Beran, Jan, et al., editors. Empirical Economic and Financial Research - Theory, Methods and Practice. Springer, 2015.

Beran, Jan, et al. “Introduction.”10.1007/978-3-319-03122-4_1__Empirical Economic and Financial Research, Springer International Publishing, 2015, pp. 1–6, doi:10.1007/978-3-319-03122-4_1.

Feng, Yuanhua, and Chen Zhou. An Iterative Plug-in Algorithm for Realized Kernels. 2015.

Beran, Jan, et al. “Modelling Long-Range Dependence and Trends in Duration Series: An Approach Based on EFARIMA and ESEMIFAR Models.”10.1007/s00362-014-0590-x__Statistical Papers, vol. 56, no. 2, Springer Nature, 2014, pp. 431–51, doi:10.1007/s00362-014-0590-x.

Beran, Jan, et al. “On EFARIMA and ESEMIFAR Models.”10.1007/978-3-319-03122-4_15__Empirical Economic and Financial Research, Springer International Publishing, 2014, pp. 239–53, 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.”10.1007/978-3-319-03122-4_21__Empirical Economic and Financial Research, Springer International Publishing, 2014, pp. 341–56, doi:10.1007/978-3-319-03122-4_21.

Feng, Yuanhua. “Data-Driven Estimation of Diurnal Patterns of Durations between Trades on Financial Markets.”10.1016/j.spl.2014.05.011__Statistics &; Probability Letters, vol. 92, Elsevier BV, 2014, pp. 109–13, 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. 2014.

Feng, Yuanhua, et al. “A Tree-Form Constant Market Share Model for Growth Causes in International Trade Based on Multi-Level Classification.”10.1007/s10842-013-0156-y__Journal of Industry, Competition and Trade, vol. 14, no. 2, Springer Nature, 2013, pp. 207–28, 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.”10.1016/j.econmod.2012.12.015__Economic Modelling, vol. 31, Elsevier BV, 2013, pp. 474–83, doi:10.1016/j.econmod.2012.12.015.

Beran, Jan, et al. Long-Memory Processes. Springer Berlin Heidelberg, 2013, 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.

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

Feng, Yuanhua. “An Iterative Plug-in Algorithm for Decomposing Seasonal Time Series Using the Berlin Method.”10.1080/02664763.2012.740626__Journal of Applied Statistics, vol. 40, no. 2, Informa UK Limited, 2012, pp. 266–81, doi:10.1080/02664763.2012.740626.

Feng, Yuanhua, and Jan Beran. “Optimal Convergence Rates in Non-Parametric Regression with Fractional Time Series Errors.”10.1111/j.1467-9892.2012.00811.x__Journal of Time Series Analysis, vol. 34, no. 1, Wiley, 2012, pp. 30–39, doi:10.1111/j.1467-9892.2012.00811.x.

Feng, Yuanhua, and Jan Beran. “Filtered Log-Periodogram Regression of Long Memory Processes.”10.1080/15598608.2009.10411959__Journal of Statistical Theory and Practice, vol. 3, no. 4, Informa UK Limited, 2012, pp. 777–93, doi:10.1080/15598608.2009.10411959.

Beran, Jan, and Yuanhua Feng. “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes.”10.1080/15598608.2007.10411831__Journal of Statistical Theory and Practice, vol. 1, no. 2, Informa UK Limited, 2012, pp. 149–66, doi:10.1080/15598608.2007.10411831.

Beran, Jan, and Yuanhua Feng. “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes.”10.1080/15598608.2007.10411831__Journal of Statistical Theory and Practice, vol. 1, no. 2, Informa UK Limited, 2012, pp. 149–66, doi:10.1080/15598608.2007.10411831.

Feng, Yuanhua, and Siegfried Heiler. “Locally Weighted Autoregression.”10.1007/978-3-642-47027-1_10__Econometrics in Theory and Practice, Physica-Verlag HD, 2012, pp. 101–17, doi:10.1007/978-3-642-47027-1_10.

Feng, Yuanhua, et al. A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance. 2012.

Guo, Zhichao, et al. “Short- and Long-Term Impact of Remarkable Economic Events on the Growth Causes of China–Germany Trade in Agri-Food Products.”10.1016/j.econmod.2011.06.007__Economic Modelling, vol. 28, no. 6, Elsevier BV, 2011, pp. 2359–68, doi:10.1016/j.econmod.2011.06.007.

Liu, Xiaohong, et al. “An Empirical Examination of the Contribution of Capabilities to the Competitiveness of Logistics Service Providers.”10.1108/09600031011093232__International Journal of Physical Distribution &; Logistics Management, vol. 40, no. 10, Emerald, 2010, pp. 847–66, doi:10.1108/09600031011093232.

Liu, Xiaohong, et al. “Sources of Competitiveness for Logistics Service Providers: A UK Industry Perspective.”10.1007/s12159-010-0024-7__Logistics Research, vol. 2, no. 1, Springer Nature, 2010, pp. 23–32, doi:10.1007/s12159-010-0024-7.

Feng, Yuanhua, and Siegfried Heiler. “A Simple Bootstrap Bandwidth Selector for Local Polynomial Fitting.”10.1080/00949650802352019__Journal of Statistical Computation and Simulation, vol. 79, no. 12, Informa UK Limited, 2009, pp. 1425–39, doi:10.1080/00949650802352019.

Beran, Jan, et al. “Modifying the Double Smoothing Bandwidth Selector in Nonparametric Regression.”10.1016/j.stamet.2009.04.001__Statistical Methodology, vol. 6, no. 5, Elsevier BV, 2009, pp. 447–65, 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.”10.1016/j.econmod.2007.11.007__Economic Modelling, vol. 25, no. 5, Elsevier BV, 2008, pp. 850–67, doi:10.1016/j.econmod.2007.11.007.

