[{"user_id":"1112","language":[{"iso":"eng"}],"_id":"4665","page":"7","date_updated":"2022-01-06T07:01:17Z","conference":{"end_date":"6.7.2018","location":"Paderborn, Germany","start_date":"4.7.2018","name":"European Conference on Data Analysis"},"author":[{"id":"70618","first_name":"Bastian","last_name":"Schäfer","full_name":"Schäfer, Bastian"},{"id":"20760","first_name":"Yuanhua","last_name":"Feng","full_name":"Feng, Yuanhua"}],"year":"2018","title":"Further Development of the Double Conditional Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model","status":"public","department":[{"_id":"206"}],"type":"conference","date_created":"2018-10-11T12:24:19Z","citation":{"mla":"Schäfer, Bastian, and Yuanhua Feng. “Further Development of the Double Conditional Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model.” <i>Book of Abstracts</i>, 2018, p. 7.","ama":"Schäfer B, Feng Y. Further Development of the Double Conditional Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model. In: <i>Book of Abstracts</i>. ; 2018:7.","bibtex":"@inproceedings{Schäfer_Feng_2018, title={Further Development of the Double Conditional Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model}, booktitle={Book of Abstracts}, author={Schäfer, Bastian and Feng, Yuanhua}, year={2018}, pages={7} }","apa":"Schäfer, B., &#38; Feng, Y. (2018). Further Development of the Double Conditional Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model. In <i>Book of Abstracts</i> (p. 7). Paderborn, Germany.","ieee":"B. Schäfer and Y. Feng, “Further Development of the Double Conditional Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model,” in <i>Book of Abstracts</i>, Paderborn, Germany, 2018, p. 7.","chicago":"Schäfer, Bastian, and Yuanhua Feng. “Further Development of the Double Conditional Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model.” In <i>Book of Abstracts</i>, 7, 2018.","short":"B. Schäfer, Y. Feng, in: Book of Abstracts, 2018, p. 7."},"publication":"Book of Abstracts"},{"citation":{"chicago":"Feng, Yuanhua, and Sebastian Letmathe. “The Non-Gaussian ESEMIFAR Model.” Book of Abstracts, 2018.","short":"Y. Feng, S. Letmathe, (2018) 7.","apa":"Feng, Y., &#38; Letmathe, S. (2018). The Non-Gaussian ESEMIFAR Model. Presented at the European Conference on Data Analysis, Paderborn, Germany.","ieee":"Y. Feng and S. Letmathe, “The Non-Gaussian ESEMIFAR Model.” p. 7, 2018.","ama":"Feng Y, Letmathe S. The Non-Gaussian ESEMIFAR Model. 2018:7.","bibtex":"@article{Feng_Letmathe_2018, series={Book of Abstracts}, title={The Non-Gaussian ESEMIFAR Model}, author={Feng, Yuanhua and Letmathe, Sebastian}, year={2018}, pages={7}, collection={Book of Abstracts} }","mla":"Feng, Yuanhua, and Sebastian Letmathe. <i>The Non-Gaussian ESEMIFAR Model</i>. 2018, p. 7."},"date_created":"2018-10-11T12:26:05Z","department":[{"_id":"206"}],"type":"conference","conference":{"end_date":"6.7.2018","location":"Paderborn, Germany","start_date":"4.7.2018","name":"European Conference on Data Analysis"},"author":[{"id":"20760","full_name":"Feng, Yuanhua","last_name":"Feng","first_name":"Yuanhua"},{"full_name":"Letmathe, Sebastian","last_name":"Letmathe","first_name":"Sebastian","id":"23991"}],"year":"2018","status":"public","title":"The Non-Gaussian ESEMIFAR Model","date_updated":"2022-01-06T07:01:17Z","language":[{"iso":"eng"}],"_id":"4667","series_title":"Book of Abstracts","page":"7","user_id":"10075"},{"_id":"4668","language":[{"iso":"eng"}],"page":"17","user_id":"10075","conference":{"end_date":"6.7.2018","location":"Paderborn, Germany","start_date":"4.7.2018","name":"European Conference on Data Analysis"},"author":[{"id":"10075","first_name":"Sarah","last_name":"Forstinger","full_name":"Forstinger, Sarah"},{"full_name":"Feng, Yuanhua","first_name":"Yuanhua","last_name":"Feng","id":"20760"},{"id":"2980","last_name":"Peitz","first_name":"Christian","full_name":"Peitz, Christian"}],"title":"Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models","status":"public","year":"2018","date_updated":"2022-01-06T07:01:17Z","date_created":"2018-10-11T12:27:34Z","department":[{"_id":"206"}],"type":"conference","citation":{"mla":"Forstinger, Sarah, et al. “Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models.” <i>Book of Abstracts</i>, 2018, p. 17.","bibtex":"@inproceedings{Forstinger_Feng_Peitz_2018, title={Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models}, booktitle={Book of Abstracts}, author={Forstinger, Sarah and Feng, Yuanhua and Peitz, Christian}, year={2018}, pages={17} }","ama":"Forstinger S, Feng Y, Peitz C. Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models. In: <i>Book of Abstracts</i>. ; 2018:17.","ieee":"S. Forstinger, Y. Feng, and C. Peitz, “Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models,” in <i>Book of Abstracts</i>, Paderborn, Germany, 2018, p. 17.","apa":"Forstinger, S., Feng, Y., &#38; Peitz, C. (2018). Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models. In <i>Book of Abstracts</i> (p. 17). Paderborn, Germany.","chicago":"Forstinger, Sarah, Yuanhua Feng, and Christian Peitz. “Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models.” In <i>Book of Abstracts</i>, 17, 2018.","short":"S. Forstinger, Y. Feng, C. Peitz, in: Book of Abstracts, 2018, p. 17."