--- _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' ... --- _id: '4649' alternative_title: - Festschrift in honour of Prof. Siegfried Heiler citation: ama: 'Beran J, Feng Y, Hebbel H, eds. Empirical Economic and Financial Research - Theory, Methods and Practice. Berlin: Springer; 2015.' apa: 'Beran, J., Feng, Y., & Hebbel, H. (Eds.). (2015). Empirical Economic and Financial Research - Theory, Methods and Practice. Berlin: Springer.' bibtex: '@book{Beran_Feng_Hebbel_2015, place={Berlin}, title={Empirical Economic and Financial Research - Theory, Methods and Practice}, publisher={Springer}, year={2015} }' chicago: 'Beran, Jan, Yuanhua Feng, and Hartmut Hebbel, eds. Empirical Economic and Financial Research - Theory, Methods and Practice. Berlin: Springer, 2015.' ieee: 'J. Beran, Y. Feng, and H. Hebbel, Eds., Empirical Economic and Financial Research - Theory, Methods and Practice. Berlin: Springer, 2015.' mla: Beran, Jan, et al., editors. Empirical Economic and Financial Research - Theory, Methods and Practice. Springer, 2015. short: J. Beran, Y. Feng, H. Hebbel, eds., Empirical Economic and Financial Research - Theory, Methods and Practice, Springer, Berlin, 2015. date_created: 2018-10-11T08:57:17Z date_updated: 2022-01-06T07:01:16Z department: - _id: '206' editor: - first_name: Jan full_name: Beran, Jan last_name: Beran - first_name: Yuanhua full_name: Feng, Yuanhua id: '20760' last_name: Feng - first_name: Hartmut full_name: Hebbel, Hartmut last_name: Hebbel language: - iso: eng place: Berlin publication_status: published publisher: Springer status: public title: Empirical Economic and Financial Research - Theory, Methods and Practice type: book_editor user_id: '10075' year: '2015' ... --- _id: '4650' author: - first_name: Jan full_name: Beran, Jan last_name: Beran - first_name: Yuanhua full_name: Feng, Yuanhua id: '20760' last_name: Feng - first_name: Hartmut full_name: Hebbel, Hartmut last_name: Hebbel citation: ama: 'Beran J, Feng Y, Hebbel H. Introduction. In: Empirical Economic and Financial Research. Cham: Springer International Publishing; 2015:1-6. doi:10.1007/978-3-319-03122-4_1' apa: 'Beran, J., Feng, Y., & Hebbel, H. (2015). Introduction. In Empirical Economic and Financial Research (pp. 1–6). Cham: Springer International Publishing. https://doi.org/10.1007/978-3-319-03122-4_1' bibtex: '@inbook{Beran_Feng_Hebbel_2015, place={Cham}, title={Introduction}, DOI={10.1007/978-3-319-03122-4_1}, booktitle={Empirical Economic and Financial Research}, publisher={Springer International Publishing}, author={Beran, Jan and Feng, Yuanhua and Hebbel, Hartmut}, year={2015}, pages={1–6} }' chicago: 'Beran, Jan, Yuanhua Feng, and Hartmut Hebbel. “Introduction.” In Empirical Economic and Financial Research, 1–6. Cham: Springer International Publishing, 2015. https://doi.org/10.1007/978-3-319-03122-4_1.' ieee: 'J. Beran, Y. Feng, and H. Hebbel, “Introduction,” in Empirical Economic and Financial Research, Cham: Springer International Publishing, 2015, pp. 1–6.' mla: Beran, Jan, et al. “Introduction.” Empirical Economic and Financial Research, Springer International Publishing, 2015, pp. 1–6, doi:10.1007/978-3-319-03122-4_1. short: 'J. Beran, Y. Feng, H. Hebbel, in: Empirical Economic and Financial Research, Springer International Publishing, Cham, 2015, pp. 1–6.' date_created: 2018-10-11T08:59:27Z date_updated: 2022-01-06T07:01:16Z department: - _id: '206' doi: 10.1007/978-3-319-03122-4_1 language: - iso: eng page: 1-6 place: Cham publication: Empirical Economic and Financial Research publication_identifier: isbn: - '9783319031217' - '9783319031224' issn: - 1570-5811 - 2214-7977 publication_status: published publisher: Springer International Publishing status: public title: Introduction type: book_chapter user_id: '10075' year: '2015' ... --- _id: '4656' 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. An Iterative Plug-in Algorithm for Realized Kernels.; 2015. apa: Feng, Y., & Zhou, C. (2015). An iterative plug-in algorithm for realized kernels. bibtex: '@book{Feng_Zhou_2015, title={An iterative plug-in algorithm for realized kernels}, author={Feng, Yuanhua and Zhou, Chen}, year={2015} }' chicago: Feng, Yuanhua, and Chen Zhou. An Iterative Plug-in Algorithm for Realized Kernels, 2015. ieee: Y. Feng and C. Zhou, An iterative plug-in algorithm for realized kernels. 