---
_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'
...