},"publication":"Book of Abstracts"},{"date_updated":"2022-01-06T07:01:17Z","title":"A Box-Cox Semiparametric Multiplicative Error Model","status":"public","year":"2018","conference":{"name":"European Conference on Data Analysis","start_date":"4.7.2018","location":"Paderborn, Germany","end_date":"6.7.2018"},"author":[{"full_name":"Zhang, Xuehai ","first_name":"Xuehai ","last_name":"Zhang"},{"first_name":"Yuanhua","last_name":"Feng","full_name":"Feng, Yuanhua","id":"20760"}],"user_id":"10075","page":"19","_id":"4669","language":[{"iso":"eng"}],"publication":"Book of Abstracts","citation":{"bibtex":"@inproceedings{Zhang_Feng_2018, title={A Box-Cox Semiparametric Multiplicative Error Model}, booktitle={Book of Abstracts}, author={Zhang, Xuehai  and Feng, Yuanhua}, year={2018}, pages={19} }","ama":"Zhang X, Feng Y. A Box-Cox Semiparametric Multiplicative Error Model. In: <i>Book of Abstracts</i>. ; 2018:19.","mla":"Zhang, Xuehai, and Yuanhua Feng. “A Box-Cox Semiparametric Multiplicative Error Model.” <i>Book of Abstracts</i>, 2018, p. 19.","short":"X. Zhang, Y. Feng, in: Book of Abstracts, 2018, p. 19.","chicago":"Zhang, Xuehai , and Yuanhua Feng. “A Box-Cox Semiparametric Multiplicative Error Model.” In <i>Book of Abstracts</i>, 19, 2018.","ieee":"X. Zhang and Y. Feng, “A Box-Cox Semiparametric Multiplicative Error Model,” in <i>Book of Abstracts</i>, Paderborn, Germany, 2018, p. 19.","apa":"Zhang, X., &#38; Feng, Y. (2018). A Box-Cox Semiparametric Multiplicative Error Model. In <i>Book of Abstracts</i> (p. 19). Paderborn, Germany."},"type":"conference","department":[{"_id":"206"}],"date_created":"2018-10-11T12:28:28Z"},{"citation":{"mla":"Forstinger, Sarah. <i>Modelling and Forecasting Financial and Economic Time Series Using Different Semiparametric ACD Models</i>. 2018.","bibtex":"@book{Forstinger_2018, place={Universität Paderborn}, title={Modelling and forecasting financial and economic time series using different semiparametric ACD models}, author={Forstinger, Sarah}, year={2018} }","ama":"Forstinger S. <i>Modelling and Forecasting Financial and Economic Time Series Using Different Semiparametric ACD Models</i>. Universität Paderborn; 2018.","ieee":"S. Forstinger, <i>Modelling and forecasting financial and economic time series using different semiparametric ACD models</i>. Universität Paderborn, 2018.","apa":"Forstinger, S. (2018). <i>Modelling and forecasting financial and economic time series using different semiparametric ACD models</i>. Universität Paderborn.","short":"S. Forstinger, Modelling and Forecasting Financial and Economic Time Series Using Different Semiparametric ACD Models, Universität Paderborn, 2018.","chicago":"Forstinger, Sarah. <i>Modelling and Forecasting Financial and Economic Time Series Using Different Semiparametric ACD Models</i>. Universität Paderborn, 2018."},"supervisor":[{"full_name":"Feng, Yuanhua","first_name":"Yuanhua","last_name":"Feng","id":"20760"}],"date_created":"2018-10-11T12:48:35Z","place":"Universität Paderborn","department":[{"_id":"206"}],"type":"dissertation","author":[{"id":"10075","last_name":"Forstinger","first_name":"Sarah","full_name":"Forstinger, Sarah"}],"title":"Modelling and forecasting financial and economic time series using different semiparametric ACD models","year":"2018","status":"public","publication_status":"published","date_updated":"2022-01-06T07:01:17Z","_id":"4672","language":[{"iso":"eng"}],"user_id":"10075"},{"language":[{"iso":"eng"}],"_id":"4633","user_id":"10075","year":"2017","title":"A general class of SemiGARCH models based on the Box-Cox transformation","status":"public","author":[{"full_name":"Zhang, Xuehai","first_name":"Xuehai","last_name":"Zhang"},{"id":"20760","last_name":"Feng","first_name":"Yuanhua","full_name":"Feng, Yuanhua"},{"first_name":"Christian","last_name":"Peitz","full_name":"Peitz, Christian","id":"2980"}],"date_updated":"2022-01-06T07:01:16Z","date_created":"2018-10-11T06:43:53Z","type":"working_paper","department":[{"_id":"206"},{"_id":"475"}],"citation":{"chicago":"Zhang, Xuehai, Yuanhua Feng, and Christian Peitz. <i>A General Class of SemiGARCH Models Based on the Box-Cox Transformation</i>, 2017.","short":"X. Zhang, Y. Feng, C. Peitz, A General Class of SemiGARCH Models Based on the Box-Cox Transformation, 2017.","apa":"Zhang, X., Feng, Y., &#38; Peitz, C. (2017). <i>A general class of SemiGARCH models based on the Box-Cox transformation</i>.","ieee":"X. Zhang, Y. Feng, and C. Peitz, <i>A general class of SemiGARCH models based on the Box-Cox transformation</i>. 2017.","ama":"Zhang X, Feng Y, Peitz C. <i>A General Class of SemiGARCH Models Based on the Box-Cox Transformation</i>.; 2017.","bibtex":"@book{Zhang_Feng_Peitz_2017, title={A general class of SemiGARCH models based on the Box-Cox transformation}, author={Zhang, Xuehai and Feng, Yuanhua and Peitz, Christian}, year={2017} }","mla":"Zhang, Xuehai, et al. <i>A General Class of SemiGARCH Models Based on the Box-Cox Transformation</i>. 2017."}},{"citation":{"mla":"Feng, Yuanhua, and Thomas Gries. <i>Data-Driven Local Polynomial for the Trend and Its Derivatives in Economic Time Series</i>. 