@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}},
}

@book{4628,
  author       = {{Beran, Jan and Feng, Yuanhua and Ghosh, Sucharita and Kulik, Rafal}},
  isbn         = {{9783642355110}},
  publisher    = {{Springer Berlin Heidelberg}},
  title        = {{{Long-Memory Processes}}},
  doi          = {{10.1007/978-3-642-35512-7}},
  year         = {{2013}},
}

@techreport{4657,
  author       = {{Feng, Yuanhua and Sun, Lixin}},
  title        = {{{A Semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets}}},
  year         = {{2013}},
}

@techreport{4658,
  author       = {{Feng, Yuanhua}},
  title        = {{{Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects}}},
  year         = {{2013}},
}

@article{4597,
  author       = {{Feng, Yuanhua}},
  issn         = {{0266-4763}},
  journal      = {{Journal of Applied Statistics}},
  number       = {{2}},
  pages        = {{266--281}},
  publisher    = {{Informa UK Limited}},
  title        = {{{An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method}}},
  doi          = {{10.1080/02664763.2012.740626}},
  volume       = {{40}},
  year         = {{2012}},
}

@article{4601,
  author       = {{Feng, Yuanhua and Beran, Jan}},
  issn         = {{0143-9782}},
  journal      = {{Journal of Time Series Analysis}},
  number       = {{1}},
  pages        = {{30--39}},
  publisher    = {{Wiley}},
  title        = {{{Optimal convergence rates in non-parametric regression with fractional time series errors}}},
  doi          = {{10.1111/j.1467-9892.2012.00811.x}},
  volume       = {{34}},
  year         = {{2012}},
}

@article{4610,
  author       = {{Feng, Yuanhua and Beran, Jan}},
  issn         = {{1559-8608}},
  journal      = {{Journal of Statistical Theory and Practice}},
  number       = {{4}},
  pages        = {{777--793}},
  publisher    = {{Informa UK Limited}},
  title        = {{{Filtered Log-Periodogram Regression of Long Memory Processes}}},
  doi          = {{10.1080/15598608.2009.10411959}},
  volume       = {{3}},
  year         = {{2012}},
}

@article{4611,
  author       = {{Beran, Jan and Feng, Yuanhua}},
  issn         = {{1559-8608}},
  journal      = {{Journal of Statistical Theory and Practice}},
  number       = {{2}},
  pages        = {{149--166}},
  publisher    = {{Informa UK Limited}},
  title        = {{{Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes}}},
  doi          = {{10.1080/15598608.2007.10411831}},
  volume       = {{1}},
  year         = {{2012}},
}

@article{4612,
  author       = {{Beran, Jan and Feng, Yuanhua}},
  issn         = {{1559-8608}},
  journal      = {{Journal of Statistical Theory and Practice}},
  number       = {{2}},
  pages        = {{149--166}},
  publisher    = {{Informa UK Limited}},
  title        = {{{Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes}}},
  doi          = {{10.1080/15598608.2007.10411831}},
  volume       = {{1}},
  year         = {{2012}},
}

@inbook{4631,
  author       = {{Feng, Yuanhua and Heiler, Siegfried}},
  booktitle    = {{Econometrics in Theory and Practice}},
  isbn         = {{9783642470295}},
  pages        = {{101--117}},
  publisher    = {{Physica-Verlag HD}},
  title        = {{{Locally Weighted Autoregression}}},
  doi          = {{10.1007/978-3-642-47027-1_10}},
  year         = {{2012}},
}

@techreport{4659,
  author       = {{Feng, Yuanhua and Hand, David and Yu, Keming}},
  title        = {{{A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance}}},
  year         = {{2012}},
}