[{"date_updated":"2022-01-06T07:01:15Z","publisher":"Springer Berlin Heidelberg","author":[{"last_name":"Beran","full_name":"Beran, Jan","first_name":"Jan"},{"first_name":"Yuanhua","last_name":"Feng","id":"20760","full_name":"Feng, Yuanhua"},{"full_name":"Ghosh, Sucharita","last_name":"Ghosh","first_name":"Sucharita"},{"first_name":"Rafal","full_name":"Kulik, Rafal","last_name":"Kulik"}],"date_created":"2018-10-10T11:40:15Z","title":"Long-Memory Processes","doi":"10.1007/978-3-642-35512-7","publication_identifier":{"isbn":["9783642355110","9783642355127"]},"publication_status":"published","year":"2013","place":"Berlin, Heidelberg","citation":{"ieee":"J. Beran, Y. Feng, S. Ghosh, and R. Kulik, <i>Long-Memory Processes</i>. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013.","chicago":"Beran, Jan, Yuanhua Feng, Sucharita Ghosh, and Rafal Kulik. <i>Long-Memory Processes</i>. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. <a href=\"https://doi.org/10.1007/978-3-642-35512-7\">https://doi.org/10.1007/978-3-642-35512-7</a>.","ama":"Beran J, Feng Y, Ghosh S, Kulik R. <i>Long-Memory Processes</i>. Berlin, Heidelberg: Springer Berlin Heidelberg; 2013. doi:<a href=\"https://doi.org/10.1007/978-3-642-35512-7\">10.1007/978-3-642-35512-7</a>","mla":"Beran, Jan, et al. <i>Long-Memory Processes</i>. Springer Berlin Heidelberg, 2013, doi:<a href=\"https://doi.org/10.1007/978-3-642-35512-7\">10.1007/978-3-642-35512-7</a>.","short":"J. Beran, Y. Feng, S. Ghosh, R. Kulik, Long-Memory Processes, Springer Berlin Heidelberg, Berlin, Heidelberg, 2013.","bibtex":"@book{Beran_Feng_Ghosh_Kulik_2013, place={Berlin, Heidelberg}, title={Long-Memory Processes}, DOI={<a href=\"https://doi.org/10.1007/978-3-642-35512-7\">10.1007/978-3-642-35512-7</a>}, publisher={Springer Berlin Heidelberg}, author={Beran, Jan and Feng, Yuanhua and Ghosh, Sucharita and Kulik, Rafal}, year={2013} }","apa":"Beran, J., Feng, Y., Ghosh, S., &#38; Kulik, R. (2013). <i>Long-Memory Processes</i>. Berlin, Heidelberg: Springer Berlin Heidelberg. <a href=\"https://doi.org/10.1007/978-3-642-35512-7\">https://doi.org/10.1007/978-3-642-35512-7</a>"},"_id":"4628","department":[{"_id":"206"}],"user_id":"10075","language":[{"iso":"eng"}],"type":"book","status":"public"},{"_id":"4657","user_id":"10075","department":[{"_id":"206"},{"_id":"475"}],"language":[{"iso":"eng"}],"type":"working_paper","status":"public","date_updated":"2022-01-06T07:01:16Z","date_created":"2018-10-11T11:18:10Z","author":[{"full_name":"Feng, Yuanhua","id":"20760","last_name":"Feng","first_name":"Yuanhua"},{"full_name":"Sun, Lixin","last_name":"Sun","first_name":"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","citation":{"ama":"Feng Y, Sun L. <i>A Semi-APARCH Approach for Comparing Long-Term and Short-Term Risk in Chinese Financial Market and in Mature Financial Markets</i>.; 2013.","chicago":"Feng, Yuanhua, and Lixin Sun. <i>A Semi-APARCH Approach for Comparing Long-Term and Short-Term Risk in Chinese Financial Market and in Mature Financial Markets</i>, 2013.","ieee":"Y. Feng and L. Sun, <i>A Semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets</i>. 2013.","apa":"Feng, Y., &#38; Sun, L. (2013). <i>A Semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets</i>.","short":"Y. Feng, L. Sun, A Semi-APARCH Approach for Comparing Long-Term and Short-Term Risk in Chinese Financial Market and in Mature Financial Markets, 2013.","bibtex":"@book{Feng_Sun_2013, title={A Semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets}, author={Feng, Yuanhua and Sun, Lixin}, year={2013} }","mla":"Feng, Yuanhua, and Lixin Sun. <i>A Semi-APARCH Approach for Comparing Long-Term and Short-Term Risk in Chinese Financial Market and in Mature Financial Markets</i>. 2013."}},{"type":"working_paper","year":"2013","status":"public","citation":{"apa":"Feng, Y. (2013). <i>Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects</i>.","mla":"Feng, Yuanhua. <i>Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects</i>. 2013.","short":"Y. Feng, Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects, 2013.","bibtex":"@book{Feng_2013, title={Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects}, author={Feng, Yuanhua}, year={2013} }","ama":"Feng Y. <i>Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects</i>.; 2013.","ieee":"Y. Feng, <i>Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects</i>. 2013.","chicago":"Feng, Yuanhua. <i>Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects</i>, 2013."},"_id":"4658","date_updated":"2022-01-06T07:01:17Z","department":[{"_id":"206"},{"_id":"475"}],"user_id":"10075","date_created":"2018-10-11T11:19:17Z","author":[{"last_name":"Feng","full_name":"Feng, Yuanhua","id":"20760","first_name":"Yuanhua"}],"title":"Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects","language":[{"iso":"eng"}]},{"_id":"4597","user_id":"10075","department":[{"_id":"206"}],"language":[{"iso":"eng"}],"type":"journal_article","publication":"Journal of Applied Statistics","status":"public","date_updated":"2022-01-06T07:01:14Z","publisher":"Informa UK Limited","author":[{"last_name":"Feng","id":"20760","full_name":"Feng, Yuanhua","first_name":"Yuanhua"}],"date_created":"2018-10-10T09:52:22Z","volume":40,"title":"An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method","doi":"10.1080/02664763.2012.740626","publication_status":"published","publication_identifier":{"issn":["0266-4763","1360-0532"]},"issue":"2","year":"2012","citation":{"ieee":"Y. Feng, “An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method,” <i>Journal of Applied Statistics</i>, vol. 40, no. 2, pp. 266–281, 2012.","chicago":"Feng, Yuanhua. “An Iterative Plug-in Algorithm for Decomposing Seasonal Time Series Using the Berlin Method.” <i>Journal of Applied Statistics</i> 40, no. 2 (2012): 266–81. <a href=\"https://doi.org/10.1080/02664763.2012.740626\">https://doi.org/10.1080/02664763.2012.740626</a>.","ama":"Feng Y. An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method. <i>Journal of Applied Statistics</i>. 