--- _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' ...