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