Beran, Jan, and Yuanhua Feng. “Local Polynomial Estimation with a FARIMA-GARCH Error Process.”10.2307/3318539__Bernoulli, vol. 7, no. 5, 733, JSTOR, 2007, doi:10.2307/3318539.

Feng, Yuanhua. “On the Asymptotic Variance in Nonparametric Regression with Fractional Time-Series Errors.”10.1080/10485250701381737__Journal of Nonparametric Statistics, vol. 19, no. 2, Informa UK Limited, 2007, pp. 63–76, doi:10.1080/10485250701381737.

Feng, Yuanhua, et al. “Modelling Financial Time Series with SEMIFAR GARCH Model.”10.1093/imaman/dpm024__IMA Journal of Management Mathematics, vol. 18, no. 4, Oxford University Press (OUP), 2007, pp. 395–412, doi:10.1093/imaman/dpm024.

Beran, Jan, et al. “Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity.”10.1007/3-540-44832-2_13__Processes with Long-Range Correlations, Springer Berlin Heidelberg, 2007, pp. 225–50, doi:10.1007/3-540-44832-2_13.

Beran, Jan, and Yuanhua Feng. “Local Polynomial Estimation with a FARIMA-GARCH Error Process.”10.2307/3318539__Bernoulli, vol. 7, no. 5, 733, JSTOR, 2007, doi:10.2307/3318539.

Ng, Pin, et al., editors. Special Issue: Quantile Regression. Vol. 7, 2007.

Feng, Yuanhua. “SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE.”10.1017/s0266466604203061__Econometric Theory, vol. 20, no. 03, Cambridge University Press (CUP), 2004, doi:10.1017/s0266466604203061.

Feng, Yuanhua. Non- and Semiparametric Regression with Fractional Time Series Errors. 2004.

Heiler, Siegfried, and Yuanhua Feng. “A Robust Data-Driven Version of the Berlin Method.” Zeitreihenanalyse in Der Empirischen Wirtschaftsforschung, edited by Rainer Metz et al., Lucius &; Lucius, 2004, pp. 67–81.

Beran, Jan, and Yuanhua Feng. “SEMIFAR Models—a Semiparametric Approach to Modelling Trends, Long-Range Dependence and Nonstationarity.”10.1016/s0167-9473(02)00007-5__Computational Statistics &; Data Analysis, vol. 40, no. 2, Elsevier BV, 2002, pp. 393–419, 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.”10.1198/106186002420__Journal of Computational and Graphical Statistics, vol. 11, no. 3, Informa UK Limited, 2002, pp. 690–713, doi:10.1198/106186002420.

Heiler, Siegfried, and Yuanhua Feng. “Data-Driven Decomposition of Seasonal Time Series.”10.1016/s0378-3758(00)00187-7__Journal of Statistical Planning and Inference, vol. 91, no. 2, Elsevier BV, 2002, pp. 351–63, doi:10.1016/s0378-3758(00)00187-7.

Beran, Jan, et al. “On Robust Local Polynomial Estimation with Long-Memory Errors.”10.1016/s0169-2070(01)00155-8__International Journal of Forecasting, vol. 18, no. 2, Elsevier BV, 2002, pp. 227–41, 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, vol. 54, no. 2, 2002, pp. 291–311.

Heiler, Siegfried, and Yuanhua Feng. “Data-Driven Decomposition of Seasonal Time Series.”10.1016/s0378-3758(00)00187-7__Journal of Statistical Planning and Inference, vol. 91, no. 2, Elsevier BV, 2002, pp. 351–63, doi:10.1016/s0378-3758(00)00187-7.

Beran, Jan, and Yuanhua Feng. Recent Developments in Non- and Semiparametric Models with Fractional Time Series Errors. 2002.

Beran, Jan, and Yuanhua Feng. “A Semiparametric Fractional Autoregressive Model.” Statistical Review (Revista de Estatistica), vol. 2, 2001, pp. 125–28.

Beran, Jan, and Yuanhua Feng. Supplement to the Paper “Iterative Plug-in Algorithms for SEMIFAR Models - Definition, Convergence and Asymptotic Properties” - Detailed Simulation Results. 2001.

Feng, Yuanhua, and Siegfried Heiler. “Eine Robuste Datengesteuerte Version Des Berliner-Verfahrens.” Wirtschaft Und Statistik, 2000, pp. 786–95.

Feng, Yuanhua, and Siegfried Heiler. “Locally Weighted Autoregression.” Institutional Arrangements for Global Economic Integration, edited by Hans-Jurgen Vosgerau, 2000, pp. 371--388.

Feng, Yuanhua. Kernel- and Locally Weighted Regression -- with Application to Time Series Decomposition. 1999.

Abberger, Klaus, et al. “Nonparametric Smoothing and Quantile Estimation in Time Series.” Risk Measurement, Econometrics and Neural Networks. Contributions to Economics. , edited by Georg Bol et al., Physica-Verlag HD, 1998, pp. 1–16.

Heiler, Siegfried, and Yuanhua Feng. “A Simple Root n Bandwidth Selector for Nonparametric Regression.” Journal of Nonparametric Statistics, vol. 9, no. 1, Informa UK Limited, 1998, pp. 1–21.

Feng, Yuanhua, and Siegfried Heiler. “Locally Weighted Autoregression.” Econometrics in Theory and Practice, edited by Robert Galata and Helmut Küchenhoff, Physica-Verlag HD, 1998, pp. 101–17.