---
_id: '4665'
author:
- first_name: Bastian
full_name: Schäfer, Bastian
id: '70618'
last_name: Schäfer
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
citation:
ama: 'Schäfer B, Feng Y. Further Development of the Double Conditional Smoothing
for Nonparametric Surfaces Under a Lattice Spatial Model. In: Book of Abstracts.
; 2018:7.'
apa: Schäfer, B., & Feng, Y. (2018). Further Development of the Double Conditional
Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model. In Book
of Abstracts (p. 7). Paderborn, Germany.
bibtex: '@inproceedings{Schäfer_Feng_2018, title={Further Development of the Double
Conditional Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model},
booktitle={Book of Abstracts}, author={Schäfer, Bastian and Feng, Yuanhua}, year={2018},
pages={7} }'
chicago: Schäfer, Bastian, and Yuanhua Feng. “Further Development of the Double
Conditional Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model.”
In Book of Abstracts, 7, 2018.
ieee: B. Schäfer and Y. Feng, “Further Development of the Double Conditional Smoothing
for Nonparametric Surfaces Under a Lattice Spatial Model,” in Book of Abstracts,
Paderborn, Germany, 2018, p. 7.
mla: Schäfer, Bastian, and Yuanhua Feng. “Further Development of the Double Conditional
Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model.” Book of
Abstracts, 2018, p. 7.
short: 'B. Schäfer, Y. Feng, in: Book of Abstracts, 2018, p. 7.'
conference:
end_date: 6.7.2018
location: Paderborn, Germany
name: European Conference on Data Analysis
start_date: 4.7.2018
date_created: 2018-10-11T12:24:19Z
date_updated: 2022-01-06T07:01:17Z
department:
- _id: '206'
language:
- iso: eng
page: '7'
publication: Book of Abstracts
status: public
title: Further Development of the Double Conditional Smoothing for Nonparametric Surfaces
Under a Lattice Spatial Model
type: conference
user_id: '1112'
year: '2018'
...
---
_id: '4667'
author:
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: Sebastian
full_name: Letmathe, Sebastian
id: '23991'
last_name: Letmathe
citation:
ama: Feng Y, Letmathe S. The Non-Gaussian ESEMIFAR Model. 2018:7.
apa: Feng, Y., & Letmathe, S. (2018). The Non-Gaussian ESEMIFAR Model. Presented
at the European Conference on Data Analysis, Paderborn, Germany.
bibtex: '@article{Feng_Letmathe_2018, series={Book of Abstracts}, title={The Non-Gaussian
ESEMIFAR Model}, author={Feng, Yuanhua and Letmathe, Sebastian}, year={2018},
pages={7}, collection={Book of Abstracts} }'
chicago: Feng, Yuanhua, and Sebastian Letmathe. “The Non-Gaussian ESEMIFAR Model.”
Book of Abstracts, 2018.
ieee: Y. Feng and S. Letmathe, “The Non-Gaussian ESEMIFAR Model.” p. 7, 2018.
mla: Feng, Yuanhua, and Sebastian Letmathe. The Non-Gaussian ESEMIFAR Model.
2018, p. 7.
short: Y. Feng, S. Letmathe, (2018) 7.
conference:
end_date: 6.7.2018
location: Paderborn, Germany
name: European Conference on Data Analysis
start_date: 4.7.2018
date_created: 2018-10-11T12:26:05Z
date_updated: 2022-01-06T07:01:17Z
department:
- _id: '206'
language:
- iso: eng
page: '7'
series_title: Book of Abstracts
status: public
title: The Non-Gaussian ESEMIFAR Model
type: conference
user_id: '10075'
year: '2018'
...
---
_id: '4668'
author:
- first_name: Sarah
full_name: Forstinger, Sarah
id: '10075'
last_name: Forstinger
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: Christian
full_name: Peitz, Christian
id: '2980'
last_name: Peitz
citation:
ama: 'Forstinger S, Feng Y, Peitz C. Forecasting Non-Negative Financial Processes
Using Different Parametric and Semi-Parametric ACD-Type Models. In: Book of
Abstracts. ; 2018:17.'
apa: Forstinger, S., Feng, Y., & Peitz, C. (2018). Forecasting Non-Negative
Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models.