2015. mla: Feng, Yuanhua, and Chen Zhou. An Iterative Plug-in Algorithm for Realized Kernels. 2015. short: Y. Feng, C. Zhou, An Iterative Plug-in Algorithm for Realized Kernels, 2015. date_created: 2018-10-11T11:16:09Z date_updated: 2022-01-06T07:01:16Z department: - _id: '206' - _id: '475' status: public title: An iterative plug-in algorithm for realized kernels type: working_paper user_id: '10075' year: '2015' ... --- _id: '4599' author: - first_name: Jan full_name: Beran, Jan last_name: Beran - first_name: Yuanhua full_name: Feng, Yuanhua id: '20760' last_name: Feng - first_name: Sucharita full_name: Ghosh, Sucharita last_name: Ghosh citation: ama: 'Beran J, Feng Y, Ghosh S. Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models. Statistical Papers. 2014;56(2):431-451. doi:10.1007/s00362-014-0590-x' apa: 'Beran, J., Feng, Y., & Ghosh, S. (2014). Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models. Statistical Papers, 56(2), 431–451. https://doi.org/10.1007/s00362-014-0590-x' bibtex: '@article{Beran_Feng_Ghosh_2014, title={Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models}, volume={56}, DOI={10.1007/s00362-014-0590-x}, number={2}, journal={Statistical Papers}, publisher={Springer Nature}, author={Beran, Jan and Feng, Yuanhua and Ghosh, Sucharita}, year={2014}, pages={431–451} }' chicago: 'Beran, Jan, Yuanhua Feng, and Sucharita Ghosh. “Modelling Long-Range Dependence and Trends in Duration Series: An Approach Based on EFARIMA and ESEMIFAR Models.” Statistical Papers 56, no. 2 (2014): 431–51. https://doi.org/10.1007/s00362-014-0590-x.' ieee: 'J. Beran, Y. Feng, and S. Ghosh, “Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models,” Statistical Papers, vol. 56, no. 2, pp. 431–451, 2014.' mla: 'Beran, Jan, et al. “Modelling Long-Range Dependence and Trends in Duration Series: An Approach Based on EFARIMA and ESEMIFAR Models.” Statistical Papers, vol. 56, no. 2, Springer Nature, 2014, pp. 431–51, doi:10.1007/s00362-014-0590-x.' short: J. Beran, Y. Feng, S. Ghosh, Statistical Papers 56 (2014) 431–451. date_created: 2018-10-10T09:55:25Z date_updated: 2022-01-06T07:01:14Z department: - _id: '206' doi: 10.1007/s00362-014-0590-x intvolume: ' 56' issue: '2' language: - iso: eng page: 431-451 publication: Statistical Papers publication_identifier: issn: - 0932-5026 - 1613-9798 publication_status: published publisher: Springer Nature status: public title: 'Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models' type: journal_article user_id: '10075' volume: 56 year: '2014' ... --- _id: '4602' author: - first_name: Jan full_name: Beran, Jan last_name: Beran - first_name: Yuanhua full_name: Feng, Yuanhua id: '20760' last_name: Feng - first_name: Sucharita full_name: Ghosh, Sucharita last_name: Ghosh citation: ama: 'Beran J, Feng Y, Ghosh S. On EFARIMA and ESEMIFAR Models. In: Empirical Economic and Financial Research. Cham: Springer International Publishing; 2014:239-253. doi:10.1007/978-3-319-03122-4_15' apa: 'Beran, J., Feng, Y., & Ghosh, S. (2014). On EFARIMA and ESEMIFAR Models. In Empirical Economic and Financial Research (pp. 239–253). Cham: Springer International Publishing. https://doi.org/10.1007/978-3-319-03122-4_15' bibtex: '@inbook{Beran_Feng_Ghosh_2014, place={Cham}, title={On EFARIMA and ESEMIFAR Models}, DOI={10.1007/978-3-319-03122-4_15}, booktitle={Empirical Economic and Financial Research}, publisher={Springer International Publishing}, author={Beran, Jan and Feng, Yuanhua and Ghosh, Sucharita}, year={2014}, pages={239–253} }' chicago: 'Beran, Jan, Yuanhua Feng, and Sucharita Ghosh. “On EFARIMA