2012;40(2):266-281. doi:<a href=\"https://doi.org/10.1080/02664763.2012.740626\">10.1080/02664763.2012.740626</a>","mla":"Feng, Yuanhua. “An Iterative Plug-in Algorithm for Decomposing Seasonal Time Series Using the Berlin Method.” <i>Journal of Applied Statistics</i>, vol. 40, no. 2, Informa UK Limited, 2012, pp. 266–81, doi:<a href=\"https://doi.org/10.1080/02664763.2012.740626\">10.1080/02664763.2012.740626</a>.","bibtex":"@article{Feng_2012, title={An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method}, volume={40}, DOI={<a href=\"https://doi.org/10.1080/02664763.2012.740626\">10.1080/02664763.2012.740626</a>}, number={2}, journal={Journal of Applied Statistics}, publisher={Informa UK Limited}, author={Feng, Yuanhua}, year={2012}, pages={266–281} }","short":"Y. Feng, Journal of Applied Statistics 40 (2012) 266–281.","apa":"Feng, Y. (2012). An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method. <i>Journal of Applied Statistics</i>, <i>40</i>(2), 266–281. <a href=\"https://doi.org/10.1080/02664763.2012.740626\">https://doi.org/10.1080/02664763.2012.740626</a>"},"page":"266-281","intvolume":"        40"},{"publication":"Journal of Time Series Analysis","type":"journal_article","status":"public","_id":"4601","department":[{"_id":"206"}],"user_id":"10075","language":[{"iso":"eng"}],"publication_identifier":{"issn":["0143-9782"]},"publication_status":"published","issue":"1","year":"2012","page":"30-39","intvolume":"        34","citation":{"mla":"Feng, Yuanhua, and Jan Beran. “Optimal Convergence Rates in Non-Parametric Regression with Fractional Time Series Errors.” <i>Journal of Time Series Analysis</i>, vol. 34, no. 1, Wiley, 2012, pp. 30–39, doi:<a href=\"https://doi.org/10.1111/j.1467-9892.2012.00811.x\">10.1111/j.1467-9892.2012.00811.x</a>.","short":"Y. Feng, J. Beran, Journal of Time Series Analysis 34 (2012) 30–39.","bibtex":"@article{Feng_Beran_2012, title={Optimal convergence rates in non-parametric regression with fractional time series errors}, volume={34}, DOI={<a href=\"https://doi.org/10.1111/j.1467-9892.2012.00811.x\">10.1111/j.1467-9892.2012.00811.x</a>}, number={1}, journal={Journal of Time Series Analysis}, publisher={Wiley}, author={Feng, Yuanhua and Beran, Jan}, year={2012}, pages={30–39} }","apa":"Feng, Y., &#38; Beran, J. (2012). Optimal convergence rates in non-parametric regression with fractional time series errors. <i>Journal of Time Series Analysis</i>, <i>34</i>(1), 30–39. <a href=\"https://doi.org/10.1111/j.1467-9892.2012.00811.x\">https://doi.org/10.1111/j.1467-9892.2012.00811.x</a>","ama":"Feng Y, Beran J. Optimal convergence rates in non-parametric regression with fractional time series errors. <i>Journal of Time Series Analysis</i>. 2012;34(1):30-39. doi:<a href=\"https://doi.org/10.1111/j.1467-9892.2012.00811.x\">10.1111/j.1467-9892.2012.00811.x</a>","chicago":"Feng, Yuanhua, and Jan Beran. “Optimal Convergence Rates in Non-Parametric Regression with Fractional Time Series Errors.” <i>Journal of Time Series Analysis</i> 34, no. 1 (2012): 30–39. <a href=\"https://doi.org/10.1111/j.1467-9892.2012.00811.x\">https://doi.org/10.1111/j.1467-9892.2012.00811.x</a>.","ieee":"Y. Feng and J. Beran, “Optimal convergence rates in non-parametric regression with fractional time series errors,” <i>Journal of Time Series Analysis</i>, vol. 34, no. 1, pp. 30–39, 2012."},"publisher":"Wiley","date_updated":"2022-01-06T07:01:14Z","volume":34,"date_created":"2018-10-10T09:57:46Z","author":[{"first_name":"Yuanhua","last_name":"Feng","id":"20760","full_name":"Feng, Yuanhua"},{"last_name":"Beran","full_name":"Beran, Jan","first_name":"Jan"}],"title":"Optimal convergence rates in non-parametric regression with fractional time series errors","doi":"10.1111/j.1467-9892.2012.00811.x"},{"department":[{"_id":"206"}],"user_id":"10075","_id":"4610","extern":"1","language":[{"iso":"eng"}],"publication":"Journal of Statistical Theory and Practice","type":"journal_article","status":"public","volume":3,"author":[{"id":"20760","full_name":"Feng, Yuanhua","last_name":"Feng","first_name":"Yuanhua"},{"last_name":"Beran","full_name":"Beran, Jan","first_name":"Jan"}],"date_created":"2018-10-10T11:09:44Z","publisher":"Informa UK Limited","date_updated":"2022-01-06T07:01:14Z","doi":"10.1080/15598608.2009.10411959","title":"Filtered Log-Periodogram Regression of Long Memory Processes","issue":"4","publication_identifier":{"issn":["1559-8608","1559-8616"]},"publication_status":"published","page":"777-793","intvolume":"         3","citation":{"chicago":"Feng, Yuanhua, and Jan Beran. “Filtered Log-Periodogram Regression of Long Memory Processes.” <i>Journal of Statistical Theory and Practice</i> 3, no. 4 (2012): 777–93. <a href=\"https://doi.org/10.1080/15598608.2009.10411959\">https://doi.org/10.1080/15598608.2009.10411959</a>.","ieee":"Y. Feng and J. Beran, “Filtered Log-Periodogram Regression of Long Memory Processes,” <i>Journal of Statistical Theory and Practice</i>, vol. 3, no. 4, pp. 777–793, 2012.","ama":"Feng Y, Beran J. Filtered Log-Periodogram Regression of Long Memory Processes. <i>Journal of Statistical Theory and Practice</i>. 