In Book of Abstracts (p. 17). Paderborn, Germany.
bibtex: '@inproceedings{Forstinger_Feng_Peitz_2018, title={Forecasting Non-Negative
Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models},
booktitle={Book of Abstracts}, author={Forstinger, Sarah and Feng, Yuanhua and
Peitz, Christian}, year={2018}, pages={17} }'
chicago: Forstinger, Sarah, Yuanhua Feng, and Christian Peitz. “Forecasting Non-Negative
Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models.”
In Book of Abstracts, 17, 2018.
ieee: S. Forstinger, Y. Feng, and C. Peitz, “Forecasting Non-Negative Financial
Processes Using Different Parametric and Semi-Parametric ACD-Type Models,” in
Book of Abstracts, Paderborn, Germany, 2018, p. 17.
mla: Forstinger, Sarah, et al. “Forecasting Non-Negative Financial Processes Using
Different Parametric and Semi-Parametric ACD-Type Models.” Book of Abstracts,
2018, p. 17.
short: 'S. Forstinger, Y. Feng, C. Peitz, in: Book of Abstracts, 2018, p. 17.'
conference:
end_date: 6.7.2018
location: Paderborn, Germany
name: European Conference on Data Analysis
start_date: 4.7.2018
date_created: 2018-10-11T12:27:34Z
date_updated: 2022-01-06T07:01:17Z
department:
- _id: '206'
language:
- iso: eng
page: '17'
publication: Book of Abstracts
status: public
title: Forecasting Non-Negative Financial Processes Using Different Parametric and
Semi-Parametric ACD-Type Models
type: conference
user_id: '10075'
year: '2018'
...
---
_id: '4669'
author:
- first_name: 'Xuehai '
full_name: 'Zhang, Xuehai '
last_name: Zhang
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
citation:
ama: 'Zhang X, Feng Y. A Box-Cox Semiparametric Multiplicative Error Model. In:
Book of Abstracts. ; 2018:19.'
apa: Zhang, X., & Feng, Y. (2018). A Box-Cox Semiparametric Multiplicative Error
Model. In Book of Abstracts (p. 19). Paderborn, Germany.
bibtex: '@inproceedings{Zhang_Feng_2018, title={A Box-Cox Semiparametric Multiplicative
Error Model}, booktitle={Book of Abstracts}, author={Zhang, Xuehai and Feng,
Yuanhua}, year={2018}, pages={19} }'
chicago: Zhang, Xuehai , and Yuanhua Feng. “A Box-Cox Semiparametric Multiplicative
Error Model.” In Book of Abstracts, 19, 2018.
ieee: X. Zhang and Y. Feng, “A Box-Cox Semiparametric Multiplicative Error Model,”
in Book of Abstracts, Paderborn, Germany, 2018, p. 19.
mla: Zhang, Xuehai, and Yuanhua Feng. “A Box-Cox Semiparametric Multiplicative Error
Model.” Book of Abstracts, 2018, p. 19.
short: 'X. Zhang, Y. Feng, in: Book of Abstracts, 2018, p. 19.'
conference:
end_date: 6.7.2018
location: Paderborn, Germany
name: European Conference on Data Analysis
start_date: 4.7.2018
date_created: 2018-10-11T12:28:28Z
date_updated: 2022-01-06T07:01:17Z
department:
- _id: '206'
language:
- iso: eng
page: '19'
publication: Book of Abstracts
status: public
title: A Box-Cox Semiparametric Multiplicative Error Model
type: conference
user_id: '10075'
year: '2018'
...
