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 - 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 - 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 - TY - JOUR AU - Beran, Jan AU - Feng, Yuanhua ID - 4624 IS - 5 JF - Bernoulli SN - 1350-7265 TI - Local Polynomial Estimation with a FARIMA-GARCH Error Process VL - 7 ER - TY - BOOK ED - Ng, Pin ED - Yu, Keming ED - Feng, Yuanhua ID - 4652 TI - Special Issue: Quantile Regression VL - 7 ER - TY - JOUR AU - Feng, Yuanhua ID - 4615 IS - 03 JF - Econometric Theory SN - 0266-4666 TI - SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE VL - 20 ER - TY - BOOK AU - Feng, Yuanhua ID - 4630 TI - Non- and Semiparametric Regression with Fractional Time Series Errors ER - TY - CHAP AU - Heiler, Siegfried AU - Feng, Yuanhua ED - Metz, Rainer ED - Lösch, Manfred ED - Edel, Klaus ID - 4634 T2 - Zeitreihenanalyse in der empirischen Wirtschaftsforschung TI - A robust data-driven version of the Berlin Method ER - TY - JOUR AU - Beran, Jan AU - Feng, Yuanhua ID - 4617 IS - 2 JF - Computational Statistics & Data Analysis SN - 0167-9473 TI - SEMIFAR models—a semiparametric approach to modelling trends, long-range dependence and nonstationarity VL - 40 ER - TY - JOUR AU - Beran, Jan AU - Feng, Yuanhua ID - 4620 IS - 3 JF - Journal of Computational and Graphical Statistics SN - 1061-8600 TI - Iterative Plug-In Algorithms for SEMIFAR Models—Definition, Convergence, and Asymptotic Properties VL - 11 ER - TY - JOUR AU - Heiler, Siegfried AU - Feng, Yuanhua ID - 4621 IS - 2 JF - Journal of Statistical Planning and Inference SN - 0378-3758 TI - Data-driven decomposition of seasonal time series VL - 91 ER - TY - JOUR AU - Beran, Jan AU - Feng, Yuanhua AU - Ghosh, Sucharita AU - Sibbertsen, Philipp ID - 4623 IS - 2 JF - International Journal of Forecasting SN - 0169-2070 TI - On robust local polynomial estimation with long-memory errors VL - 18 ER - TY - JOUR AU - Beran, Jan AU - Feng, Yuanhua ID - 4635 IS - 2 JF - The Annals of the Institute of Statistical Mathematics TI - Local polynomial fitting with long-memory, short-memory and antipersistent errors VL - 54 ER -