--- _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' ... --- _id: '4628' 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 - first_name: Rafal full_name: Kulik, Rafal last_name: Kulik citation: ama: 'Beran J, Feng Y, Ghosh S, Kulik R. Long-Memory Processes. Berlin, Heidelberg: Springer Berlin Heidelberg; 2013. doi:10.1007/978-3-642-35512-7' apa: 'Beran, J., Feng, Y., Ghosh, S., & Kulik, R. (2013). Long-Memory Processes. Berlin, Heidelberg: Springer Berlin Heidelberg. https://doi.org/10.1007/978-3-642-35512-7' bibtex: '@book{Beran_Feng_Ghosh_Kulik_2013, place={Berlin, Heidelberg}, title={Long-Memory Processes}, DOI={10.1007/978-3-642-35512-7}, publisher={Springer Berlin Heidelberg}, author={Beran, Jan and Feng, Yuanhua and Ghosh, Sucharita and Kulik, Rafal}, year={2013} }' chicago: 'Beran, Jan, Yuanhua Feng, Sucharita Ghosh, and Rafal Kulik. Long-Memory Processes. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. https://doi.org/10.1007/978-3-642-35512-7.' ieee: 'J. Beran, Y. Feng, S. Ghosh, and R. Kulik, Long-Memory Processes. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013.' mla: Beran, Jan, et al. Long-Memory Processes. Springer Berlin Heidelberg, 2013, doi:10.1007/978-3-642-35512-7. short: J. Beran, Y. Feng, S. Ghosh, R. Kulik, Long-Memory Processes, Springer Berlin Heidelberg, Berlin, Heidelberg, 2013. date_created: 2018-10-10T11:40:15Z date_updated: 2022-01-06T07:01:15Z department: - _id: '206' doi: 10.1007/978-3-642-35512-7 language: - iso: eng place: Berlin, Heidelberg publication_identifier: isbn: - '9783642355110' - '9783642355127' publication_status: published publisher: Springer Berlin Heidelberg status: public title: Long-Memory Processes type: book user_id: '10075' year: '2013' ... --- _id: '4657' author: - first_name: Yuanhua full_name: Feng, Yuanhua id: '20760' last_name: Feng - first_name: Lixin full_name: Sun, Lixin last_name: Sun citation: ama: Feng Y, Sun L. A Semi-APARCH Approach for Comparing Long-Term and Short-Term Risk in Chinese Financial Market and in Mature Financial Markets.; 2013. apa: Feng, Y., & Sun, L. (2013). A Semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets. bibtex: '@book{Feng_Sun_2013, title={A Semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets}, author={Feng, Yuanhua and Sun, Lixin}, year={2013} }' chicago: Feng, Yuanhua, and Lixin Sun. A Semi-APARCH Approach for Comparing Long-Term and Short-Term Risk in Chinese Financial Market and in Mature Financial Markets, 2013. ieee: Y. Feng and L. Sun, A Semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets. 2013. mla: Feng, Yuanhua, and Lixin Sun. A Semi-APARCH Approach for Comparing Long-Term and Short-Term Risk in Chinese Financial Market and in Mature Financial Markets. 2013. short: Y. Feng, L. Sun, A Semi-APARCH Approach for Comparing Long-Term and Short-Term Risk in Chinese Financial Market and in Mature Financial Markets, 2013. date_created: 2018-10-11T11:18:10Z date_updated: 2022-01-06T07:01:16Z department: - _id: '206' - _id: '475' language: - iso: eng status: public title: A Semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets type: working_paper user_id: '10075' year: '2013' ... --- _id: '4658' author: - first_name: Yuanhua full_name: Feng, Yuanhua id: '20760' last_name: Feng citation: ama: Feng Y. Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects.; 2013. apa: Feng, Y. (2013). Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects. bibtex: '@book{Feng_2013, title={Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects}, author={Feng, Yuanhua}, year={2013} }' chicago: Feng, Yuanhua. Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects, 2013. ieee: Y. Feng, Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects. 2013. mla: Feng, Yuanhua. Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects. 2013. short: Y. Feng, Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects, 2013. date_created: 2018-10-11T11:19:17Z date_updated: 2022-01-06T07:01:17Z department: - _id: '206' - _id: '475' language: - iso: eng status: public title: Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects type: working_paper user_id: '10075' year: '2013' ... --- _id: '4597' author: - first_name: Yuanhua full_name: Feng, Yuanhua id: '20760' last_name: Feng citation: ama: Feng Y. An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method. Journal of Applied Statistics. 