2012;3(4):777-793. doi:<a href=\"https://doi.org/10.1080/15598608.2009.10411959\">10.1080/15598608.2009.10411959</a>","short":"Y. Feng, J. Beran, Journal of Statistical Theory and Practice 3 (2012) 777–793.","bibtex":"@article{Feng_Beran_2012, title={Filtered Log-Periodogram Regression of Long Memory Processes}, volume={3}, DOI={<a href=\"https://doi.org/10.1080/15598608.2009.10411959\">10.1080/15598608.2009.10411959</a>}, number={4}, journal={Journal of Statistical Theory and Practice}, publisher={Informa UK Limited}, author={Feng, Yuanhua and Beran, Jan}, year={2012}, pages={777–793} }","mla":"Feng, Yuanhua, and Jan Beran. “Filtered Log-Periodogram Regression of Long Memory Processes.” <i>Journal of Statistical Theory and Practice</i>, vol. 3, no. 4, Informa UK Limited, 2012, pp. 777–93, doi:<a href=\"https://doi.org/10.1080/15598608.2009.10411959\">10.1080/15598608.2009.10411959</a>.","apa":"Feng, Y., &#38; Beran, J. (2012). Filtered Log-Periodogram Regression of Long Memory Processes. <i>Journal of Statistical Theory and Practice</i>, <i>3</i>(4), 777–793. <a href=\"https://doi.org/10.1080/15598608.2009.10411959\">https://doi.org/10.1080/15598608.2009.10411959</a>"},"year":"2012"},{"publication_identifier":{"issn":["1559-8608","1559-8616"]},"publication_status":"published","issue":"2","year":"2012","intvolume":"         1","page":"149-166","citation":{"chicago":"Beran, Jan, and Yuanhua Feng. “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes.” <i>Journal of Statistical Theory and Practice</i> 1, no. 2 (2012): 149–66. <a href=\"https://doi.org/10.1080/15598608.2007.10411831\">https://doi.org/10.1080/15598608.2007.10411831</a>.","ieee":"J. Beran and Y. Feng, “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes,” <i>Journal of Statistical Theory and Practice</i>, vol. 1, no. 2, pp. 149–166, 2012.","ama":"Beran J, Feng Y. Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes. <i>Journal of Statistical Theory and Practice</i>. 2012;1(2):149-166. doi:<a href=\"https://doi.org/10.1080/15598608.2007.10411831\">10.1080/15598608.2007.10411831</a>","mla":"Beran, Jan, and Yuanhua Feng. “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes.” <i>Journal of Statistical Theory and Practice</i>, vol. 1, no. 2, Informa UK Limited, 2012, pp. 149–66, doi:<a href=\"https://doi.org/10.1080/15598608.2007.10411831\">10.1080/15598608.2007.10411831</a>.","bibtex":"@article{Beran_Feng_2012, title={Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes}, volume={1}, DOI={<a href=\"https://doi.org/10.1080/15598608.2007.10411831\">10.1080/15598608.2007.10411831</a>}, number={2}, journal={Journal of Statistical Theory and Practice}, publisher={Informa UK Limited}, author={Beran, Jan and Feng, Yuanhua}, year={2012}, pages={149–166} }","short":"J. Beran, Y. Feng, Journal of Statistical Theory and Practice 1 (2012) 149–166.","apa":"Beran, J., &#38; Feng, Y. (2012). Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes. <i>Journal of Statistical Theory and Practice</i>, <i>1</i>(2), 149–166. <a href=\"https://doi.org/10.1080/15598608.2007.10411831\">https://doi.org/10.1080/15598608.2007.10411831</a>"},"date_updated":"2022-01-06T07:01:14Z","publisher":"Informa UK Limited","volume":1,"date_created":"2018-10-10T11:12:25Z","author":[{"last_name":"Beran","full_name":"Beran, Jan","first_name":"Jan"},{"full_name":"Feng, Yuanhua","id":"20760","last_name":"Feng","first_name":"Yuanhua"}],"title":"Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes","doi":"10.1080/15598608.2007.10411831","publication":"Journal of Statistical Theory and Practice","type":"journal_article","status":"public","_id":"4611","department":[{"_id":"206"}],"user_id":"10075"},{"status":"public","publication":"Journal of Statistical Theory and Practice","type":"journal_article","language":[{"iso":"eng"}],"extern":"1","_id":"4612","department":[{"_id":"206"}],"user_id":"10075","year":"2012","page":"149-166","intvolume":"         1","citation":{"short":"J. Beran, Y. Feng, Journal of Statistical Theory and Practice 1 (2012) 149–166.","bibtex":"@article{Beran_Feng_2012, title={Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes}, volume={1}, DOI={<a href=\"https://doi.org/10.1080/15598608.2007.10411831\">10.1080/15598608.2007.10411831</a>}, number={2}, journal={Journal of Statistical Theory and Practice}, publisher={Informa UK Limited}, author={Beran, Jan and Feng, Yuanhua}, year={2012}, pages={149–166} }","mla":"Beran, Jan, and Yuanhua Feng. “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes.” <i>Journal of Statistical Theory and Practice</i>, vol. 1, no. 2, Informa UK Limited, 2012, pp. 149–66, doi:<a href=\"https://doi.org/10.1080/15598608.2007.10411831\">10.1080/15598608.2007.10411831</a>.","apa":"Beran, J., &#38; Feng, Y. (2012). Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes. <i>Journal of Statistical Theory and Practice</i>, <i>1</i>(2), 149–166. <a href=\"https://doi.org/10.1080/15598608.2007.10411831\">https://doi.org/10.1080/15598608.2007.10411831</a>","ama":"Beran J, Feng Y. Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes. <i>Journal of Statistical Theory and Practice</i>. 2012;1(2):149-166. doi:<a href=\"https://doi.org/10.1080/15598608.2007.10411831\">10.1080/15598608.2007.10411831</a>","ieee":"J. Beran and Y. Feng, “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes,” <i>Journal of Statistical Theory and Practice</i>, vol. 1, no. 2, pp. 149–166, 2012.","chicago":"Beran, Jan, and Yuanhua Feng. “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes.” <i>Journal of Statistical Theory and Practice</i> 1, no. 2 (2012): 149–66. <a href=\"https://doi.org/10.1080/15598608.2007.10411831\">https://doi.org/10.1080/15598608.2007.10411831</a>."},"publication_identifier":{"issn":["1559-8608","1559-8616"]},"publication_status":"published","issue":"2","title":"Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes","doi":"10.1080/15598608.2007.10411831","publisher":"Informa UK Limited","date_updated":"2022-01-06T07:01:14Z","volume":1,"author":[{"first_name":"Jan","full_name":"Beran, Jan","last_name":"Beran"},{"id":"20760","full_name":"Feng, Yuanhua","last_name":"Feng","first_name":"Yuanhua"}],"date_created":"2018-10-10T11:12:49Z"},{"_id":"4631","user_id":"10075","department":[{"_id":"206"}],"status":"public","type":"book_chapter","publication":"Econometrics in Theory and Practice","title":"Locally Weighted Autoregression","doi":"10.1007/978-3-642-47027-1_10","date_updated":"2022-01-06T07:01:16Z","publisher":"Physica-Verlag HD","date_created":"2018-10-10T11:53:45Z","author":[{"first_name":"Yuanhua","last_name":"Feng","full_name":"Feng, Yuanhua","id":"20760"},{"full_name":"Heiler, Siegfried","last_name":"Heiler","first_name":"Siegfried"}],"place":"Heidelberg","year":"2012","citation":{"chicago":"Feng, Yuanhua, and