI=10.1108/09600031011093232, number=10, journal=International Journal of Physical Distribution &; Logistics Management, publisher=Emerald, author=Liu, Xiaohong and Grant, David B. and McKinnon, Alan C. and Feng, Yuanhua, year=2010, pages=847–866 

@articleLiu_McKinnon_Grant_Feng_2010, title=Sources of competitiveness for logistics service providers: a UK industry perspective, volume=2, DOI=10.1007/s12159-010-0024-7, number=1, journal=Logistics Research, publisher=Springer Nature, author=Liu, Xiaohong and McKinnon, Alan C. and Grant, David B. and Feng, Yuanhua, year=2010, pages=23–32 

@articleFeng_Heiler_2009, title=A simple bootstrap bandwidth selector for local polynomial fitting, volume=79, DOI=10.1080/00949650802352019, number=12, journal=Journal of Statistical Computation and Simulation, publisher=Informa UK Limited, author=Feng, Yuanhua and Heiler, Siegfried, year=2009, pages=1425–1439 

@articleBeran_Feng_Heiler_2009, title=Modifying the double smoothing bandwidth selector in nonparametric regression, volume=6, DOI=10.1016/j.stamet.2009.04.001, number=5, journal=Statistical Methodology, publisher=Elsevier BV, author=Beran, Jan and Feng, Yuanhua and Heiler, Siegfried, year=2009, pages=447–465 

@articleFeng_McNeil_2008, title=Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility, volume=25, DOI=10.1016/j.econmod.2007.11.007, number=5, journal=Economic Modelling, publisher=Elsevier BV, author=Feng, Yuanhua and McNeil, Alexander J., year=2008, pages=850–867 

@articleBeran_Feng_2007, title=Local Polynomial Estimation with a FARIMA-GARCH Error Process, volume=7, DOI=10.2307/3318539, number=5733, journal=Bernoulli, publisher=JSTOR, author=Beran, Jan and Feng, Yuanhua, year=2007 

@articleFeng_2007, title=On the asymptotic variance in nonparametric regression with fractional time-series errors, volume=19, DOI=10.1080/10485250701381737, number=2, journal=Journal of Nonparametric Statistics, publisher=Informa UK Limited, author=Feng, Yuanhua, year=2007, pages=63–76 

@articleFeng_Beran_Yu_2007, title=Modelling financial time series with SEMIFAR GARCH model, volume=18, DOI=10.1093/imaman/dpm024, number=4, journal=IMA Journal of Management Mathematics, publisher=Oxford University Press (OUP), author=Feng, Yuanhua and Beran, J. and Yu, K., year=2007, pages=395–412 

@inbookBeran_Feng_Franke_Hess_Ocker_2007, place=Berlin, Heidelberg, title=Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity, DOI=10.1007/3-540-44832-2_13, booktitle=Processes with Long-Range Correlations, publisher=Springer Berlin Heidelberg, author=Beran, Jan and Feng, Yuanhua and Franke, Günter and Hess, Dieter and Ocker, Dirk, year=2007, pages=225–250 

@articleBeran_Feng_2007, title=Local Polynomial Estimation with a FARIMA-GARCH Error Process, volume=7, DOI=10.2307/3318539, number=5733, journal=Bernoulli, publisher=JSTOR, author=Beran, Jan and Feng, Yuanhua, year=2007 

@bookNg_Yu_Feng_2007, series=Statistical Modelling, title=Special Issue: Quantile Regression, volume=7, year=2007, collection=Statistical Modelling 

@articleFeng_2004, title=SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE, volume=20, DOI=10.1017/s0266466604203061, number=03, journal=Econometric Theory, publisher=Cambridge University Press (CUP), author=Feng, Yuanhua, year=2004 

@bookFeng_2004, title=Non- and Semiparametric Regression with Fractional Time Series Errors, author=Feng, Yuanhua, year=2004 

@inbookHeiler_Feng_2004, place=Stuttgart, title=A robust data-driven version of the Berlin Method, booktitle=Zeitreihenanalyse in der empirischen Wirtschaftsforschung, publisher=Lucius &; Lucius, author=Heiler, Siegfried and Feng, Yuanhua, editor=Metz, Rainer and Lösch, Manfred and Edel, KlausEditors, year=2004, pages=67–81 

@articleBeran_Feng_2002, title=SEMIFAR models—a semiparametric approach to modelling trends, long-range dependence and nonstationarity, volume=40, DOI=10.1016/s0167-9473(02)00007-5, number=2, journal=Computational Statistics &; Data Analysis, publisher=Elsevier BV, author=Beran, Jan and Feng, Yuanhua, year=2002, pages=393–419 

@articleBeran_Feng_2002, title=Iterative Plug-In Algorithms for SEMIFAR Models—Definition, Convergence, and Asymptotic Properties, volume=11, DOI=10.1198/106186002420, number=3, journal=Journal of Computational and Graphical Statistics, publisher=Informa UK Limited, author=Beran, Jan and Feng, Yuanhua, year=2002, pages=690–713 

@articleHeiler_Feng_2002, title=Data-driven decomposition of seasonal time series, volume=91, DOI=10.1016/s0378-3758(00)00187-7, number=2, journal=Journal of Statistical Planning and Inference, publisher=Elsevier BV, author=Heiler, Siegfried and Feng, Yuanhua, year=2002, pages=351–363 

@articleBeran_Feng_Ghosh_Sibbertsen_2002, title=On robust local polynomial estimation with long-memory errors, volume=18, DOI=10.1016/s0169-2070(01)00155-8, number=2, journal=International Journal of Forecasting, publisher=Elsevier BV, author=Beran, Jan and Feng, Yuanhua and Ghosh, Sucharita and Sibbertsen, Philipp, year=2002, pages=227–241 

@articleBeran_Feng_2002, title=Local polynomial fitting with long-memory, short-memory and antipersistent errors, volume=54, number=2, journal=The Annals of the Institute of Statistical Mathematics, author=Beran, Jan and Feng, Yuanhua, year=2002, pages=291–311