and ESEMIFAR Models.” In Empirical Economic and Financial Research, 239–53. Cham: Springer International Publishing, 2014. https://doi.org/10.1007/978-3-319-03122-4_15.' ieee: 'J. Beran, Y. Feng, and S. Ghosh, “On EFARIMA and ESEMIFAR Models,” in Empirical Economic and Financial Research, Cham: Springer International Publishing, 2014, pp. 239–253.' mla: Beran, Jan, et al. “On EFARIMA and ESEMIFAR Models.” Empirical Economic and Financial Research, Springer International Publishing, 2014, pp. 239–53, doi:10.1007/978-3-319-03122-4_15. short: 'J. Beran, Y. Feng, S. Ghosh, in: Empirical Economic and Financial Research, Springer International Publishing, Cham, 2014, pp. 239–253.' date_created: 2018-10-10T10:27:24Z date_updated: 2022-01-06T07:01:14Z department: - _id: '206' doi: 10.1007/978-3-319-03122-4_15 language: - iso: eng page: 239-253 place: Cham publication: Empirical Economic and Financial Research publication_identifier: isbn: - '9783319031217' - '9783319031224' issn: - 1570-5811 - 2214-7977 publication_status: published publisher: Springer International Publishing status: public title: On EFARIMA and ESEMIFAR Models type: book_chapter user_id: '10075' year: '2014' ... --- _id: '4603' author: - first_name: Christian full_name: Peitz, Christian id: '2980' last_name: Peitz - first_name: Yuanhua full_name: Feng, Yuanhua id: '20760' last_name: Feng citation: ama: 'Peitz C, Feng Y. Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model. In: Empirical Economic and Financial Research. Cham: Springer International Publishing; 2014:341-356. doi:10.1007/978-3-319-03122-4_21' apa: 'Peitz, C., & Feng, Y. (2014). Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model. In Empirical Economic and Financial Research (pp. 341–356). Cham: Springer International Publishing. https://doi.org/10.1007/978-3-319-03122-4_21' bibtex: '@inbook{Peitz_Feng_2014, place={Cham}, title={Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model}, DOI={10.1007/978-3-319-03122-4_21}, booktitle={Empirical Economic and Financial Research}, publisher={Springer International Publishing}, author={Peitz, Christian and Feng, Yuanhua}, year={2014}, pages={341–356} }' chicago: 'Peitz, Christian, and Yuanhua Feng. “Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model.” In Empirical Economic and Financial Research, 341–56. Cham: Springer International Publishing, 2014. https://doi.org/10.1007/978-3-319-03122-4_21.' ieee: 'C. Peitz and Y. Feng, “Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model,” in Empirical Economic and Financial Research, Cham: Springer International Publishing, 2014, pp. 341–356.' mla: Peitz, Christian, and Yuanhua Feng. “Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model.” Empirical Economic and Financial Research, Springer International Publishing, 2014, pp. 341–56, doi:10.1007/978-3-319-03122-4_21. short: 'C. Peitz, Y. Feng, in: Empirical Economic and Financial Research, Springer International Publishing, Cham, 2014, pp. 341–356.' date_created: 2018-10-10T10:28:44Z date_updated: 2022-01-06T07:01:14Z department: - _id: '206' doi: 10.1007/978-3-319-03122-4_21 language: - iso: eng page: 341-356 place: Cham publication: Empirical Economic and Financial Research publication_identifier: isbn: - '9783319031217' - '9783319031224' issn: - 1570-5811 - 2214-7977 publication_status: published publisher: Springer International Publishing status: public title: Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model type: book_chapter user_id: '10075' year: '2014' ... --- _id: '4605' author: - first_name: Yuanhua full_name: Feng, Yuanhua id: '20760' last_name: Feng citation: ama: Feng Y. Data-driven estimation of diurnal patterns of durations between trades on financial markets. Statistics & Probability Letters. 