@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}}, }