Siegfried Heiler. “Locally Weighted Autoregression.” In <i>Econometrics in Theory and Practice</i>, 101–17. Heidelberg: Physica-Verlag HD, 2012. <a href=\"https://doi.org/10.1007/978-3-642-47027-1_10\">https://doi.org/10.1007/978-3-642-47027-1_10</a>.","ieee":"Y. Feng and S. Heiler, “Locally Weighted Autoregression,” in <i>Econometrics in Theory and Practice</i>, Heidelberg: Physica-Verlag HD, 2012, pp. 101–117.","ama":"Feng Y, Heiler S. Locally Weighted Autoregression. In: <i>Econometrics in Theory and Practice</i>. Heidelberg: Physica-Verlag HD; 2012:101-117. doi:<a href=\"https://doi.org/10.1007/978-3-642-47027-1_10\">10.1007/978-3-642-47027-1_10</a>","bibtex":"@inbook{Feng_Heiler_2012, place={Heidelberg}, title={Locally Weighted Autoregression}, DOI={<a href=\"https://doi.org/10.1007/978-3-642-47027-1_10\">10.1007/978-3-642-47027-1_10</a>}, booktitle={Econometrics in Theory and Practice}, publisher={Physica-Verlag HD}, author={Feng, Yuanhua and Heiler, Siegfried}, year={2012}, pages={101–117} }","short":"Y. Feng, S. Heiler, in: Econometrics in Theory and Practice, Physica-Verlag HD, Heidelberg, 2012, pp. 101–117.","mla":"Feng, Yuanhua, and Siegfried Heiler. “Locally Weighted Autoregression.” <i>Econometrics in Theory and Practice</i>, Physica-Verlag HD, 2012, pp. 101–17, doi:<a href=\"https://doi.org/10.1007/978-3-642-47027-1_10\">10.1007/978-3-642-47027-1_10</a>.","apa":"Feng, Y., &#38; Heiler, S. (2012). Locally Weighted Autoregression. In <i>Econometrics in Theory and Practice</i> (pp. 101–117). Heidelberg: Physica-Verlag HD. <a href=\"https://doi.org/10.1007/978-3-642-47027-1_10\">https://doi.org/10.1007/978-3-642-47027-1_10</a>"},"page":"101-117","publication_status":"published","publication_identifier":{"isbn":["9783642470295","9783642470271"]}},{"language":[{"iso":"eng"}],"department":[{"_id":"206"},{"_id":"475"}],"user_id":"10075","_id":"4659","status":"public","type":"working_paper","title":"A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance","date_created":"2018-10-11T11:21:05Z","author":[{"id":"20760","full_name":"Feng, Yuanhua","last_name":"Feng","first_name":"Yuanhua"},{"first_name":"David","last_name":"Hand","full_name":"Hand, David"},{"first_name":"Keming","full_name":"Yu, Keming","last_name":"Yu"}],"date_updated":"2022-01-06T07:01:17Z","citation":{"ama":"Feng Y, Hand D, Yu K. <i>A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance</i>.; 2012.","chicago":"Feng, Yuanhua, David Hand, and Keming Yu. <i>A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance</i>, 2012.","ieee":"Y. Feng, D. Hand, and K. Yu, <i>A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance</i>. 2012.","apa":"Feng, Y., Hand, D., &#38; Yu, K. (2012). <i>A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance</i>.","mla":"Feng, Yuanhua, et al. <i>A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance</i>. 2012.","bibtex":"@book{Feng_Hand_Yu_2012, title={A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance}, author={Feng, Yuanhua and Hand, David and Yu, Keming}, year={2012} }","short":"Y. Feng, D. Hand, K. Yu, A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance, 2012."},"year":"2012"},{"language":[{"iso":"eng"}],"_id":"4598","department":[{"_id":"206"}],"user_id":"10075","status":"public","publication":"Economic Modelling","type":"journal_article","title":"Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products","doi":"10.1016/j.econmod.2011.06.007","publisher":"Elsevier BV","date_updated":"2022-01-06T07:01:14Z","volume":28,"date_created":"2018-10-10T09:53:29Z","author":[{"full_name":"Guo, Zhichao","last_name":"Guo","first_name":"Zhichao"},{"last_name":"Feng","full_name":"Feng, Yuanhua","id":"20760","first_name":"Yuanhua"},{"first_name":"Xiangyong","last_name":"Tan","full_name":"Tan, Xiangyong"}],"year":"2011","page":"2359-2368","intvolume":"        28","citation":{"ieee":"Z. Guo, Y. Feng, and X. Tan, “Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products,” <i>Economic Modelling</i>, vol. 28, no. 6, pp. 2359–2368, 2011.","chicago":"Guo, Zhichao, Yuanhua Feng, and Xiangyong Tan. “Short- and Long-Term Impact of Remarkable Economic Events on the Growth Causes of China–Germany Trade in Agri-Food Products.” <i>Economic Modelling</i> 28, no. 6 (2011): 2359–68. <a href=\"https://doi.org/10.1016/j.econmod.2011.06.007\">https://doi.org/10.1016/j.econmod.2011.06.007</a>.","ama":"Guo Z, Feng Y, Tan X. Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products. <i>Economic Modelling</i>. 2011;28(6):2359-2368. doi:<a href=\"https://doi.org/10.1016/j.econmod.2011.06.007\">10.1016/j.econmod.2011.06.007</a>","apa":"Guo, Z., Feng, Y., &#38; Tan, X. (2011). Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products. <i>Economic Modelling</i>, <i>28</i>(6), 2359–2368. <a href=\"https://doi.org/10.1016/j.econmod.2011.06.007\">https://doi.org/10.1016/j.econmod.2011.06.007</a>","short":"Z. Guo, Y. Feng, X. Tan, Economic Modelling 28 (2011) 2359–2368.","bibtex":"@article{Guo_Feng_Tan_2011, title={Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products}, volume={28}, DOI={<a href=\"https://doi.org/10.1016/j.econmod.2011.06.007\">10.1016/j.econmod.2011.06.007</a>}, number={6}, journal={Economic Modelling}, publisher={Elsevier BV}, author={Guo, Zhichao and Feng, Yuanhua and Tan, Xiangyong}, year={2011}, pages={2359–2368} }","mla":"Guo, Zhichao, et al. “Short- and Long-Term Impact of Remarkable Economic Events on the Growth Causes of China–Germany Trade in Agri-Food Products.” <i>Economic Modelling</i>, vol. 28, no. 6, Elsevier BV, 2011, pp. 2359–68, doi:<a href=\"https://doi.org/10.1016/j.econmod.2011.06.007\">10.1016/j.econmod.2011.06.007</a>."