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 - TY - BOOK AU - Beran, Jan AU - Feng, Yuanhua AU - Ghosh, Sucharita AU - Kulik, Rafal ID - 4628 SN - 9783642355110 TI - Long-Memory Processes ER - TY - GEN AU - Feng, Yuanhua AU - Sun, Lixin ID - 4657 TI - A Semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets ER - TY - GEN AU - Feng, Yuanhua ID - 4658 TI - Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects ER - TY - JOUR AU - Feng, Yuanhua ID - 4597 IS - 2 JF - Journal of Applied Statistics SN - 0266-4763 TI - An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method VL - 40 ER - TY - JOUR AU - Feng, Yuanhua AU - Beran, Jan ID - 4601 IS - 1 JF - Journal of Time Series Analysis SN - 0143-9782 TI - Optimal convergence rates in non-parametric regression with fractional time series errors VL - 34 ER - TY - JOUR AU - Feng, Yuanhua AU - Beran, Jan ID - 4610 IS - 4 JF - Journal of Statistical Theory and Practice SN - 1559-8608 TI - Filtered Log-Periodogram Regression of Long Memory Processes VL - 3 ER - TY - JOUR AU - Beran, Jan AU - Feng, Yuanhua ID - 4611 IS - 2 JF - Journal of Statistical Theory and Practice SN - 1559-8608 TI - Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes VL - 1 ER - TY - JOUR AU - Beran, Jan AU - Feng, Yuanhua ID - 4612 IS - 2 JF - Journal of Statistical Theory and Practice SN - 1559-8608 TI - Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes VL - 1 ER - TY - CHAP AU - Feng, Yuanhua AU - Heiler, Siegfried ID - 4631 SN - 9783642470295 T2 - Econometrics in Theory and Practice TI - Locally Weighted Autoregression ER - TY - GEN AU - Feng, Yuanhua AU - Hand, David AU - Yu, Keming ID - 4659 TI - A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance ER -