2014;92:109-113. doi:10.1016/j.spl.2014.05.011 apa: Feng, Y. (2014). Data-driven estimation of diurnal patterns of durations between trades on financial markets. Statistics & Probability Letters, 92, 109–113. https://doi.org/10.1016/j.spl.2014.05.011 bibtex: '@article{Feng_2014, title={Data-driven estimation of diurnal patterns of durations between trades on financial markets}, volume={92}, DOI={10.1016/j.spl.2014.05.011}, journal={Statistics & Probability Letters}, publisher={Elsevier BV}, author={Feng, Yuanhua}, year={2014}, pages={109–113} }' chicago: 'Feng, Yuanhua. “Data-Driven Estimation of Diurnal Patterns of Durations between Trades on Financial Markets.” Statistics & Probability Letters 92 (2014): 109–13. https://doi.org/10.1016/j.spl.2014.05.011.' ieee: Y. Feng, “Data-driven estimation of diurnal patterns of durations between trades on financial markets,” Statistics & Probability Letters, vol. 92, pp. 109–113, 2014. mla: Feng, Yuanhua. “Data-Driven Estimation of Diurnal Patterns of Durations between Trades on Financial Markets.” Statistics & Probability Letters, vol. 92, Elsevier BV, 2014, pp. 109–13, doi:10.1016/j.spl.2014.05.011. short: Y. Feng, Statistics & Probability Letters 92 (2014) 109–113. date_created: 2018-10-10T10:34:03Z date_updated: 2022-01-06T07:01:14Z department: - _id: '206' doi: 10.1016/j.spl.2014.05.011 intvolume: ' 92' language: - iso: eng page: 109-113 publication: Statistics & Probability Letters publication_identifier: issn: - 0167-7152 publication_status: published publisher: Elsevier BV status: public title: Data-driven estimation of diurnal patterns of durations between trades on financial markets type: journal_article user_id: '10075' volume: 92 year: '2014' ... --- _id: '4664' author: - first_name: Chen full_name: Zhou, Chen last_name: Zhou - first_name: Yuanhua full_name: Feng, Yuanhua id: '20760' last_name: Feng citation: ama: Zhou C, Feng Y. Data-driven estimation of realized kernels under dependent microstructure noise and further analysis using the Semi-FI-Log-ACD. 2014. apa: Zhou, C., & Feng, Y. (2014). Data-driven estimation of realized kernels under dependent microstructure noise and further analysis using the Semi-FI-Log-ACD. Presented at the Conference on Computational and Financial Econometrics, University of Pisa, Italy. bibtex: '@article{Zhou_Feng_2014, series={Book of Abstracts}, title={Data-driven estimation of realized kernels under dependent microstructure noise and further analysis using the Semi-FI-Log-ACD}, author={Zhou, Chen and Feng, Yuanhua}, year={2014}, collection={Book of Abstracts} }' chicago: Zhou, Chen, and Yuanhua Feng. “Data-Driven Estimation of Realized Kernels under Dependent Microstructure Noise and Further Analysis Using the Semi-FI-Log-ACD.” Book of Abstracts, 2014. ieee: C. Zhou and Y. Feng, “Data-driven estimation of realized kernels under dependent microstructure noise and further analysis using the Semi-FI-Log-ACD.” 2014. mla: Zhou, Chen, and Yuanhua Feng. Data-Driven Estimation of Realized Kernels under Dependent Microstructure Noise and Further Analysis Using the Semi-FI-Log-ACD. 2014. short: C. Zhou, Y. Feng, (2014). conference: end_date: 8.12.2014 location: University of Pisa, Italy name: Conference on Computational and Financial Econometrics start_date: 6.12.2014 date_created: 2018-10-11T12:20:17Z date_updated: 2022-01-06T07:01:17Z department: - _id: '206' language: - iso: eng series_title: Book of Abstracts status: public title: Data-driven estimation of realized kernels under dependent microstructure noise and further analysis using the Semi-FI-Log-ACD type: conference user_id: '10075' year: '2014' ... --- _id: '4596' author: - first_name: Yuanhua full_name: Feng, Yuanhua id: '20760' last_name: Feng - first_name: Zhichao full_name: Guo, Zhichao last_name: Guo - first_name: Christian full_name: Peitz, Christian id: '2980' last_name: Peitz citation: ama: Feng Y, Guo Z, Peitz C. A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification. Journal of Industry, Competition and Trade. 