},"publication_identifier":{"issn":["0264-9993"]},"publication_status":"published","issue":"6"},{"title":"An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers","doi":"10.1108/09600031011093232","date_updated":"2022-01-06T07:01:14Z","publisher":"Emerald","date_created":"2018-10-10T10:34:53Z","author":[{"first_name":"Xiaohong","last_name":"Liu","full_name":"Liu, Xiaohong"},{"first_name":"David B.","full_name":"Grant, David B.","last_name":"Grant"},{"first_name":"Alan C.","full_name":"McKinnon, Alan C.","last_name":"McKinnon"},{"first_name":"Yuanhua","full_name":"Feng, Yuanhua","id":"20760","last_name":"Feng"}],"volume":40,"year":"2010","citation":{"ama":"Liu X, Grant DB, McKinnon AC, Feng Y. An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers. <i>International Journal of Physical Distribution &#38; Logistics Management</i>. 2010;40(10):847-866. doi:<a href=\"https://doi.org/10.1108/09600031011093232\">10.1108/09600031011093232</a>","chicago":"Liu, Xiaohong, David B. Grant, Alan C. McKinnon, and Yuanhua Feng. “An Empirical Examination of the Contribution of Capabilities to the Competitiveness of Logistics Service Providers.” <i>International Journal of Physical Distribution &#38; Logistics Management</i> 40, no. 10 (2010): 847–66. <a href=\"https://doi.org/10.1108/09600031011093232\">https://doi.org/10.1108/09600031011093232</a>.","ieee":"X. Liu, D. B. Grant, A. C. McKinnon, and Y. Feng, “An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers,” <i>International Journal of Physical Distribution &#38; Logistics Management</i>, vol. 40, no. 10, pp. 847–866, 2010.","mla":"Liu, Xiaohong, et al. “An Empirical Examination of the Contribution of Capabilities to the Competitiveness of Logistics Service Providers.” <i>International Journal of Physical Distribution &#38; Logistics Management</i>, vol. 40, no. 10, Emerald, 2010, pp. 847–66, doi:<a href=\"https://doi.org/10.1108/09600031011093232\">10.1108/09600031011093232</a>.","short":"X. Liu, D.B. Grant, A.C. McKinnon, Y. Feng, International Journal of Physical Distribution &#38; Logistics Management 40 (2010) 847–866.","bibtex":"@article{Liu_Grant_McKinnon_Feng_2010, title={An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers}, volume={40}, DOI={<a href=\"https://doi.org/10.1108/09600031011093232\">10.1108/09600031011093232</a>}, number={10}, journal={International Journal of Physical Distribution &#38; Logistics Management}, publisher={Emerald}, author={Liu, Xiaohong and Grant, David B. and McKinnon, Alan C. and Feng, Yuanhua}, year={2010}, pages={847–866} }","apa":"Liu, X., Grant, D. B., McKinnon, A. C., &#38; Feng, Y. (2010). An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers. <i>International Journal of Physical Distribution &#38; Logistics Management</i>, <i>40</i>(10), 847–866. <a href=\"https://doi.org/10.1108/09600031011093232\">https://doi.org/10.1108/09600031011093232</a>"},"page":"847-866","intvolume":"        40","publication_status":"published","publication_identifier":{"issn":["0960-0035"]},"issue":"10","language":[{"iso":"eng"}],"_id":"4606","user_id":"10075","department":[{"_id":"206"}],"status":"public","type":"journal_article","publication":"International Journal of Physical Distribution & Logistics Management"},{"_id":"4607","user_id":"10075","department":[{"_id":"206"}],"language":[{"iso":"eng"}],"type":"journal_article","publication":"Logistics Research","status":"public","date_updated":"2022-01-06T07:01:14Z","publisher":"Springer Nature","author":[{"last_name":"Liu","full_name":"Liu, Xiaohong","first_name":"Xiaohong"},{"last_name":"McKinnon","full_name":"McKinnon, Alan C.","first_name":"Alan C."},{"last_name":"Grant","full_name":"Grant, David B.","first_name":"David B."},{"first_name":"Yuanhua","last_name":"Feng","id":"20760","full_name":"Feng, Yuanhua"}],"date_created":"2018-10-10T11:07:19Z","volume":2,"title":"Sources of competitiveness for logistics service providers: a UK industry perspective","doi":"10.1007/s12159-010-0024-7","publication_status":"published","publication_identifier":{"issn":["1865-035X","1865-0368"]},"issue":"1","year":"2010","citation":{"chicago":"Liu, Xiaohong, Alan C. McKinnon, David B. Grant, and Yuanhua Feng. “Sources of Competitiveness for Logistics Service Providers: A UK Industry Perspective.” <i>Logistics Research</i> 2, no. 1 (2010): 23–32. <a href=\"https://doi.org/10.1007/s12159-010-0024-7\">https://doi.org/10.1007/s12159-010-0024-7</a>.","ieee":"X. Liu, A. C. McKinnon, D. B. Grant, and Y. Feng, “Sources of competitiveness for logistics service providers: a UK industry perspective,” <i>Logistics Research</i>, vol. 2, no. 1, pp. 23–32, 2010.","ama":"Liu X, McKinnon AC, Grant DB, Feng Y. Sources of competitiveness for logistics service providers: a UK industry perspective. <i>Logistics Research</i>. 2010;2(1):23-32. doi:<a href=\"https://doi.org/10.1007/s12159-010-0024-7\">10.1007/s12159-010-0024-7</a>","mla":"Liu, Xiaohong, et al. “Sources of Competitiveness for Logistics Service Providers: A UK Industry Perspective.” <i>Logistics Research</i>, vol. 2, no. 1, Springer Nature, 2010, pp. 23–32, doi:<a href=\"https://doi.org/10.1007/s12159-010-0024-7\">10.1007/s12159-010-0024-7</a>.","bibtex":"@article{Liu_McKinnon_Grant_Feng_2010, title={Sources of competitiveness for logistics service providers: a UK industry perspective}, volume={2}, DOI={<a href=\"https://doi.org/10.1007/s12159-010-0024-7\">10.1007/s12159-010-0024-7</a>}, number={1}, journal={Logistics Research}, publisher={Springer Nature}, author={Liu, Xiaohong and McKinnon, Alan C. and Grant, David B. and Feng, Yuanhua}, year={2010}, pages={23–32} }","short":"X. Liu, A.C. McKinnon, D.B. Grant, Y. Feng, Logistics Research 2 (2010) 23–32.","apa":"Liu, X., McKinnon, A. C., Grant, D. B., &#38; Feng, Y. (2010). Sources of competitiveness for logistics service providers: a UK industry perspective. <i>Logistics Research</i>, <i>2</i>(1), 23–32. <a href=\"https://doi.org/10.1007/s12159-010-0024-7\">https://doi.org/10.1007/s12159-010-0024-7</a>"},"page":"23-32","intvolume":"         