---
_id: '4672'
author:
- first_name: Sarah
full_name: Forstinger, Sarah
id: '10075'
last_name: Forstinger
citation:
ama: Forstinger S. Modelling and Forecasting Financial and Economic Time Series
Using Different Semiparametric ACD Models. Universität Paderborn; 2018.
apa: Forstinger, S. (2018). Modelling and forecasting financial and economic
time series using different semiparametric ACD models. Universität Paderborn.
bibtex: '@book{Forstinger_2018, place={Universität Paderborn}, title={Modelling
and forecasting financial and economic time series using different semiparametric
ACD models}, author={Forstinger, Sarah}, year={2018} }'
chicago: Forstinger, Sarah. Modelling and Forecasting Financial and Economic
Time Series Using Different Semiparametric ACD Models. Universität Paderborn,
2018.
ieee: S. Forstinger, Modelling and forecasting financial and economic time series
using different semiparametric ACD models. Universität Paderborn, 2018.
mla: Forstinger, Sarah. Modelling and Forecasting Financial and Economic Time
Series Using Different Semiparametric ACD Models. 2018.
short: S. Forstinger, Modelling and Forecasting Financial and Economic Time Series
Using Different Semiparametric ACD Models, Universität Paderborn, 2018.
date_created: 2018-10-11T12:48:35Z
date_updated: 2022-01-06T07:01:17Z
department:
- _id: '206'
language:
- iso: eng
place: Universität Paderborn
publication_status: published
status: public
supervisor:
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
title: Modelling and forecasting financial and economic time series using different
semiparametric ACD models
type: dissertation
user_id: '10075'
year: '2018'
...
---
_id: '4633'
author:
- first_name: Xuehai
full_name: Zhang, Xuehai
last_name: Zhang
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: Christian
full_name: Peitz, Christian
id: '2980'
last_name: Peitz
citation:
ama: Zhang X, Feng Y, Peitz C. A General Class of SemiGARCH Models Based on the
Box-Cox Transformation.; 2017.
apa: Zhang, X., Feng, Y., & Peitz, C. (2017). A general class of SemiGARCH
models based on the Box-Cox transformation.
bibtex: '@book{Zhang_Feng_Peitz_2017, title={A general class of SemiGARCH models
based on the Box-Cox transformation}, author={Zhang, Xuehai and Feng, Yuanhua
and Peitz, Christian}, year={2017} }'
chicago: Zhang, Xuehai, Yuanhua Feng, and Christian Peitz. A General Class of
SemiGARCH Models Based on the Box-Cox Transformation, 2017.
ieee: X. Zhang, Y. Feng, and C. Peitz, A general class of SemiGARCH models based
on the Box-Cox transformation. 2017.
mla: Zhang, Xuehai, et al. A General Class of SemiGARCH Models Based on the Box-Cox
Transformation. 2017.
short: X. Zhang, Y. Feng, C. Peitz, A General Class of SemiGARCH Models Based on
the Box-Cox Transformation, 2017.
date_created: 2018-10-11T06:43:53Z
date_updated: 2022-01-06T07:01:16Z
department:
- _id: '206'
- _id: '475'
language:
- iso: eng
status: public
title: A general class of SemiGARCH models based on the Box-Cox transformation
type: working_paper
user_id: '10075'
year: '2017'
...
---
_id: '4671'
author:
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: Thomas
full_name: Gries, Thomas
id: '186'
last_name: Gries
citation:
ama: Feng Y, Gries T. Data-Driven Local Polynomial for the Trend and Its Derivatives
in Economic Time Series.; 2017.
apa: Feng, Y., & Gries, T. (2017). Data-driven local polynomial for the trend
and its derivatives in economic time series.
bibtex: '@book{Feng_Gries_2017, title={Data-driven local polynomial for the trend
and its derivatives in economic time series}, author={Feng, Yuanhua and Gries,
Thomas}, year={2017} }'
chicago: Feng, Yuanhua, and Thomas Gries. Data-Driven Local Polynomial for the
Trend and Its Derivatives in Economic Time Series, 2017.
ieee: Y. Feng and T. Gries, Data-driven local polynomial for the trend and its
derivatives in economic time series. 2017.
mla: Feng, Yuanhua, and Thomas Gries. Data-Driven Local Polynomial for the Trend
and Its Derivatives in Economic Time Series. 2017.
short: Y. Feng, T. Gries, Data-Driven Local Polynomial for the Trend and Its Derivatives
in Economic Time Series, 2017.
date_created: 2018-10-11T12:43:07Z
date_updated: 2022-01-06T07:01:17Z
department:
- _id: '206'
- _id: '475'
language:
- iso: eng
status: public
title: Data-driven local polynomial for the trend and its derivatives in economic
time series
type: working_paper
user_id: '10075'
year: '2017'
...
