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

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

Feng Y, Zhou C. An Iterative Plug-in Algorithm for Realized Kernels.; 2015.
LibreCat: /record/4656

Beran J, Feng Y, Ghosh S. Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models. Statistical Papers. 2014;56(2):431-451. doi:10.1007/s00362-014-0590-x
LibreCat: /record/4599
DOI: 10.1007/s00362-014-0590-x

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

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

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

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

Feng Y, Guo Z, Peitz C. A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification. Journal of Industry, Competition and Trade. 2013;14(2):207-228. doi:10.1007/s10842-013-0156-y
LibreCat: /record/4596
DOI: 10.1007/s10842-013-0156-y

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

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

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

Feng Y. An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method. Journal of Applied Statistics. 2012;40(2):266-281. doi:10.1080/02664763.2012.740626
LibreCat: /record/4597
DOI: 10.1080/02664763.2012.740626

Feng Y, Beran J. Optimal convergence rates in non-parametric regression with fractional time series errors. Journal of Time Series Analysis. 2012;34(1):30-39. doi:10.1111/j.1467-9892.2012.00811.x
LibreCat: /record/4601
DOI: 10.1111/j.1467-9892.2012.00811.x

Feng Y, Beran J. Filtered Log-Periodogram Regression of Long Memory Processes. Journal of Statistical Theory and Practice. 2012;3(4):777-793. doi:10.1080/15598608.2009.10411959
LibreCat: /record/4610
DOI: 10.1080/15598608.2009.10411959

Beran J, Feng Y. Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes. Journal of Statistical Theory and Practice. 2012;1(2):149-166. doi:10.1080/15598608.2007.10411831
LibreCat: /record/4611
DOI: 10.1080/15598608.2007.10411831

Beran J, Feng Y. Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes. Journal of Statistical Theory and Practice. 2012;1(2):149-166. doi:10.1080/15598608.2007.10411831
LibreCat: /record/4612
DOI: 10.1080/15598608.2007.10411831

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

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