2"},{"_id":"4608","user_id":"10075","department":[{"_id":"206"}],"language":[{"iso":"eng"}],"type":"journal_article","publication":"Journal of Statistical Computation and Simulation","status":"public","date_updated":"2022-01-06T07:01:14Z","publisher":"Informa UK Limited","date_created":"2018-10-10T11:08:18Z","author":[{"last_name":"Feng","id":"20760","full_name":"Feng, Yuanhua","first_name":"Yuanhua"},{"last_name":"Heiler","full_name":"Heiler, Siegfried","first_name":"Siegfried"}],"volume":79,"title":"A simple bootstrap bandwidth selector for local polynomial fitting","doi":"10.1080/00949650802352019","publication_status":"published","publication_identifier":{"issn":["0094-9655","1563-5163"]},"issue":"12","year":"2009","citation":{"apa":"Feng, Y., &#38; Heiler, S. (2009). A simple bootstrap bandwidth selector for local polynomial fitting. <i>Journal of Statistical Computation and Simulation</i>, <i>79</i>(12), 1425–1439. <a href=\"https://doi.org/10.1080/00949650802352019\">https://doi.org/10.1080/00949650802352019</a>","mla":"Feng, Yuanhua, and Siegfried Heiler. “A Simple Bootstrap Bandwidth Selector for Local Polynomial Fitting.” <i>Journal of Statistical Computation and Simulation</i>, vol. 79, no. 12, Informa UK Limited, 2009, pp. 1425–39, doi:<a href=\"https://doi.org/10.1080/00949650802352019\">10.1080/00949650802352019</a>.","short":"Y. Feng, S. Heiler, Journal of Statistical Computation and Simulation 79 (2009) 1425–1439.","bibtex":"@article{Feng_Heiler_2009, title={A simple bootstrap bandwidth selector for local polynomial fitting}, volume={79}, DOI={<a href=\"https://doi.org/10.1080/00949650802352019\">10.1080/00949650802352019</a>}, number={12}, journal={Journal of Statistical Computation and Simulation}, publisher={Informa UK Limited}, author={Feng, Yuanhua and Heiler, Siegfried}, year={2009}, pages={1425–1439} }","chicago":"Feng, Yuanhua, and Siegfried Heiler. “A Simple Bootstrap Bandwidth Selector for Local Polynomial Fitting.” <i>Journal of Statistical Computation and Simulation</i> 79, no. 12 (2009): 1425–39. <a href=\"https://doi.org/10.1080/00949650802352019\">https://doi.org/10.1080/00949650802352019</a>.","ieee":"Y. Feng and S. Heiler, “A simple bootstrap bandwidth selector for local polynomial fitting,” <i>Journal of Statistical Computation and Simulation</i>, vol. 79, no. 12, pp. 1425–1439, 2009.","ama":"Feng Y, Heiler S. A simple bootstrap bandwidth selector for local polynomial fitting. <i>Journal of Statistical Computation and Simulation</i>. 2009;79(12):1425-1439. doi:<a href=\"https://doi.org/10.1080/00949650802352019\">10.1080/00949650802352019</a>"},"intvolume":"        79","page":"1425-1439"},{"publication_identifier":{"issn":["1572-3127"]},"publication_status":"published","issue":"5","year":"2009","intvolume":"         6","page":"447-465","citation":{"ama":"Beran J, Feng Y, Heiler S. Modifying the double smoothing bandwidth selector in nonparametric regression. <i>Statistical Methodology</i>. 2009;6(5):447-465. doi:<a href=\"https://doi.org/10.1016/j.stamet.2009.04.001\">10.1016/j.stamet.2009.04.001</a>","chicago":"Beran, Jan, Yuanhua Feng, and Siegfried Heiler. “Modifying the Double Smoothing Bandwidth Selector in Nonparametric Regression.” <i>Statistical Methodology</i> 6, no. 5 (2009): 447–65. <a href=\"https://doi.org/10.1016/j.stamet.2009.04.001\">https://doi.org/10.1016/j.stamet.2009.04.001</a>.","ieee":"J. Beran, Y. Feng, and S. Heiler, “Modifying the double smoothing bandwidth selector in nonparametric regression,” <i>Statistical Methodology</i>, vol. 6, no. 5, pp. 447–465, 2009.","apa":"Beran, J., Feng, Y., &#38; Heiler, S. (2009). Modifying the double smoothing bandwidth selector in nonparametric regression. <i>Statistical Methodology</i>, <i>6</i>(5), 447–465. <a href=\"https://doi.org/10.1016/j.stamet.2009.04.001\">https://doi.org/10.1016/j.stamet.2009.04.001</a>","bibtex":"@article{Beran_Feng_Heiler_2009, title={Modifying the double smoothing bandwidth selector in nonparametric regression}, volume={6}, DOI={<a href=\"https://doi.org/10.1016/j.stamet.2009.04.001\">10.1016/j.stamet.2009.04.001</a>}, number={5}, journal={Statistical Methodology}, publisher={Elsevier BV}, author={Beran, Jan and Feng, Yuanhua and Heiler, Siegfried}, year={2009}, pages={447–465} }","short":"J. Beran, Y. Feng, S. Heiler, Statistical Methodology 6 (2009) 447–465.","mla":"Beran, Jan, et al. “Modifying the Double Smoothing Bandwidth Selector in Nonparametric Regression.” <i>Statistical Methodology</i>, vol. 6, no. 5, Elsevier BV, 2009, pp. 447–65, doi:<a href=\"https://doi.org/10.1016/j.stamet.2009.04.001\">10.1016/j.stamet.2009.04.001</a>."},"publisher":"Elsevier BV","date_updated":"2022-01-06T07:01:15Z","volume":6,"author":[{"full_name":"Beran, Jan","last_name":"Beran","first_name":"Jan"},{"id":"20760","full_name":"Feng, Yuanhua","last_name":"Feng","first_name":"Yuanhua"},{"first_name":"Siegfried","full_name":"Heiler, Siegfried","last_name":"Heiler"}],"date_created":"2018-10-10T11:21:18Z","title":"Modifying the double smoothing bandwidth selector in nonparametric regression","doi":"10.1016/j.stamet.2009.04.001","publication":"Statistical Methodology","type":"journal_article","status":"public","_id":"4622","department":[{"_id":"206"}],"user_id":"10075","extern":"1","language":[{"iso":"eng"}]},{"_id":"4609","department":[{"_id":"206"}],"user_id":"10075","extern":"1","type":"journal_article","status":"public","date_updated":"2022-01-06T07:01:14Z","volume":25,"author":[{"id":"20760","full_name":"Feng, Yuanhua","last_name":"Feng","first_name":"Yuanhua"},{"full_name":"McNeil, Alexander J.","last_name":"McNeil","first_name":"Alexander J."}],"doi":"10.1016/j.econmod.2007.11.007","publication_identifier":{"issn":["0264-9993"]},"publication_status":"published","page":"850-867","intvolume":"        25","citation":{"apa":"Feng, Y., &#38; McNeil, A. J. (2008). Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility. <i>Economic Modelling</i>, <i>25</i>(5), 850–867. <a href=\"https://doi.org/10.1016/j.econmod.2007.11.007\">https://doi.org/10.1016/j.econmod.2007.11.007</a>","short":"Y. Feng, A.J. McNeil, Economic Modelling 25 (2008) 850–867.","bibtex":"@article{Feng_McNeil_2008, title={Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility}, volume={25}, DOI={<a href=\"https://doi.org/10.1016/j.econmod.2007.11.007\">10.1016/j.econmod.2007.11.007</a>}, number={5}, journal={Economic Modelling}, publisher={Elsevier BV}, author={Feng, Yuanhua and McNeil, Alexander J.}, year={2008}, pages={850–867} }","mla":"Feng, Yuanhua, and Alexander J. McNeil. “Modelling of Scale Change, Periodicity and Conditional Heteroskedasticity in Return Volatility.” <i>Economic Modelling</i>, vol. 25, no. 5, Elsevier BV, 2008, pp. 850–67, doi:<a href=\"https://doi.org/10.1016/j.econmod.2007.11.007\">10.1016/j.econmod.2007.11.007</a>.","ama":"Feng Y, McNeil AJ. Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility. <i>Economic Modelling</i>. 2008;25(5):850-867. doi:<a href=\"https://doi.org/10.1016/j.econmod.2007.11.007\">10.1016/j.econmod.2007.11.007</a>","chicago":"Feng, Yuanhua, and Alexander J. McNeil. “Modelling of Scale Change, Periodicity and Conditional Heteroskedasticity in Return Volatility.” <i>Economic Modelling</i> 25, no. 5 (2008): 850–67. <a href=\"https://doi.org/10.1016/j.econmod.2007.11.007\">https://doi.org/10.1016/j.econmod.2007.11.007</a>.","ieee":"Y. Feng and A. J. McNeil, “Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility,” <i>Economic Modelling</i>, vol. 25, no. 5, pp. 850–867, 2008."},"language":[{"iso":"eng"}],"publication":"Economic Modelling","publisher":"Elsevier BV","date_created":"2018-10-10T11:08:54Z","title":"Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility","issue":"5","year":"2008"},{"status":"public","publication":"Bernoulli","type":"journal_article","article_number":"733","_id":"3470","department":[{"_id":"206"}],"user_id":"10075","year":"2007","intvolume":"         7","citation":{"ama":"Beran J, Feng Y. Local Polynomial Estimation with a FARIMA-GARCH Error Process. <i>Bernoulli</i>. 2007;7(5). doi:<a href=\"https://doi.org/10.2307/3318539\">10.2307/3318539</a>","chicago":"Beran, Jan, and Yuanhua Feng. “Local Polynomial Estimation with a FARIMA-GARCH Error Process.” <i>Bernoulli</i> 7, no. 5 (2007). <a href=\"https://doi.org/10.2307/3318539\">https://doi.org/10.2307/3318539</a>.","ieee":"J. Beran and Y. Feng, “Local Polynomial Estimation with a FARIMA-GARCH Error Process,” <i>Bernoulli</i>, vol. 7, no. 5, 2007.","apa":"Beran, J., &#38; Feng, Y. (2007). Local Polynomial Estimation with a FARIMA-GARCH Error Process. <i>Bernoulli</i>, <i>7</i>(5). <a href=\"https://doi.org/10.2307/3318539\">https://doi.org/10.2307/3318539</a>","mla":"Beran, Jan, and Yuanhua Feng. “Local Polynomial Estimation with a FARIMA-GARCH Error Process.” <i>Bernoulli</i>, vol. 7, no. 5, 733, JSTOR, 2007, doi:<a href=\"https://doi.org/10.2307/3318539\">10.2307/3318539</a>.","short":"J. Beran, Y. Feng, Bernoulli 7 (2007).","bibtex":"@article{Beran_Feng_2007, title={Local Polynomial Estimation with a FARIMA-GARCH Error Process}, volume={7}, DOI={<a href=\"https://doi.org/10.2307/3318539\">10.2307/3318539</a>}, number={5733}, journal={Bernoulli}, publisher={JSTOR}, author={Beran, Jan and Feng, Yuanhua}, year={2007} }"},"publication_identifier":{"issn":["1350-7265"]},"publication_status":"published","issue":"5","title":"Local Polynomial Estimation with a FARIMA-GARCH Error Process","doi":"10.2307/3318539","date_updated":"2022-01-06T06:59:18Z","publisher":"JSTOR","volume":7,"author":[{"first_name":"Jan","full_name":"Beran, Jan","last_name":"Beran"},{"first_name":"Yuanhua","last_name":"Feng","id":"20760","full_name":"Feng, Yuanhua"}],"date_created":"2018-07-05T14:28:34Z"},{"publication_status":"published","publication_identifier":{"issn":["1048-5252","1029-0311"]},"issue":"2","year":"2007","citation":{"apa":"Feng, Y. (2007). On the asymptotic variance in nonparametric regression with fractional time-series errors. <i>Journal of Nonparametric Statistics</i>, <i>19</i>(2), 63–76. <a href=\"https://doi.org/10.1080/10485250701381737\">https://doi.org/10.1080/10485250701381737</a>","mla":"Feng, Yuanhua. “On the Asymptotic Variance in Nonparametric Regression with Fractional Time-Series Errors.” <i>Journal of Nonparametric Statistics</i>, vol. 19, no. 2, Informa UK Limited, 2007, pp. 63–76, doi:<a href=\"https://doi.org/10.1080/10485250701381737\">10.1080/10485250701381737</a>.","bibtex":"@article{Feng_2007, title={On the asymptotic variance in nonparametric regression with fractional time-series errors}, volume={19}, DOI={<a href=\"https://doi.org/10.1080/10485250701381737\">10.1080/10485250701381737</a>}, number={2}, journal={Journal of Nonparametric Statistics}, publisher={Informa UK Limited}, author={Feng, Yuanhua}, year={2007}, pages={63–76} }","short":"Y. Feng, Journal of Nonparametric Statistics 19 (2007) 63–76.","ama":"Feng Y. On the asymptotic variance in nonparametric regression with fractional time-series errors. <i>Journal of Nonparametric Statistics</i>. 2007;19(2):63-76. doi:<a href=\"https://doi.org/10.1080/10485250701381737\">10.1080/10485250701381737</a>","ieee":"Y. Feng, “On the asymptotic variance in nonparametric regression with fractional time-series errors,” <i>Journal of Nonparametric Statistics</i>, vol. 19, no. 2, pp. 63–76, 2007.","chicago":"Feng, Yuanhua. “On the Asymptotic Variance in Nonparametric Regression with Fractional Time-Series Errors.” <i>Journal of Nonparametric Statistics</i> 19, no. 2 (2007): 63–76. <a href=\"https://doi.org/10.1080/10485250701381737\">https://doi.org/10.1080/10485250701381737</a>."