2017.","bibtex":"@book{Feng_Gries_2017, title={Data-driven local polynomial for the trend and its derivatives in economic time series}, author={Feng, Yuanhua and Gries, Thomas}, year={2017} }","ama":"Feng Y, Gries T. <i>Data-Driven Local Polynomial for the Trend and Its Derivatives in Economic Time Series</i>.; 2017.","ieee":"Y. Feng and T. Gries, <i>Data-driven local polynomial for the trend and its derivatives in economic time series</i>. 2017.","apa":"Feng, Y., &#38; Gries, T. (2017). <i>Data-driven local polynomial for the trend and its derivatives in economic time series</i>.","chicago":"Feng, Yuanhua, and Thomas Gries. <i>Data-Driven Local Polynomial for the Trend and Its Derivatives in Economic Time Series</i>, 2017.","short":"Y. Feng, T. Gries, Data-Driven Local Polynomial for the Trend and Its Derivatives in Economic Time Series, 2017."},"department":[{"_id":"206"},{"_id":"475"}],"type":"working_paper","date_created":"2018-10-11T12:43:07Z","date_updated":"2022-01-06T07:01:17Z","author":[{"last_name":"Feng","first_name":"Yuanhua","full_name":"Feng, Yuanhua","id":"20760"},{"last_name":"Gries","first_name":"Thomas","full_name":"Gries, Thomas","id":"186"}],"title":"Data-driven local polynomial for the trend and its derivatives in economic time series","status":"public","year":"2017","user_id":"10075","_id":"4671","language":[{"iso":"eng"}]},{"author":[{"full_name":"Peitz, Christian","first_name":"Christian","last_name":"Peitz"}],"title":"Die parametrische und semiparametrische Analyse von Finanzzeitreihen: neue Methoden, Modelle und Anwendungsm\\\"oglichkeiten","status":"public","year":"2016","date_updated":"2022-01-06T07:01:38Z","_id":"5119","publisher":"Springer-Verlag","user_id":"26589","citation":{"mla":"Peitz, Christian. <i>Die Parametrische Und Semiparametrische Analyse von Finanzzeitreihen: Neue Methoden, Modelle Und Anwendungsm\\\"oglichkeiten</i>. Springer-Verlag, 2016.","bibtex":"@book{Peitz_2016, title={Die parametrische und semiparametrische Analyse von Finanzzeitreihen: neue Methoden, Modelle und Anwendungsm\\\"oglichkeiten}, publisher={Springer-Verlag}, author={Peitz, Christian}, year={2016} }","ama":"Peitz C. <i>Die Parametrische Und Semiparametrische Analyse von Finanzzeitreihen: Neue Methoden, Modelle Und Anwendungsm\\\"oglichkeiten</i>. Springer-Verlag; 2016.","ieee":"C. Peitz, <i>Die parametrische und semiparametrische Analyse von Finanzzeitreihen: neue Methoden, Modelle und Anwendungsm\\\"oglichkeiten</i>. Springer-Verlag, 2016.","apa":"Peitz, C. (2016). <i>Die parametrische und semiparametrische Analyse von Finanzzeitreihen: neue Methoden, Modelle und Anwendungsm\\\"oglichkeiten</i>. Springer-Verlag.","chicago":"Peitz, Christian. <i>Die Parametrische Und Semiparametrische Analyse von Finanzzeitreihen: Neue Methoden, Modelle Und Anwendungsm\\\"oglichkeiten</i>. Springer-Verlag, 2016.","short":"C. Peitz, Die Parametrische Und Semiparametrische Analyse von Finanzzeitreihen: Neue Methoden, Modelle Und Anwendungsm\\\"oglichkeiten, Springer-Verlag, 2016."},"date_created":"2018-10-31T08:12:15Z","department":[{"_id":"206"}],"type":"book"},{"status":"public","page":"2291-2307","_id":"4592","publisher":"Informa UK Limited","user_id":"10075","volume":86,"citation":{"chicago":"Feng, Yuanhua, Sarah Forstinger, and Christian Peitz. “On the Iterative Plug-in Algorithm for Estimating Diurnal Patterns of Financial Trade Durations.” <i>Journal of Statistical Computation and Simulation</i> 86, no. 12 (2015): 2291–2307. <a href=\"https://doi.org/10.1080/00949655.2015.1107908\">https://doi.org/10.1080/00949655.2015.1107908</a>.","short":"Y. Feng, S. Forstinger, C. Peitz, Journal of Statistical Computation and Simulation 86 (2015) 2291–2307.","ieee":"Y. Feng, S. Forstinger, and C. Peitz, “On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations,” <i>Journal of Statistical Computation and Simulation</i>, vol. 86, no. 12, pp. 2291–2307, 2015.","apa":"Feng, Y., Forstinger, S., &#38; Peitz, C. (2015). On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations. <i>Journal of Statistical Computation and Simulation</i>, <i>86</i>(12), 2291–2307. <a href=\"https://doi.org/10.1080/00949655.2015.1107908\">https://doi.org/10.1080/00949655.2015.1107908</a>","bibtex":"@article{Feng_Forstinger_Peitz_2015, title={On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations}, volume={86}, DOI={<a href=\"https://doi.org/10.1080/00949655.2015.1107908\">10.1080/00949655.2015.1107908</a>}, number={12}, journal={Journal of Statistical Computation and Simulation}, publisher={Informa UK Limited}, author={Feng, Yuanhua and Forstinger, Sarah and Peitz, Christian}, year={2015}, pages={2291–2307} }","ama":"Feng Y, Forstinger S, Peitz C. On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations. <i>Journal of Statistical Computation and Simulation</i>. 2015;86(12):2291-2307. doi:<a href=\"https://doi.org/10.1080/00949655.2015.1107908\">10.1080/00949655.2015.1107908</a>","mla":"Feng, Yuanhua, et al. “On the Iterative Plug-in Algorithm for Estimating Diurnal Patterns of Financial Trade Durations.” <i>Journal of Statistical Computation and Simulation</i>, vol. 86, no. 12, Informa UK Limited, 2015, pp. 2291–307, doi:<a href=\"https://doi.org/10.1080/00949655.2015.1107908\">10.1080/00949655.2015.1107908</a>."