TY - JOUR AU - Guo, Zhichao AU - Feng, Yuanhua AU - Tan, Xiangyong ID - 4598 IS - 6 JF - Economic Modelling SN - 0264-9993 TI - Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products VL - 28 ER - TY - JOUR AU - Liu, Xiaohong AU - Grant, David B. AU - McKinnon, Alan C. AU - Feng, Yuanhua ID - 4606 IS - 10 JF - International Journal of Physical Distribution & Logistics Management SN - 0960-0035 TI - An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers VL - 40 ER - TY - JOUR AU - Liu, Xiaohong AU - McKinnon, Alan C. AU - Grant, David B. AU - Feng, Yuanhua ID - 4607 IS - 1 JF - Logistics Research SN - 1865-035X TI - Sources of competitiveness for logistics service providers: a UK industry perspective VL - 2 ER - TY - JOUR AU - Feng, Yuanhua AU - Heiler, Siegfried ID - 4608 IS - 12 JF - Journal of Statistical Computation and Simulation SN - 0094-9655 TI - A simple bootstrap bandwidth selector for local polynomial fitting VL - 79 ER - TY - JOUR AU - Beran, Jan AU - Feng, Yuanhua AU - Heiler, Siegfried ID - 4622 IS - 5 JF - Statistical Methodology SN - 1572-3127 TI - Modifying the double smoothing bandwidth selector in nonparametric regression VL - 6 ER - TY - JOUR AU - Feng, Yuanhua AU - McNeil, Alexander J. ID - 4609 IS - 5 JF - Economic Modelling SN - 0264-9993 TI - Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility VL - 25 ER - TY - JOUR AU - Beran, Jan AU - Feng, Yuanhua ID - 3470 IS - 5 JF - Bernoulli SN - 1350-7265 TI - Local Polynomial Estimation with a FARIMA-GARCH Error Process VL - 7 ER - TY - JOUR AU - Feng, Yuanhua ID - 4613 IS - 2 JF - Journal of Nonparametric Statistics SN - 1048-5252 TI - On the asymptotic variance in nonparametric regression with fractional time-series errors VL - 19 ER - TY - JOUR AU - Feng, Yuanhua AU - Beran, J. AU - Yu, K. ID - 4614 IS - 4 JF - IMA Journal of Management Mathematics SN - 1471-678X TI - Modelling financial time series with SEMIFAR GARCH model VL - 18 ER - TY - CHAP AU - Beran, Jan AU - Feng, Yuanhua AU - Franke, Günter AU - Hess, Dieter AU - Ocker, Dirk ID - 4616 SN - 0075-8450 T2 - Processes with Long-Range Correlations TI - Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity ER -