},"intvolume":"        19","page":"63-76","date_updated":"2022-01-06T07:01:15Z","publisher":"Informa UK Limited","date_created":"2018-10-10T11:13:40Z","author":[{"last_name":"Feng","id":"20760","full_name":"Feng, Yuanhua","first_name":"Yuanhua"}],"volume":19,"title":"On the asymptotic variance in nonparametric regression with fractional time-series errors","doi":"10.1080/10485250701381737","type":"journal_article","publication":"Journal of Nonparametric Statistics","status":"public","_id":"4613","user_id":"10075","department":[{"_id":"206"}],"language":[{"iso":"eng"}],"extern":"1"},{"doi":"10.1093/imaman/dpm024","title":"Modelling financial time series with SEMIFAR GARCH model","volume":18,"date_created":"2018-10-10T11:14:21Z","author":[{"last_name":"Feng","id":"20760","full_name":"Feng, Yuanhua","first_name":"Yuanhua"},{"first_name":"J.","last_name":"Beran","full_name":"Beran, J."},{"first_name":"K.","full_name":"Yu, K.","last_name":"Yu"}],"date_updated":"2022-01-06T07:01:15Z","publisher":"Oxford University Press (OUP)","intvolume":"        18","page":"395-412","citation":{"chicago":"Feng, Yuanhua, J. Beran, and K. Yu. “Modelling Financial Time Series with SEMIFAR GARCH Model.” <i>IMA Journal of Management Mathematics</i> 18, no. 4 (2007): 395–412. <a href=\"https://doi.org/10.1093/imaman/dpm024\">https://doi.org/10.1093/imaman/dpm024</a>.","ieee":"Y. Feng, J. Beran, and K. Yu, “Modelling financial time series with SEMIFAR GARCH model,” <i>IMA Journal of Management Mathematics</i>, vol. 18, no. 4, pp. 395–412, 2007.","ama":"Feng Y, Beran J, Yu K. Modelling financial time series with SEMIFAR GARCH model. <i>IMA Journal of Management Mathematics</i>. 2007;18(4):395-412. doi:<a href=\"https://doi.org/10.1093/imaman/dpm024\">10.1093/imaman/dpm024</a>","apa":"Feng, Y., Beran, J., &#38; Yu, K. (2007). Modelling financial time series with SEMIFAR GARCH model. <i>IMA Journal of Management Mathematics</i>, <i>18</i>(4), 395–412. <a href=\"https://doi.org/10.1093/imaman/dpm024\">https://doi.org/10.1093/imaman/dpm024</a>","short":"Y. Feng, J. Beran, K. Yu, IMA Journal of Management Mathematics 18 (2007) 395–412.","bibtex":"@article{Feng_Beran_Yu_2007, title={Modelling financial time series with SEMIFAR GARCH model}, volume={18}, DOI={<a href=\"https://doi.org/10.1093/imaman/dpm024\">10.1093/imaman/dpm024</a>}, number={4}, journal={IMA Journal of Management Mathematics}, publisher={Oxford University Press (OUP)}, author={Feng, Yuanhua and Beran, J. and Yu, K.}, year={2007}, pages={395–412} }","mla":"Feng, Yuanhua, et al. “Modelling Financial Time Series with SEMIFAR GARCH Model.” <i>IMA Journal of Management Mathematics</i>, vol. 18, no. 4, Oxford University Press (OUP), 2007, pp. 395–412, doi:<a href=\"https://doi.org/10.1093/imaman/dpm024\">10.1093/imaman/dpm024</a>."},"year":"2007","issue":"4","publication_identifier":{"issn":["1471-678X","1471-6798"]},"publication_status":"published","extern":"1","department":[{"_id":"206"}],"user_id":"10075","_id":"4614","status":"public","publication":"IMA Journal of Management Mathematics","type":"journal_article"},{"date_created":"2018-10-10T11:16:47Z","author":[{"first_name":"Jan","full_name":"Beran, Jan","last_name":"Beran"},{"first_name":"Yuanhua","full_name":"Feng, Yuanhua","id":"20760","last_name":"Feng"},{"last_name":"Franke","full_name":"Franke, Günter","first_name":"Günter"},{"full_name":"Hess, Dieter","last_name":"Hess","first_name":"Dieter"},{"last_name":"Ocker","full_name":"Ocker, Dirk","first_name":"Dirk"}],"publisher":"Springer Berlin Heidelberg","date_updated":"2022-01-06T07:01:15Z","doi":"10.1007/3-540-44832-2_13","title":"Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity","publication_status":"published","publication_identifier":{"issn":["0075-8450"],"isbn":["9783540401292","9783540448327"]},"citation":{"mla":"Beran, Jan, et al. “Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity.” <i>Processes with Long-Range Correlations</i>, Springer Berlin Heidelberg, 2007, pp. 225–50, doi:<a href=\"https://doi.org/10.1007/3-540-44832-2_13\">10.1007/3-540-44832-2_13</a>.","short":"J. Beran, Y. Feng, G. Franke, D. Hess, D. Ocker, in: Processes with Long-Range Correlations, Springer Berlin Heidelberg, Berlin, Heidelberg, 2007, pp. 225–250.","bibtex":"@inbook{Beran_Feng_Franke_Hess_Ocker_2007, place={Berlin, Heidelberg}, title={Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity}, DOI={<a href=\"https://doi.org/10.1007/3-540-44832-2_13\">10.1007/3-540-44832-2_13</a>}, booktitle={Processes with Long-Range Correlations}, publisher={Springer Berlin Heidelberg}, author={Beran, Jan and Feng, Yuanhua and Franke, Günter and Hess, Dieter and Ocker, Dirk}, year={2007}, pages={225–250} }","apa":"Beran, J., Feng, Y., Franke, G., Hess, D., &#38; Ocker, D. (2007). Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity. In <i>Processes with Long-Range Correlations</i> (pp. 225–250). Berlin, Heidelberg: Springer Berlin Heidelberg. <a href=\"https://doi.org/10.1007/3-540-44832-2_13\">https://doi.org/10.1007/3-540-44832-2_13</a>","ama":"Beran J, Feng Y, Franke G, Hess D, Ocker D. Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity. In: <i>Processes with Long-Range Correlations</i>. Berlin, Heidelberg: Springer Berlin Heidelberg; 2007:225-250. doi:<a href=\"https://doi.org/10.1007/3-540-44832-2_13\">10.1007/3-540-44832-2_13</a>","chicago":"Beran, Jan, Yuanhua Feng, Günter Franke, Dieter Hess, and Dirk Ocker. “Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity.” In <i>Processes with Long-Range Correlations</i>, 225–50. Berlin, Heidelberg: Springer Berlin Heidelberg, 2007. <a href=\"https://doi.org/10.1007/3-540-44832-2_13\">https://doi.org/10.1007/3-540-44832-2_13</a>.","ieee":"J. Beran, Y. Feng, G. Franke, D. Hess, and D. Ocker, “Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity,” in <i>Processes with Long-Range Correlations</i>, Berlin, Heidelberg: Springer Berlin Heidelberg, 2007, pp. 225–250."},"page":"225-250","year":"2007","place":"Berlin, Heidelberg","user_id":"10075","department":[{"_id":"206"}],"_id":"4616","language":[{"iso":"eng"}],"extern":"1","type":"book_chapter","publication":"Processes with Long-Range Correlations","status":"public"}]