},"year":"2015","title":"On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations","publication_identifier":{"issn":["0094-9655","1563-5163"]},"author":[{"id":"20760","first_name":"Yuanhua","last_name":"Feng","full_name":"Feng, Yuanhua"},{"id":"10075","first_name":"Sarah","last_name":"Forstinger","full_name":"Forstinger, Sarah"},{"first_name":"Christian","last_name":"Peitz","full_name":"Peitz, Christian","id":"2980"}],"publication_status":"published","date_updated":"2022-01-06T07:01:14Z","intvolume":"        86","language":[{"iso":"eng"}],"doi":"10.1080/00949655.2015.1107908","publication":"Journal of Statistical Computation and Simulation","issue":"12","date_created":"2018-10-10T09:29:40Z","type":"journal_article","department":[{"_id":"206"}]},{"citation":{"apa":"Feng, Y., &#38; Zhou, C. (2015). Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD. <i>International Journal of Forecasting</i>, <i>31</i>(2), 349–363. <a href=\"https://doi.org/10.1016/j.ijforecast.2014.09.001\">https://doi.org/10.1016/j.ijforecast.2014.09.001</a>","ieee":"Y. Feng and C. Zhou, “Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD,” <i>International Journal of Forecasting</i>, vol. 31, no. 2, pp. 349–363, 2015.","short":"Y. Feng, C. Zhou, International Journal of Forecasting 31 (2015) 349–363.","chicago":"Feng, Yuanhua, and Chen Zhou. “Forecasting Financial Market Activity Using a Semiparametric Fractionally Integrated Log-ACD.” <i>International Journal of Forecasting</i> 31, no. 2 (2015): 349–63. <a href=\"https://doi.org/10.1016/j.ijforecast.2014.09.001\">https://doi.org/10.1016/j.ijforecast.2014.09.001</a>.","mla":"Feng, Yuanhua, and Chen Zhou. “Forecasting Financial Market Activity Using a Semiparametric Fractionally Integrated Log-ACD.” <i>International Journal of Forecasting</i>, vol. 31, no. 2, Elsevier BV, 2015, pp. 349–63, doi:<a href=\"https://doi.org/10.1016/j.ijforecast.2014.09.001\">10.1016/j.ijforecast.2014.09.001</a>.","ama":"Feng Y, Zhou C. Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD. <i>International Journal of Forecasting</i>. 2015;31(2):349-363. doi:<a href=\"https://doi.org/10.1016/j.ijforecast.2014.09.001\">10.1016/j.ijforecast.2014.09.001</a>","bibtex":"@article{Feng_Zhou_2015, title={Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD}, volume={31}, DOI={<a href=\"https://doi.org/10.1016/j.ijforecast.2014.09.001\">10.1016/j.ijforecast.2014.09.001</a>}, number={2}, journal={International Journal of Forecasting}, publisher={Elsevier BV}, author={Feng, Yuanhua and Zhou, Chen}, year={2015}, pages={349–363} }"},"status":"public","page":"349-363","_id":"4593","publisher":"Elsevier BV","user_id":"10075","volume":31,"publication":"International Journal of Forecasting","issue":"2","date_created":"2018-10-10T09:33:43Z","type":"journal_article","department":[{"_id":"206"}],"title":"Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD","year":"2015","publication_identifier":{"issn":["0169-2070"]},"author":[{"first_name":"Yuanhua","last_name":"Feng","full_name":"Feng, Yuanhua","id":"20760"},{"full_name":"Zhou, Chen","last_name":"Zhou","first_name":"Chen"}],"publication_status":"published","date_updated":"2022-01-06T07:01:14Z","intvolume":"        31","language":[{"iso":"eng"}],"doi":"10.1016/j.ijforecast.2014.09.001"},{"publisher":"Springer","_id":"4649","language":[{"iso":"eng"}],"user_id":"10075","editor":[{"first_name":"Jan","last_name":"Beran","full_name":"Beran, Jan"},{"id":"20760","full_name":"Feng, Yuanhua","last_name":"Feng","first_name":"Yuanhua"},{"full_name":"Hebbel, Hartmut","first_name":"Hartmut","last_name":"Hebbel"}],"alternative_title":["Festschrift in honour of Prof. Siegfried Heiler"],"title":"Empirical Economic and Financial Research - Theory, Methods and Practice","status":"public","year":"2015","date_updated":"2022-01-06T07:01:16Z","publication_status":"published","place":"Berlin","date_created":"2018-10-11T08:57:17Z","type":"book_editor","department":[{"_id":"206"}],"citation":{"chicago":"Beran, Jan, Yuanhua Feng, and Hartmut Hebbel, eds. <i>Empirical Economic and Financial Research - Theory, Methods and Practice</i>. Berlin: Springer, 2015.","short":"J. Beran, Y. Feng, H. Hebbel, eds., Empirical Economic and Financial Research - Theory, Methods and Practice, Springer, Berlin, 2015.","ieee":"J. Beran, Y. Feng, and H. Hebbel, Eds., <i>Empirical Economic and Financial Research - Theory, Methods and Practice</i>. Berlin: Springer, 2015.","apa":"Beran, J., Feng, Y., &#38; Hebbel, H. (Eds.). (2015). <i>Empirical Economic and Financial Research - Theory, Methods and Practice</i>. Berlin: Springer.","bibtex":"@book{Beran_Feng_Hebbel_2015, place={Berlin}, title={Empirical Economic and Financial Research - Theory, Methods and Practice}, publisher={Springer}, year={2015} }","ama":"Beran J, Feng Y, Hebbel H, eds. <i>Empirical Economic and Financial Research - Theory, Methods and Practice</i>. Berlin: Springer; 2015.","mla":"Beran, Jan, et al., editors. <i>Empirical Economic and Financial Research - Theory, Methods and Practice</i>. Springer, 2015."