TY - CONF AU - Schäfer, Bastian AU - Feng, Yuanhua ID - 4665 T2 - Book of Abstracts TI - Further Development of the Double Conditional Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model ER - TY - CONF AU - Feng, Yuanhua AU - Letmathe, Sebastian ID - 4667 TI - The Non-Gaussian ESEMIFAR Model ER - TY - CONF AU - Forstinger, Sarah AU - Feng, Yuanhua AU - Peitz, Christian ID - 4668 T2 - Book of Abstracts TI - Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models ER - TY - CONF AU - Zhang, Xuehai AU - Feng, Yuanhua ID - 4669 T2 - Book of Abstracts TI - A Box-Cox Semiparametric Multiplicative Error Model ER - TY - THES AU - Forstinger, Sarah ID - 4672 TI - Modelling and forecasting financial and economic time series using different semiparametric ACD models ER - TY - GEN AU - Zhang, Xuehai AU - Feng, Yuanhua AU - Peitz, Christian ID - 4633 TI - A general class of SemiGARCH models based on the Box-Cox transformation ER - TY - GEN AU - Feng, Yuanhua AU - Gries, Thomas ID - 4671 TI - Data-driven local polynomial for the trend and its derivatives in economic time series ER - TY - BOOK AU - Peitz, Christian ID - 5119 TI - Die parametrische und semiparametrische Analyse von Finanzzeitreihen: neue Methoden, Modelle und Anwendungsm\"oglichkeiten ER - TY - JOUR AU - Feng, Yuanhua AU - Forstinger, Sarah AU - Peitz, Christian ID - 4592 IS - 12 JF - Journal of Statistical Computation and Simulation SN - 0094-9655 TI - On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations VL - 86 ER - TY - JOUR AU - Feng, Yuanhua AU - Zhou, Chen ID - 4593 IS - 2 JF - International Journal of Forecasting SN - 0169-2070 TI - Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD VL - 31 ER - TY - BOOK ED - Beran, Jan ED - Feng, Yuanhua ED - Hebbel, Hartmut ID - 4649 TI - Empirical Economic and Financial Research - Theory, Methods and Practice ER - TY - CHAP AU - Beran, Jan AU - Feng, Yuanhua AU - Hebbel, Hartmut ID - 4650 SN - 1570-5811 T2 - Empirical Economic and Financial Research TI - Introduction ER - TY - GEN AU - Feng, Yuanhua AU - Zhou, Chen ID - 4656 TI - An iterative plug-in algorithm for realized kernels ER - TY - JOUR AU - Beran, Jan AU - Feng, Yuanhua AU - Ghosh, Sucharita ID - 4599 IS - 2 JF - Statistical Papers SN - 0932-5026 TI - Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models VL - 56 ER - TY - CHAP AU - Beran, Jan AU - Feng, Yuanhua AU - Ghosh, Sucharita ID - 4602 SN - 1570-5811 T2 - Empirical Economic and Financial Research TI - On EFARIMA and ESEMIFAR Models ER - TY - CHAP AU - Peitz, Christian AU - Feng, Yuanhua ID - 4603 SN - 1570-5811 T2 - Empirical Economic and Financial Research TI - Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model ER - TY - JOUR AU - Feng, Yuanhua ID - 4605 JF - Statistics & Probability Letters SN - 0167-7152 TI - Data-driven estimation of diurnal patterns of durations between trades on financial markets VL - 92 ER - TY - CONF AU - Zhou, Chen AU - Feng, Yuanhua ID - 4664 TI - Data-driven estimation of realized kernels under dependent microstructure noise and further analysis using the Semi-FI-Log-ACD ER - TY - JOUR AU - Feng, Yuanhua AU - Guo, Zhichao AU - Peitz, Christian ID - 4596 IS - 2 JF - Journal of Industry, Competition and Trade SN - 1566-1679 TI - A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification VL - 14 ER - TY - JOUR AU - Guo, Zhichao AU - Feng, Yuanhua ID - 4600 JF - Economic Modelling SN - 0264-9993 TI - Modeling of the impact of the financial crisis and China's accession to WTO on China's exports to Germany VL - 31 ER -