---
_id: '5119'
author:
- first_name: Christian
full_name: Peitz, Christian
last_name: Peitz
citation:
ama: 'Peitz C. Die Parametrische Und Semiparametrische Analyse von Finanzzeitreihen:
Neue Methoden, Modelle Und Anwendungsm\"oglichkeiten. Springer-Verlag; 2016.'
apa: 'Peitz, C. (2016). Die parametrische und semiparametrische Analyse von Finanzzeitreihen:
neue Methoden, Modelle und Anwendungsm\"oglichkeiten. Springer-Verlag.'
bibtex: '@book{Peitz_2016, title={Die parametrische und semiparametrische Analyse
von Finanzzeitreihen: neue Methoden, Modelle und Anwendungsm\"oglichkeiten}, publisher={Springer-Verlag},
author={Peitz, Christian}, year={2016} }'
chicago: 'Peitz, Christian. Die Parametrische Und Semiparametrische Analyse von
Finanzzeitreihen: Neue Methoden, Modelle Und Anwendungsm\"oglichkeiten. Springer-Verlag,
2016.'
ieee: 'C. Peitz, Die parametrische und semiparametrische Analyse von Finanzzeitreihen:
neue Methoden, Modelle und Anwendungsm\"oglichkeiten. Springer-Verlag, 2016.'
mla: 'Peitz, Christian. Die Parametrische Und Semiparametrische Analyse von Finanzzeitreihen:
Neue Methoden, Modelle Und Anwendungsm\"oglichkeiten. Springer-Verlag, 2016.'
short: 'C. Peitz, Die Parametrische Und Semiparametrische Analyse von Finanzzeitreihen:
Neue Methoden, Modelle Und Anwendungsm\"oglichkeiten, Springer-Verlag, 2016.'
date_created: 2018-10-31T08:12:15Z
date_updated: 2022-01-06T07:01:38Z
department:
- _id: '206'
publisher: Springer-Verlag
status: public
title: 'Die parametrische und semiparametrische Analyse von Finanzzeitreihen: neue
Methoden, Modelle und Anwendungsm\"oglichkeiten'
type: book
user_id: '26589'
year: '2016'
...
---
_id: '4592'
author:
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: Sarah
full_name: Forstinger, Sarah
id: '10075'
last_name: Forstinger
- first_name: Christian
full_name: Peitz, Christian
id: '2980'
last_name: Peitz
citation:
ama: Feng Y, Forstinger S, Peitz C. On the iterative plug-in algorithm for estimating
diurnal patterns of financial trade durations. Journal of Statistical Computation
and Simulation. 2015;86(12):2291-2307. doi:10.1080/00949655.2015.1107908
apa: Feng, Y., Forstinger, S., & Peitz, C. (2015). On the iterative plug-in
algorithm for estimating diurnal patterns of financial trade durations. Journal
of Statistical Computation and Simulation, 86(12), 2291–2307. https://doi.org/10.1080/00949655.2015.1107908
bibtex: '@article{Feng_Forstinger_Peitz_2015, title={On the iterative plug-in algorithm
for estimating diurnal patterns of financial trade durations}, volume={86}, DOI={10.1080/00949655.2015.1107908},
number={12}, journal={Journal of Statistical Computation and Simulation}, publisher={Informa
UK Limited}, author={Feng, Yuanhua and Forstinger, Sarah and Peitz, Christian},
year={2015}, pages={2291–2307} }'
chicago: 'Feng, Yuanhua, Sarah Forstinger, and Christian Peitz. “On the Iterative
Plug-in Algorithm for Estimating Diurnal Patterns of Financial Trade Durations.”