}},{"doi":"10.1007/978-3-319-03122-4_1","user_id":"10075","page":"1-6","language":[{"iso":"eng"}],"_id":"4650","publisher":"Springer International Publishing","date_updated":"2022-01-06T07:01:16Z","publication_status":"published","title":"Introduction","status":"public","year":"2015","author":[{"first_name":"Jan","last_name":"Beran","full_name":"Beran, Jan"},{"id":"20760","full_name":"Feng, Yuanhua","last_name":"Feng","first_name":"Yuanhua"},{"full_name":"Hebbel, Hartmut","first_name":"Hartmut","last_name":"Hebbel"}],"publication_identifier":{"issn":["1570-5811","2214-7977"],"isbn":["9783319031217","9783319031224"]},"type":"book_chapter","department":[{"_id":"206"}],"place":"Cham","date_created":"2018-10-11T08:59:27Z","publication":"Empirical Economic and Financial Research","citation":{"short":"J. Beran, Y. Feng, H. Hebbel, in: Empirical Economic and Financial Research, Springer International Publishing, Cham, 2015, pp. 1–6.","ama":"Beran J, Feng Y, Hebbel H. Introduction. In: <i>Empirical Economic and Financial Research</i>. Cham: Springer International Publishing; 2015:1-6. doi:<a href=\"https://doi.org/10.1007/978-3-319-03122-4_1\">10.1007/978-3-319-03122-4_1</a>","chicago":"Beran, Jan, Yuanhua Feng, and Hartmut Hebbel. “Introduction.” In <i>Empirical Economic and Financial Research</i>, 1–6. Cham: Springer International Publishing, 2015. <a href=\"https://doi.org/10.1007/978-3-319-03122-4_1\">https://doi.org/10.1007/978-3-319-03122-4_1</a>.","bibtex":"@inbook{Beran_Feng_Hebbel_2015, place={Cham}, title={Introduction}, DOI={<a href=\"https://doi.org/10.1007/978-3-319-03122-4_1\">10.1007/978-3-319-03122-4_1</a>}, booktitle={Empirical Economic and Financial Research}, publisher={Springer International Publishing}, author={Beran, Jan and Feng, Yuanhua and Hebbel, Hartmut}, year={2015}, pages={1–6} }","apa":"Beran, J., Feng, Y., &#38; Hebbel, H. (2015). Introduction. In <i>Empirical Economic and Financial Research</i> (pp. 1–6). Cham: Springer International Publishing. <a href=\"https://doi.org/10.1007/978-3-319-03122-4_1\">https://doi.org/10.1007/978-3-319-03122-4_1</a>","mla":"Beran, Jan, et al. “Introduction.” <i>Empirical Economic and Financial Research</i>, Springer International Publishing, 2015, pp. 1–6, doi:<a href=\"https://doi.org/10.1007/978-3-319-03122-4_1\">10.1007/978-3-319-03122-4_1</a>.","ieee":"J. Beran, Y. Feng, and H. Hebbel, “Introduction,” in <i>Empirical Economic and Financial Research</i>, Cham: Springer International Publishing, 2015, pp. 1–6."}},{"citation":{"ieee":"Y. Feng and C. Zhou, <i>An iterative plug-in algorithm for realized kernels</i>. 2015.","apa":"Feng, Y., &#38; Zhou, C. (2015). <i>An iterative plug-in algorithm for realized kernels</i>.","chicago":"Feng, Yuanhua, and Chen Zhou. <i>An Iterative Plug-in Algorithm for Realized Kernels</i>, 2015.","short":"Y. Feng, C. Zhou, An Iterative Plug-in Algorithm for Realized Kernels, 2015.","mla":"Feng, Yuanhua, and Chen Zhou. <i>An Iterative Plug-in Algorithm for Realized Kernels</i>. 2015.","bibtex":"@book{Feng_Zhou_2015, title={An iterative plug-in algorithm for realized kernels}, author={Feng, Yuanhua and Zhou, Chen}, year={2015} }","ama":"Feng Y, Zhou C. <i>An Iterative Plug-in Algorithm for Realized Kernels</i>.; 2015."},"date_created":"2018-10-11T11:16:09Z","department":[{"_id":"206"},{"_id":"475"}],"type":"working_paper","author":[{"full_name":"Feng, Yuanhua","first_name":"Yuanhua","last_name":"Feng","id":"20760"},{"last_name":"Zhou","first_name":"Chen","full_name":"Zhou, Chen"}],"year":"2015","status":"public","title":"An iterative plug-in algorithm for realized kernels","date_updated":"2022-01-06T07:01:16Z","_id":"4656","user_id":"10075"},{"doi":"10.1007/s00362-014-0590-x","language":[{"iso":"eng"}],"date_updated":"2022-01-06T07:01:14Z","publication_status":"published","intvolume":"        56","year":"2014","title":"Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models","author":[{"first_name":"Jan","last_name":"Beran","full_name":"Beran, Jan"},{"id":"20760","first_name":"Yuanhua","last_name":"Feng","full_name":"Feng, Yuanhua"},{"full_name":"Ghosh, Sucharita","last_name":"Ghosh","first_name":"Sucharita"}],"publication_identifier":{"issn":["0932-5026","1613-9798"]},"type":"journal_article","department":[{"_id":"206"}],"date_created":"2018-10-10T09:55:25Z","issue":"2","publication":"Statistical Papers","user_id":"10075","volume":56,"page":"431-451","_id":"4599","publisher":"Springer Nature","status":"public","citation":{"bibtex":"@article{Beran_Feng_Ghosh_2014, title={Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models}, volume={56}, DOI={<a href=\"https://doi.org/10.1007/s00362-014-0590-x\">10.1007/s00362-014-0590-x</a>}, number={2}, journal={Statistical Papers}, publisher={Springer Nature}, author={Beran, Jan and Feng, Yuanhua and Ghosh, Sucharita}, year={2014}, pages={431–451} }","ama":"Beran J, Feng Y, Ghosh S. Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models. <i>Statistical Papers</i>. 