2012;40(2):266-281. doi:10.1080/02664763.2012.740626 apa: Feng, Y. (2012). An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method. Journal of Applied Statistics, 40(2), 266–281. https://doi.org/10.1080/02664763.2012.740626 bibtex: '@article{Feng_2012, title={An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method}, volume={40}, DOI={10.1080/02664763.2012.740626}, number={2}, journal={Journal of Applied Statistics}, publisher={Informa UK Limited}, author={Feng, Yuanhua}, year={2012}, pages={266–281} }' chicago: 'Feng, Yuanhua. “An Iterative Plug-in Algorithm for Decomposing Seasonal Time Series Using the Berlin Method.” Journal of Applied Statistics 40, no. 2 (2012): 266–81. https://doi.org/10.1080/02664763.2012.740626.' ieee: Y. Feng, “An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method,” Journal of Applied Statistics, vol. 40, no. 2, pp. 266–281, 2012. mla: Feng, Yuanhua. “An Iterative Plug-in Algorithm for Decomposing Seasonal Time Series Using the Berlin Method.” Journal of Applied Statistics, vol. 40, no. 2, Informa UK Limited, 2012, pp. 266–81, doi:10.1080/02664763.2012.740626. short: Y. Feng, Journal of Applied Statistics 40 (2012) 266–281. date_created: 2018-10-10T09:52:22Z date_updated: 2022-01-06T07:01:14Z department: - _id: '206' doi: 10.1080/02664763.2012.740626 intvolume: ' 40' issue: '2' language: - iso: eng page: 266-281 publication: Journal of Applied Statistics publication_identifier: issn: - 0266-4763 - 1360-0532 publication_status: published publisher: Informa UK Limited status: public title: An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method type: journal_article user_id: '10075' volume: 40 year: '2012' ... --- _id: '4601' author: - first_name: Yuanhua full_name: Feng, Yuanhua id: '20760' last_name: Feng - first_name: Jan full_name: Beran, Jan last_name: Beran citation: ama: Feng Y, Beran J. Optimal convergence rates in non-parametric regression with fractional time series errors. Journal of Time Series Analysis. 2012;34(1):30-39. doi:10.1111/j.1467-9892.2012.00811.x apa: Feng, Y., & Beran, J. (2012). Optimal convergence rates in non-parametric regression with fractional time series errors. Journal of Time Series Analysis, 34(1), 30–39. https://doi.org/10.1111/j.1467-9892.2012.00811.x bibtex: '@article{Feng_Beran_2012, title={Optimal convergence rates in non-parametric regression with fractional time series errors}, volume={34}, DOI={10.1111/j.1467-9892.2012.00811.x}, number={1}, journal={Journal of Time Series Analysis}, publisher={Wiley}, author={Feng, Yuanhua and Beran, Jan}, year={2012}, pages={30–39} }' chicago: 'Feng, Yuanhua, and Jan Beran. “Optimal Convergence Rates in Non-Parametric Regression with Fractional Time Series Errors.” Journal of Time Series Analysis 34, no. 1 (2012): 30–39. https://doi.org/10.1111/j.1467-9892.2012.00811.x.' ieee: Y. Feng and J. Beran, “Optimal convergence rates in non-parametric regression with fractional time series errors,” Journal of Time Series Analysis, vol. 34, no. 1, pp. 30–39, 2012. mla: Feng, Yuanhua, and Jan Beran. “Optimal Convergence Rates in Non-Parametric Regression with Fractional Time Series Errors.” Journal of Time Series Analysis, vol. 34, no. 1, Wiley, 2012, pp. 30–39, doi:10.1111/j.1467-9892.2012.00811.x. short: Y. Feng, J. Beran, Journal of Time Series Analysis 34 (2012) 30–39. date_created: 2018-10-10T09:57:46Z date_updated: 2022-01-06T07:01:14Z department: - _id: '206' doi: 10.1111/j.1467-9892.2012.00811.x intvolume: ' 34' issue: '1' language: - iso: eng page: 30-39 publication: Journal of Time Series Analysis publication_identifier: issn: - 0143-9782 publication_status: published publisher: Wiley status: public title: Optimal convergence rates in non-parametric regression with fractional time series errors type: journal_article user_id: '10075' volume: 34 year: '2012' ... --- _id: '4610' author: - first_name: Yuanhua full_name: Feng, Yuanhua id: '20760' last_name: Feng - first_name: Jan full_name: Beran, Jan last_name: Beran citation: ama: Feng Y, Beran J. Filtered Log-Periodogram Regression of Long Memory Processes. Journal of Statistical Theory and Practice. 