@book{4649, editor = {{Beran, Jan and Feng, Yuanhua and Hebbel, Hartmut}}, publisher = {{Springer}}, title = {{{Empirical Economic and Financial Research - Theory, Methods and Practice}}}, year = {{2015}}, } @inbook{4650, author = {{Beran, Jan and Feng, Yuanhua and Hebbel, Hartmut}}, booktitle = {{Empirical Economic and Financial Research}}, isbn = {{9783319031217}}, issn = {{1570-5811}}, pages = {{1--6}}, publisher = {{Springer International Publishing}}, title = {{{Introduction}}}, doi = {{10.1007/978-3-319-03122-4_1}}, year = {{2015}}, } @techreport{4656, author = {{Feng, Yuanhua and Zhou, Chen}}, title = {{{An iterative plug-in algorithm for realized kernels}}}, year = {{2015}}, } @article{4599, author = {{Beran, Jan and Feng, Yuanhua and Ghosh, Sucharita}}, issn = {{0932-5026}}, journal = {{Statistical Papers}}, number = {{2}}, pages = {{431--451}}, publisher = {{Springer Nature}}, title = {{{Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models}}}, doi = {{10.1007/s00362-014-0590-x}}, volume = {{56}}, year = {{2014}}, } @inbook{4602, author = {{Beran, Jan and Feng, Yuanhua and Ghosh, Sucharita}}, booktitle = {{Empirical Economic and Financial Research}}, isbn = {{9783319031217}}, issn = {{1570-5811}}, pages = {{239--253}}, publisher = {{Springer International Publishing}}, title = {{{On EFARIMA and ESEMIFAR Models}}}, doi = {{10.1007/978-3-319-03122-4_15}}, year = {{2014}}, } @inbook{4603, author = {{Peitz, Christian and Feng, Yuanhua}}, booktitle = {{Empirical Economic and Financial Research}}, isbn = {{9783319031217}}, issn = {{1570-5811}}, pages = {{341--356}}, publisher = {{Springer International Publishing}}, title = {{{Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model}}}, doi = {{10.1007/978-3-319-03122-4_21}}, year = {{2014}}, } @article{4605, author = {{Feng, Yuanhua}}, issn = {{0167-7152}}, journal = {{Statistics & Probability Letters}}, pages = {{109--113}}, publisher = {{Elsevier BV}}, title = {{{Data-driven estimation of diurnal patterns of durations between trades on financial markets}}}, doi = {{10.1016/j.spl.2014.05.011}}, volume = {{92}}, year = {{2014}}, } @inproceedings{4664, author = {{Zhou, Chen and Feng, Yuanhua}}, location = {{University of Pisa, Italy}}, title = {{{Data-driven estimation of realized kernels under dependent microstructure noise and further analysis using the Semi-FI-Log-ACD}}}, year = {{2014}}, } @article{4596, author = {{Feng, Yuanhua and Guo, Zhichao and Peitz, Christian}}, issn = {{1566-1679}}, journal = {{Journal of Industry, Competition and Trade}}, number = {{2}}, pages = {{207--228}}, publisher = {{Springer Nature}}, title = {{{A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification}}}, doi = {{10.1007/s10842-013-0156-y}}, volume = {{14}}, year = {{2013}}, } @article{4600, author = {{Guo, Zhichao and Feng, Yuanhua}}, issn = {{0264-9993}}, journal = {{Economic Modelling}}, pages = {{474--483}}, publisher = {{Elsevier BV}}, title = {{{Modeling of the impact of the financial crisis and China's accession to WTO on China's exports to Germany}}}, doi = {{10.1016/j.econmod.2012.12.015}}, volume = {{31}}, year = {{2013}}, }