2014;56(2):431-451. doi:<a href=\"https://doi.org/10.1007/s00362-014-0590-x\">10.1007/s00362-014-0590-x</a>","short":"J. Beran, Y. Feng, S. Ghosh, Statistical Papers 56 (2014) 431–451.","chicago":"Beran, Jan, Yuanhua Feng, and Sucharita Ghosh. “Modelling Long-Range Dependence and Trends in Duration Series: An Approach Based on EFARIMA and ESEMIFAR Models.” <i>Statistical Papers</i> 56, no. 2 (2014): 431–51. <a href=\"https://doi.org/10.1007/s00362-014-0590-x\">https://doi.org/10.1007/s00362-014-0590-x</a>.","ieee":"J. Beran, Y. Feng, and S. Ghosh, “Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models,” <i>Statistical Papers</i>, vol. 56, no. 2, pp. 431–451, 2014.","apa":"Beran, J., Feng, Y., &#38; Ghosh, S. (2014). Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models. <i>Statistical Papers</i>, <i>56</i>(2), 431–451. <a href=\"https://doi.org/10.1007/s00362-014-0590-x\">https://doi.org/10.1007/s00362-014-0590-x</a>","mla":"Beran, Jan, et al. “Modelling Long-Range Dependence and Trends in Duration Series: An Approach Based on EFARIMA and ESEMIFAR Models.” <i>Statistical Papers</i>, vol. 56, no. 2, Springer Nature, 2014, pp. 431–51, doi:<a href=\"https://doi.org/10.1007/s00362-014-0590-x\">10.1007/s00362-014-0590-x</a>."}},{"title":"On EFARIMA and ESEMIFAR Models","status":"public","year":"2014","publication_identifier":{"isbn":["9783319031217","9783319031224"],"issn":["1570-5811","2214-7977"]},"author":[{"last_name":"Beran","first_name":"Jan","full_name":"Beran, Jan"},{"id":"20760","first_name":"Yuanhua","last_name":"Feng","full_name":"Feng, Yuanhua"},{"last_name":"Ghosh","first_name":"Sucharita","full_name":"Ghosh, Sucharita"}],"publication_status":"published","date_updated":"2022-01-06T07:01:14Z","page":"239-253","_id":"4602","language":[{"iso":"eng"}],"publisher":"Springer International Publishing","user_id":"10075","doi":"10.1007/978-3-319-03122-4_15","publication":"Empirical Economic and Financial Research","citation":{"bibtex":"@inbook{Beran_Feng_Ghosh_2014, place={Cham}, title={On EFARIMA and ESEMIFAR Models}, DOI={<a href=\"https://doi.org/10.1007/978-3-319-03122-4_15\">10.1007/978-3-319-03122-4_15</a>}, booktitle={Empirical Economic and Financial Research}, publisher={Springer International Publishing}, author={Beran, Jan and Feng, Yuanhua and Ghosh, Sucharita}, year={2014}, pages={239–253} }","ama":"Beran J, Feng Y, Ghosh S. On EFARIMA and ESEMIFAR Models. In: <i>Empirical Economic and Financial Research</i>. Cham: Springer International Publishing; 2014:239-253. doi:<a href=\"https://doi.org/10.1007/978-3-319-03122-4_15\">10.1007/978-3-319-03122-4_15</a>","mla":"Beran, Jan, et al. “On EFARIMA and ESEMIFAR Models.” <i>Empirical Economic and Financial Research</i>, Springer International Publishing, 2014, pp. 239–53, doi:<a href=\"https://doi.org/10.1007/978-3-319-03122-4_15\">10.1007/978-3-319-03122-4_15</a>.","short":"J. Beran, Y. Feng, S. Ghosh, in: Empirical Economic and Financial Research, Springer International Publishing, Cham, 2014, pp. 239–253.","chicago":"Beran, Jan, Yuanhua Feng, and Sucharita Ghosh. “On EFARIMA and ESEMIFAR Models.” In <i>Empirical Economic and Financial Research</i>, 239–53. Cham: Springer International Publishing, 2014. <a href=\"https://doi.org/10.1007/978-3-319-03122-4_15\">https://doi.org/10.1007/978-3-319-03122-4_15</a>.","ieee":"J. Beran, Y. Feng, and S. Ghosh, “On EFARIMA and ESEMIFAR Models,” in <i>Empirical Economic and Financial Research</i>, Cham: Springer International Publishing, 2014, pp. 239–253.","apa":"Beran, J., Feng, Y., &#38; Ghosh, S. (2014). On EFARIMA and ESEMIFAR Models. In <i>Empirical Economic and Financial Research</i> (pp. 239–253). Cham: Springer International Publishing. <a href=\"https://doi.org/10.1007/978-3-319-03122-4_15\">https://doi.org/10.1007/978-3-319-03122-4_15</a>"},"date_created":"2018-10-10T10:27:24Z","place":"Cham","type":"book_chapter","department":[{"_id":"206"}]},{"publication":"Empirical Economic and Financial Research","citation":{"chicago":"Peitz, Christian, and Yuanhua Feng. “Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model.” In <i>Empirical Economic and Financial Research</i>, 341–56. Cham: Springer International Publishing, 2014. <a href=\"https://doi.org/10.1007/978-3-319-03122-4_21\">https://doi.org/10.1007/978-3-319-03122-4_21</a>.","short":"C. Peitz, Y. Feng, in: Empirical Economic and Financial Research, Springer International Publishing, Cham, 2014, pp. 341–356.","ieee":"C. Peitz and Y. Feng, “Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model,” in <i>Empirical Economic and Financial Research</i>, Cham: Springer International Publishing, 2014, pp. 341–356.","apa":"Peitz, C., &#38; Feng, Y. (2014). Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model. In <i>Empirical Economic and Financial Research</i> (pp. 341–356). Cham: Springer International Publishing. <a href=\"https://doi.org/10.1007/978-3-319-03122-4_21\">https://doi.org/10.1007/978-3-319-03122-4_21</a>","bibtex":"@inbook{Peitz_Feng_2014, place={Cham}, title={Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model}, DOI={<a href=\"https://doi.org/10.1007/978-3-319-03122-4_21\">10.1007/978-3-319-03122-4_21</a>}, booktitle={Empirical Economic and Financial Research}, publisher={Springer International Publishing}, author={Peitz, Christian and Feng, Yuanhua}, year={2014}, pages={341–356} }","ama":"Peitz C, Feng Y. Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model. In: <i>Empirical Economic and Financial Research</i>. Cham: Springer International Publishing; 2014:341-356. doi:<a href=\"https://doi.org/10.1007/978-3-319-03122-4_21\">10.1007/978-3-319-03122-4_21</a>","mla":"Peitz, Christian, and Yuanhua Feng. “Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model.” <i>Empirical Economic and Financial Research</i>, Springer International Publishing, 2014, pp. 341–56, doi:<a href=\"https://doi.org/10.1007/978-3-319-03122-4_21\">10.1007/978-3-319-03122-4_21</a>."},"type":"book_chapter","department":[{"_id":"206"}],"date_created":"2018-10-10T10:28:44Z","place":"Cham","publication_status":"published","date_updated":"2022-01-06T07:01:14Z","year":"2014","title":"Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model","status":"public","publication_identifier":{"issn":["1570-5811","2214-7977"],"isbn":["9783319031217","9783319031224"]},"author":[{"first_name":"Christian","last_name":"Peitz","full_name":"Peitz, Christian","id":"2980"},{"first_name":"Yuanhua","last_name":"Feng","full_name":"Feng, Yuanhua","id":"20760"}],"user_id":"10075","doi":"10.1007/978-3-319-03122-4_21","page":"341-356","_id":"4603","publisher":"Springer International Publishing","language":[{"iso":"eng"}]},{"volume":92,"doi":"10.1016/j.spl.2014.05.011","user_id":"10075","_id":"4605","publisher":"Elsevier BV","language":[{"iso":"eng"}],"page":"109-113","intvolume":"        92","date_updated":"2022-01-06T07:01:14Z","publication_status":"published","publication_identifier":{"issn":["0167-7152"]},"author":[{"id":"20760","full_name":"Feng, Yuanhua","last_name":"Feng","first_name":"Yuanhua"}],"year":"2014","title":"Data-driven estimation of diurnal patterns of durations between trades on financial markets","status":"public","department":[{"_id":"206"}],"type":"journal_article","date_created":"2018-10-10T10:34:03Z","citation":{"short":"Y. Feng, Statistics &#38; Probability Letters 92 (2014) 109–113.","chicago":"Feng, Yuanhua. “Data-Driven Estimation of Diurnal Patterns of Durations between Trades on Financial Markets.” <i>Statistics &#38; Probability Letters</i> 92 (2014): 109–13. <a href=\"https://doi.org/10.1016/j.spl.2014.05.011\">https://doi.org/10.1016/j.spl.2014.05.011</a>.","apa":"Feng, Y. (2014). Data-driven estimation of diurnal patterns of durations between trades on financial markets. <i>Statistics &#38; Probability Letters</i>, <i>92</i>, 109–113. <a href=\"https://doi.org/10.1016/j.spl.2014.05.011\">https://doi.org/10.1016/j.spl.2014.05.011</a>","ieee":"Y. Feng, “Data-driven estimation of diurnal patterns of durations between trades on financial markets,” <i>Statistics &#38; Probability Letters</i>, vol. 92, pp. 109–113, 2014.","ama":"Feng Y. Data-driven estimation of diurnal patterns of durations between trades on financial markets. <i>Statistics &#38; Probability Letters</i>. 2014;92:109-113. doi:<a href=\"https://doi.org/10.1016/j.spl.2014.05.011\">10.1016/j.spl.2014.05.011</a>","bibtex":"@article{Feng_2014, title={Data-driven estimation of diurnal patterns of durations between trades on financial markets}, volume={92}, DOI={<a href=\"https://doi.org/10.1016/j.spl.2014.05.011\">10.1016/j.spl.2014.05.011</a>}, journal={Statistics &#38; Probability Letters}, publisher={Elsevier BV}, author={Feng, Yuanhua}, year={2014}, pages={109–113} }","mla":"Feng, Yuanhua. “Data-Driven Estimation of Diurnal Patterns of Durations between Trades on Financial Markets.” <i>Statistics &#38; Probability Letters</i>, vol. 92, Elsevier BV, 2014, pp. 109–13, doi:<a href=\"https://doi.org/10.1016/j.spl.2014.05.011\">10.1016/j.spl.2014.05.011</a>."},"publication":"Statistics & Probability Letters"},{"series_title":"Book of Abstracts","_id":"4664","language":[{"iso":"eng"}],"user_id":"10075","author":[{"full_name":"Zhou, Chen","first_name":"Chen","last_name":"Zhou"},{"id":"20760","first_name":"Yuanhua","last_name":"Feng","full_name":"Feng, Yuanhua"}],"conference":{"end_date":"8.12.2014","start_date":"6.12.2014","name":"Conference on Computational and Financial Econometrics","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","status":"public","date_updated":"2022-01-06T07:01:17Z","date_created":"2018-10-11T12:20:17Z","department":[{"_id":"206"}],"type":"conference","citation":{"apa":"Zhou, C., &#38; Feng, Y. (2014). Data-driven estimation of realized kernels under dependent microstructure noise and further analysis using the Semi-FI-Log-ACD. Presented at the Conference on Computational and Financial Econometrics, University of Pisa, Italy.","ieee":"C. Zhou and Y. Feng, “Data-driven estimation of realized kernels under dependent microstructure noise and further analysis using the Semi-FI-Log-ACD.” 2014.","chicago":"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.","short":"C. Zhou, Y. Feng, (2014).","mla":"Zhou, Chen, and Yuanhua Feng. <i>Data-Driven Estimation of Realized Kernels under Dependent Microstructure Noise and Further Analysis Using the Semi-FI-Log-ACD</i>. 