Journal of Statistical Computation and Simulation 86, no. 12 (2015): 2291–2307.
https://doi.org/10.1080/00949655.2015.1107908.'
ieee: Y. Feng, S. Forstinger, and C. Peitz, “On the iterative plug-in algorithm
for estimating diurnal patterns of financial trade durations,” Journal of Statistical
Computation and Simulation, vol. 86, no. 12, pp. 2291–2307, 2015.
mla: Feng, Yuanhua, et al. “On the Iterative Plug-in Algorithm for Estimating Diurnal
Patterns of Financial Trade Durations.” Journal of Statistical Computation
and Simulation, vol. 86, no. 12, Informa UK Limited, 2015, pp. 2291–307, doi:10.1080/00949655.2015.1107908.
short: Y. Feng, S. Forstinger, C. Peitz, Journal of Statistical Computation and
Simulation 86 (2015) 2291–2307.
date_created: 2018-10-10T09:29:40Z
date_updated: 2022-01-06T07:01:14Z
department:
- _id: '206'
doi: 10.1080/00949655.2015.1107908
intvolume: ' 86'
issue: '12'
language:
- iso: eng
page: 2291-2307
publication: Journal of Statistical Computation and Simulation
publication_identifier:
issn:
- 0094-9655
- 1563-5163
publication_status: published
publisher: Informa UK Limited
status: public
title: On the iterative plug-in algorithm for estimating diurnal patterns of financial
trade durations
type: journal_article
user_id: '10075'
volume: 86
year: '2015'
...
---
_id: '4593'
author:
- first_name: Yuanhua
full_name: Feng, Yuanhua
id: '20760'
last_name: Feng
- first_name: Chen
full_name: Zhou, Chen
last_name: Zhou
citation:
ama: Feng Y, Zhou C. Forecasting financial market activity using a semiparametric
fractionally integrated Log-ACD. International Journal of Forecasting.
2015;31(2):349-363. doi:10.1016/j.ijforecast.2014.09.001
apa: Feng, Y., & Zhou, C. (2015). Forecasting financial market activity using
a semiparametric fractionally integrated Log-ACD. International Journal of
Forecasting, 31(2), 349–363. https://doi.org/10.1016/j.ijforecast.2014.09.001
bibtex: '@article{Feng_Zhou_2015, title={Forecasting financial market activity using
a semiparametric fractionally integrated Log-ACD}, volume={31}, DOI={10.1016/j.ijforecast.2014.09.001},
number={2}, journal={International Journal of Forecasting}, publisher={Elsevier
BV}, author={Feng, Yuanhua and Zhou, Chen}, year={2015}, pages={349–363} }'
chicago: 'Feng, Yuanhua, and Chen Zhou. “Forecasting Financial Market Activity Using
a Semiparametric Fractionally Integrated Log-ACD.” International Journal of
Forecasting 31, no. 2 (2015): 349–63. https://doi.org/10.1016/j.ijforecast.2014.09.001.'
ieee: Y. Feng and C. Zhou, “Forecasting financial market activity using a semiparametric
fractionally integrated Log-ACD,” International Journal of Forecasting,
vol. 31, no. 2, pp. 349–363, 2015.
mla: Feng, Yuanhua, and Chen Zhou. “Forecasting Financial Market Activity Using
a Semiparametric Fractionally Integrated Log-ACD.” International Journal of
Forecasting, vol. 31, no. 2, Elsevier BV, 2015, pp. 349–63, doi:10.1016/j.ijforecast.2014.09.001.
short: Y. Feng, C. Zhou, International Journal of Forecasting 31 (2015) 349–363.
date_created: 2018-10-10T09:33:43Z
date_updated: 2022-01-06T07:01:14Z
department:
- _id: '206'
doi: 10.1016/j.ijforecast.2014.09.001
intvolume: ' 31'
issue: '2'
language:
- iso: eng
page: 349-363
publication: International Journal of Forecasting
publication_identifier:
issn:
- 0169-2070
publication_status: published
publisher: Elsevier BV
status: public
title: Forecasting financial market activity using a semiparametric fractionally integrated
Log-ACD
type: journal_article
user_id: '10075'
volume: 31
year: '2015'
...