@inproceedings{4665,
  author       = {{Schäfer, Bastian and Feng, Yuanhua}},
  booktitle    = {{Book of Abstracts}},
  location     = {{Paderborn, Germany}},
  pages        = {{7}},
  title        = {{{Further Development of the Double Conditional Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model}}},
  year         = {{2018}},
}

@inproceedings{4667,
  author       = {{Feng, Yuanhua and Letmathe, Sebastian}},
  location     = {{Paderborn, Germany}},
  pages        = {{7}},
  title        = {{{The Non-Gaussian ESEMIFAR Model}}},
  year         = {{2018}},
}

@inproceedings{4668,
  author       = {{Forstinger, Sarah and Feng, Yuanhua and Peitz, Christian}},
  booktitle    = {{Book of Abstracts}},
  location     = {{Paderborn, Germany}},
  pages        = {{17}},
  title        = {{{Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models}}},
  year         = {{2018}},
}

@inproceedings{4669,
  author       = {{Zhang, Xuehai  and Feng, Yuanhua}},
  booktitle    = {{Book of Abstracts}},
  location     = {{Paderborn, Germany}},
  pages        = {{19}},
  title        = {{{A Box-Cox Semiparametric Multiplicative Error Model}}},
  year         = {{2018}},
}

@phdthesis{4672,
  author       = {{Forstinger, Sarah}},
  title        = {{{Modelling and forecasting financial and economic time series using different semiparametric ACD models}}},
  year         = {{2018}},
}

@techreport{4633,
  author       = {{Zhang, Xuehai and Feng, Yuanhua and Peitz, Christian}},
  title        = {{{A general class of SemiGARCH models based on the Box-Cox transformation}}},
  year         = {{2017}},
}

@techreport{4671,
  author       = {{Feng, Yuanhua and Gries, Thomas}},
  title        = {{{Data-driven local polynomial for the trend and its derivatives in economic time series}}},
  year         = {{2017}},
}

@book{5119,
  author       = {{Peitz, Christian}},
  publisher    = {{Springer-Verlag}},
  title        = {{{Die parametrische und semiparametrische Analyse von Finanzzeitreihen: neue Methoden, Modelle und Anwendungsm\"oglichkeiten}}},
  year         = {{2016}},
}

@article{4592,
  author       = {{Feng, Yuanhua and Forstinger, Sarah and Peitz, Christian}},
  issn         = {{0094-9655}},
  journal      = {{Journal of Statistical Computation and Simulation}},
  number       = {{12}},
  pages        = {{2291--2307}},
  publisher    = {{Informa UK Limited}},
  title        = {{{On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations}}},
  doi          = {{10.1080/00949655.2015.1107908}},
  volume       = {{86}},
  year         = {{2015}},
}

@article{4593,
  author       = {{Feng, Yuanhua and Zhou, Chen}},
  issn         = {{0169-2070}},
  journal      = {{International Journal of Forecasting}},
  number       = {{2}},
  pages        = {{349--363}},
  publisher    = {{Elsevier BV}},
  title        = {{{Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD}}},
  doi          = {{10.1016/j.ijforecast.2014.09.001}},
  volume       = {{31}},
  year         = {{2015}},
}

@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}},
}