2014.","ama":"Zhou C, Feng Y. Data-driven estimation of realized kernels under dependent microstructure noise and further analysis using the Semi-FI-Log-ACD. 2014.","bibtex":"@article{Zhou_Feng_2014, series={Book of Abstracts}, title={Data-driven estimation of realized kernels under dependent microstructure noise and further analysis using the Semi-FI-Log-ACD}, author={Zhou, Chen and Feng, Yuanhua}, year={2014}, collection={Book of Abstracts} }"}},{"date_created":"2018-10-10T09:48:47Z","department":[{"_id":"206"}],"type":"journal_article","issue":"2","publication":"Journal of Industry, Competition and Trade","language":[{"iso":"eng"}],"doi":"10.1007/s10842-013-0156-y","publication_identifier":{"issn":["1566-1679","1573-7012"]},"author":[{"first_name":"Yuanhua","last_name":"Feng","full_name":"Feng, Yuanhua","id":"20760"},{"full_name":"Guo, Zhichao","last_name":"Guo","first_name":"Zhichao"},{"id":"2980","full_name":"Peitz, Christian","last_name":"Peitz","first_name":"Christian"}],"title":"A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification","year":"2013","intvolume":"        14","publication_status":"published","date_updated":"2022-01-06T07:01:14Z","citation":{"ama":"Feng Y, Guo Z, Peitz C. A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification. <i>Journal of Industry, Competition and Trade</i>. 2013;14(2):207-228. doi:<a href=\"https://doi.org/10.1007/s10842-013-0156-y\">10.1007/s10842-013-0156-y</a>","bibtex":"@article{Feng_Guo_Peitz_2013, title={A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification}, volume={14}, DOI={<a href=\"https://doi.org/10.1007/s10842-013-0156-y\">10.1007/s10842-013-0156-y</a>}, number={2}, journal={Journal of Industry, Competition and Trade}, publisher={Springer Nature}, author={Feng, Yuanhua and Guo, Zhichao and Peitz, Christian}, year={2013}, pages={207–228} }","mla":"Feng, Yuanhua, et al. “A Tree-Form Constant Market Share Model for Growth Causes in International Trade Based on Multi-Level Classification.” <i>Journal of Industry, Competition and Trade</i>, vol. 14, no. 2, Springer Nature, 2013, pp. 207–28, doi:<a href=\"https://doi.org/10.1007/s10842-013-0156-y\">10.1007/s10842-013-0156-y</a>.","short":"Y. Feng, Z. Guo, C. Peitz, Journal of Industry, Competition and Trade 14 (2013) 207–228.","chicago":"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.” <i>Journal of Industry, Competition and Trade</i> 14, no. 2 (2013): 207–28. <a href=\"https://doi.org/10.1007/s10842-013-0156-y\">https://doi.org/10.1007/s10842-013-0156-y</a>.","apa":"Feng, Y., Guo, Z., &#38; Peitz, C. (2013). A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification. <i>Journal of Industry, Competition and Trade</i>, <i>14</i>(2), 207–228. <a href=\"https://doi.org/10.1007/s10842-013-0156-y\">https://doi.org/10.1007/s10842-013-0156-y</a>","ieee":"Y. Feng, Z. Guo, and C. Peitz, “A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification,” <i>Journal of Industry, Competition and Trade</i>, vol. 14, no. 2, pp. 207–228, 2013."},"_id":"4596","publisher":"Springer Nature","page":"207-228","volume":14,"user_id":"10075","status":"public"},{"publication":"Economic Modelling","citation":{"ieee":"Z. Guo and Y. Feng, “Modeling of the impact of the financial crisis and China’s accession to WTO on China’s exports to Germany,” <i>Economic Modelling</i>, vol. 31, pp. 474–483, 2013.","apa":"Guo, Z., &#38; Feng, Y. (2013). Modeling of the impact of the financial crisis and China’s accession to WTO on China’s exports to Germany. <i>Economic Modelling</i>, <i>31</i>, 474–483. <a href=\"https://doi.org/10.1016/j.econmod.2012.12.015\">https://doi.org/10.1016/j.econmod.2012.12.015</a>","chicago":"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.” <i>Economic Modelling</i> 31 (2013): 474–83. <a href=\"https://doi.org/10.1016/j.econmod.2012.12.015\">https://doi.org/10.1016/j.econmod.2012.12.015</a>.","short":"Z. Guo, Y. Feng, Economic Modelling 31 (2013) 474–483.","mla":"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.” <i>Economic Modelling</i>, vol. 31, Elsevier BV, 2013, pp. 474–83, doi:<a href=\"https://doi.org/10.1016/j.econmod.2012.12.015\">10.1016/j.econmod.2012.12.015</a>.","bibtex":"@article{Guo_Feng_2013, title={Modeling of the impact of the financial crisis and China’s accession to WTO on China’s exports to Germany}, volume={31}, DOI={<a href=\"https://doi.org/10.1016/j.econmod.2012.12.015\">10.1016/j.econmod.2012.12.015</a>}, journal={Economic Modelling}, publisher={Elsevier BV}, author={Guo, Zhichao and Feng, Yuanhua}, year={2013}, pages={474–483} }","ama":"Guo Z, Feng Y. Modeling of the impact of the financial crisis and China’s accession to WTO on China’s exports to Germany. <i>Economic Modelling</i>. 2013;31:474-483. doi:<a href=\"https://doi.org/10.1016/j.econmod.2012.12.015\">10.1016/j.econmod.2012.12.015</a>"},"date_created":"2018-10-10T09:56:47Z","type":"journal_article","department":[{"_id":"206"}],"title":"Modeling of the impact of the financial crisis and China's accession to WTO on China's exports to Germany","status":"public","year":"2013","publication_identifier":{"issn":["0264-9993"]},"author":[{"full_name":"Guo, Zhichao","last_name":"Guo","first_name":"Zhichao"},{"id":"20760","first_name":"Yuanhua","last_name":"Feng","full_name":"Feng, Yuanhua"}],"publication_status":"published","date_updated":"2022-01-06T07:01:14Z","intvolume":"        31","page":"474-483","language":[{"iso":"eng"}],"_id":"4600","publisher":"Elsevier BV","user_id":"10075","doi":"10.1016/j.econmod.2012.12.015","volume":31}]