2012;3(4):777-793. doi:10.1080/15598608.2009.10411959 apa: Feng, Y., & Beran, J. (2012). Filtered Log-Periodogram Regression of Long Memory Processes. Journal of Statistical Theory and Practice, 3(4), 777–793. https://doi.org/10.1080/15598608.2009.10411959 bibtex: '@article{Feng_Beran_2012, title={Filtered Log-Periodogram Regression of Long Memory Processes}, volume={3}, DOI={10.1080/15598608.2009.10411959}, number={4}, journal={Journal of Statistical Theory and Practice}, publisher={Informa UK Limited}, author={Feng, Yuanhua and Beran, Jan}, year={2012}, pages={777–793} }' chicago: 'Feng, Yuanhua, and Jan Beran. “Filtered Log-Periodogram Regression of Long Memory Processes.” Journal of Statistical Theory and Practice 3, no. 4 (2012): 777–93. https://doi.org/10.1080/15598608.2009.10411959.' ieee: Y. Feng and J. Beran, “Filtered Log-Periodogram Regression of Long Memory Processes,” Journal of Statistical Theory and Practice, vol. 3, no. 4, pp. 777–793, 2012. mla: Feng, Yuanhua, and Jan Beran. “Filtered Log-Periodogram Regression of Long Memory Processes.” Journal of Statistical Theory and Practice, vol. 3, no. 4, Informa UK Limited, 2012, pp. 777–93, doi:10.1080/15598608.2009.10411959. short: Y. Feng, J. Beran, Journal of Statistical Theory and Practice 3 (2012) 777–793. date_created: 2018-10-10T11:09:44Z date_updated: 2022-01-06T07:01:14Z department: - _id: '206' doi: 10.1080/15598608.2009.10411959 extern: '1' intvolume: ' 3' issue: '4' language: - iso: eng page: 777-793 publication: Journal of Statistical Theory and Practice publication_identifier: issn: - 1559-8608 - 1559-8616 publication_status: published publisher: Informa UK Limited status: public title: Filtered Log-Periodogram Regression of Long Memory Processes type: journal_article user_id: '10075' volume: 3 year: '2012' ... --- _id: '4611' author: - first_name: Jan full_name: Beran, Jan last_name: Beran - first_name: Yuanhua full_name: Feng, Yuanhua id: '20760' last_name: Feng citation: ama: Beran J, Feng Y. Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes. Journal of Statistical Theory and Practice. 2012;1(2):149-166. doi:10.1080/15598608.2007.10411831 apa: Beran, J., & Feng, Y. (2012). Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes. Journal of Statistical Theory and Practice, 1(2), 149–166. https://doi.org/10.1080/15598608.2007.10411831 bibtex: '@article{Beran_Feng_2012, title={Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes}, volume={1}, DOI={10.1080/15598608.2007.10411831}, number={2}, journal={Journal of Statistical Theory and Practice}, publisher={Informa UK Limited}, author={Beran, Jan and Feng, Yuanhua}, year={2012}, pages={149–166} }' chicago: 'Beran, Jan, and Yuanhua Feng. “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes.” Journal of Statistical Theory and Practice 1, no. 2 (2012): 149–66. https://doi.org/10.1080/15598608.2007.10411831.' ieee: J. Beran and Y. Feng, “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes,” Journal of Statistical Theory and Practice, vol. 1, no. 2, pp. 149–166, 2012. mla: Beran, Jan, and Yuanhua Feng. “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes.” Journal of Statistical Theory and Practice, vol. 1, no. 2, Informa UK Limited, 2012, pp. 149–66, doi:10.1080/15598608.2007.10411831. short: J. Beran, Y. Feng, Journal of Statistical Theory and Practice 1 (2012) 149–166. date_created: 2018-10-10T11:12:25Z date_updated: 2022-01-06T07:01:14Z department: - _id: '206' doi: 10.1080/15598608.2007.10411831 intvolume: ' 1' issue: '2' page: 149-166 publication: Journal of Statistical Theory and Practice publication_identifier: issn: - 1559-8608 - 1559-8616 publication_status: published publisher: Informa UK Limited status: public title: Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes type: journal_article user_id: '10075' volume: 1 year: '2012' ... --- _id: '4612' author: - first_name: Jan full_name: Beran, Jan last_name: Beran - first_name: Yuanhua full_name: Feng, Yuanhua id: '20760' last_name: Feng citation: ama: Beran J, Feng Y. Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes. Journal of Statistical Theory and Practice. 2012;1(2):149-166. doi:10.1080/15598608.2007.10411831 apa: Beran, J., & Feng, Y. (2012). Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes. Journal of Statistical Theory and Practice, 1(2), 149–166. https://doi.org/10.1080/15598608.2007.10411831 bibtex: '@article{Beran_Feng_2012, title={Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes}, volume={1}, DOI={10.1080/15598608.2007.10411831}, number={2}, journal={Journal of Statistical Theory and Practice}, publisher={Informa UK Limited}, author={Beran, Jan and Feng, Yuanhua}, year={2012}, pages={149–166} }' chicago: 'Beran, Jan, and Yuanhua Feng. “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes.” Journal of Statistical Theory and Practice 1, no. 2 (2012): 149–66. https://doi.org/10.1080/15598608.2007.10411831.' ieee: J. Beran and Y. Feng, “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes,” Journal of Statistical Theory and Practice, vol. 1, no. 2, pp. 149–166, 2012. mla: Beran, Jan, and Yuanhua Feng. “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes.” Journal of Statistical Theory and Practice, vol. 1, no. 2, Informa UK Limited, 2012, pp. 149–66, doi:10.1080/15598608.2007.10411831. short: J. Beran, Y. Feng, Journal of Statistical Theory and Practice 1 (2012) 149–166. date_created: 2018-10-10T11:12:49Z date_updated: 2022-01-06T07:01:14Z department: - _id: '206' doi: 10.1080/15598608.2007.10411831 extern: '1' intvolume: ' 1' issue: '2' language: - iso: eng page: 149-166 publication: Journal of Statistical Theory and Practice publication_identifier: issn: - 1559-8608 - 1559-8616 publication_status: published publisher: Informa UK Limited status: public title: Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes type: journal_article user_id: '10075' volume: 1 year: '2012' ... --- _id: '4631' author: - first_name: Yuanhua full_name: Feng, Yuanhua id: '20760' last_name: Feng - first_name: Siegfried full_name: Heiler, Siegfried last_name: Heiler citation: ama: 'Feng Y, Heiler S. Locally Weighted Autoregression. In: Econometrics in Theory and Practice. Heidelberg: Physica-Verlag HD; 2012:101-117. doi:10.1007/978-3-642-47027-1_10' apa: 'Feng, Y., & Heiler, S. (2012). Locally Weighted Autoregression. In Econometrics in Theory and Practice (pp. 101–117). Heidelberg: Physica-Verlag HD. https://doi.org/10.1007/978-3-642-47027-1_10' bibtex: '@inbook{Feng_Heiler_2012, place={Heidelberg}, title={Locally Weighted Autoregression}, DOI={10.1007/978-3-642-47027-1_10}, booktitle={Econometrics in Theory and Practice}, publisher={Physica-Verlag HD}, author={Feng, Yuanhua and Heiler, Siegfried}, year={2012}, pages={101–117} }' chicago: 'Feng, Yuanhua, and Siegfried Heiler. “Locally Weighted Autoregression.” In Econometrics in Theory and Practice, 101–17. Heidelberg: Physica-Verlag HD, 2012. https://doi.org/10.1007/978-3-642-47027-1_10.' ieee: 'Y. Feng and S. Heiler, “Locally Weighted Autoregression,” in Econometrics in Theory and Practice, Heidelberg: Physica-Verlag HD, 2012, pp. 101–117.' mla: Feng, Yuanhua, and Siegfried Heiler. “Locally Weighted Autoregression.” Econometrics in Theory and Practice, Physica-Verlag HD, 2012, pp. 101–17, doi:10.1007/978-3-642-47027-1_10. short: 'Y. Feng, S. Heiler, in: Econometrics in Theory and Practice, Physica-Verlag HD, Heidelberg, 2012, pp. 101–117.' date_created: 2018-10-10T11:53:45Z date_updated: 2022-01-06T07:01:16Z department: - _id: '206' doi: 10.1007/978-3-642-47027-1_10 page: 101-117 place: Heidelberg publication: Econometrics in Theory and Practice publication_identifier: isbn: - '9783642470295' - '9783642470271' publication_status: published publisher: Physica-Verlag HD status: public title: Locally Weighted Autoregression type: book_chapter user_id: '10075' year: '2012' ... --- _id: '4659' author: - first_name: Yuanhua full_name: Feng, Yuanhua id: '20760' last_name: Feng - first_name: David full_name: Hand, David last_name: Hand - first_name: Keming full_name: Yu, Keming last_name: Yu citation: ama: Feng Y, Hand D, Yu K. A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance.; 2012. apa: Feng, Y., Hand, D., & Yu, K. (2012). A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance. bibtex: '@book{Feng_Hand_Yu_2012, title={A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance}, author={Feng, Yuanhua and Hand, David and Yu, Keming}, year={2012} }' chicago: Feng, Yuanhua, David Hand, and Keming Yu. A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance, 2012. ieee: Y. Feng, D. Hand, and K. Yu, A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance. 2012. mla: Feng, Yuanhua, et al. A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance. 2012. short: Y. Feng, D. Hand, K. Yu, A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance, 2012. date_created: 2018-10-11T11:21:05Z date_updated: 2022-01-06T07:01:17Z department: - _id: '206' - _id: '475' language: - iso: eng status: public title: A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance type: working_paper user_id: '10075' year: '2012' ...