2013;14(2):207-228. doi:10.1007/s10842-013-0156-y apa: Feng, Y., Guo, Z., & Peitz, C. (2013). A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification. Journal of Industry, Competition and Trade, 14(2), 207–228. https://doi.org/10.1007/s10842-013-0156-y bibtex: '@article{Feng_Guo_Peitz_2013, title={A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification}, volume={14}, DOI={10.1007/s10842-013-0156-y}, number={2}, journal={Journal of Industry, Competition and Trade}, publisher={Springer Nature}, author={Feng, Yuanhua and Guo, Zhichao and Peitz, Christian}, year={2013}, pages={207–228} }' chicago: 'Feng, Yuanhua, Zhichao Guo, and Christian Peitz. “A Tree-Form Constant Market Share Model for Growth Causes in International Trade Based on Multi-Level Classification.” Journal of Industry, Competition and Trade 14, no. 2 (2013): 207–28. https://doi.org/10.1007/s10842-013-0156-y.' ieee: Y. Feng, Z. Guo, and C. Peitz, “A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification,” Journal of Industry, Competition and Trade, vol. 14, no. 2, pp. 207–228, 2013. mla: Feng, Yuanhua, et al. “A Tree-Form Constant Market Share Model for Growth Causes in International Trade Based on Multi-Level Classification.” Journal of Industry, Competition and Trade, vol. 14, no. 2, Springer Nature, 2013, pp. 207–28, doi:10.1007/s10842-013-0156-y. short: Y. Feng, Z. Guo, C. Peitz, Journal of Industry, Competition and Trade 14 (2013) 207–228. date_created: 2018-10-10T09:48:47Z date_updated: 2022-01-06T07:01:14Z department: - _id: '206' doi: 10.1007/s10842-013-0156-y intvolume: ' 14' issue: '2' language: - iso: eng page: 207-228 publication: Journal of Industry, Competition and Trade publication_identifier: issn: - 1566-1679 - 1573-7012 publication_status: published publisher: Springer Nature status: public title: A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification type: journal_article user_id: '10075' volume: 14 year: '2013' ... --- _id: '4600' author: - first_name: Zhichao full_name: Guo, Zhichao last_name: Guo - first_name: Yuanhua full_name: Feng, Yuanhua id: '20760' last_name: Feng citation: ama: Guo Z, Feng Y. Modeling of the impact of the financial crisis and China’s accession to WTO on China’s exports to Germany. Economic Modelling. 2013;31:474-483. doi:10.1016/j.econmod.2012.12.015 apa: Guo, Z., & Feng, Y. (2013). Modeling of the impact of the financial crisis and China’s accession to WTO on China’s exports to Germany. Economic Modelling, 31, 474–483. https://doi.org/10.1016/j.econmod.2012.12.015 bibtex: '@article{Guo_Feng_2013, title={Modeling of the impact of the financial crisis and China’s accession to WTO on China’s exports to Germany}, volume={31}, DOI={10.1016/j.econmod.2012.12.015}, journal={Economic Modelling}, publisher={Elsevier BV}, author={Guo, Zhichao and Feng, Yuanhua}, year={2013}, pages={474–483} }' chicago: 'Guo, Zhichao, and Yuanhua Feng. “Modeling of the Impact of the Financial Crisis and China’s Accession to WTO on China’s Exports to Germany.” Economic Modelling 31 (2013): 474–83. https://doi.org/10.1016/j.econmod.2012.12.015.' ieee: Z. Guo and Y. Feng, “Modeling of the impact of the financial crisis and China’s accession to WTO on China’s exports to Germany,” Economic Modelling, vol. 31, pp. 474–483, 2013. mla: Guo, Zhichao, and Yuanhua Feng. “Modeling of the Impact of the Financial Crisis and China’s Accession to WTO on China’s Exports to Germany.” Economic Modelling, vol. 31, Elsevier BV, 2013, pp. 474–83, doi:10.1016/j.econmod.2012.12.015. short: Z. Guo, Y. Feng, Economic Modelling 31 (2013) 474–483. date_created: 2018-10-10T09:56:47Z date_updated: 2022-01-06T07:01:14Z department: - _id: '206' doi: 10.1016/j.econmod.2012.12.015 intvolume: ' 31' language: - iso: eng page: 474-483 publication: Economic Modelling publication_identifier: issn: - 0264-9993 publication_status: published publisher: Elsevier BV status: public title: Modeling of the impact of the financial crisis and China's accession to WTO on China's exports to Germany type: journal_article user_id: '10075' volume: 31 year: '2013' ...