--- _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' ... --- _id: '4598' author: - first_name: Zhichao full_name: Guo, Zhichao last_name: Guo - first_name: Yuanhua full_name: Feng, Yuanhua id: '20760' last_name: Feng - first_name: Xiangyong full_name: Tan, Xiangyong last_name: Tan citation: ama: Guo Z, Feng Y, Tan X. Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products. Economic Modelling. 2011;28(6):2359-2368. doi:10.1016/j.econmod.2011.06.007 apa: Guo, Z., Feng, Y., & Tan, X. (2011). Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products. Economic Modelling, 28(6), 2359–2368. https://doi.org/10.1016/j.econmod.2011.06.007 bibtex: '@article{Guo_Feng_Tan_2011, title={Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products}, volume={28}, DOI={10.1016/j.econmod.2011.06.007}, number={6}, journal={Economic Modelling}, publisher={Elsevier BV}, author={Guo, Zhichao and Feng, Yuanhua and Tan, Xiangyong}, year={2011}, pages={2359–2368} }' chicago: 'Guo, Zhichao, Yuanhua Feng, and Xiangyong Tan. “Short- and Long-Term Impact of Remarkable Economic Events on the Growth Causes of China–Germany Trade in Agri-Food Products.” Economic Modelling 28, no. 6 (2011): 2359–68. https://doi.org/10.1016/j.econmod.2011.06.007.' ieee: Z. Guo, Y. Feng, and X. Tan, “Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products,” Economic Modelling, vol. 28, no. 6, pp. 2359–2368, 2011. mla: Guo, Zhichao, et al. “Short- and Long-Term Impact of Remarkable Economic Events on the Growth Causes of China–Germany Trade in Agri-Food Products.” Economic Modelling, vol. 28, no. 6, Elsevier BV, 2011, pp. 2359–68, doi:10.1016/j.econmod.2011.06.007. short: Z. Guo, Y. Feng, X. Tan, Economic Modelling 28 (2011) 2359–2368. date_created: 2018-10-10T09:53:29Z date_updated: 2022-01-06T07:01:14Z department: - _id: '206' doi: 10.1016/j.econmod.2011.06.007 intvolume: ' 28' issue: '6' language: - iso: eng page: 2359-2368 publication: Economic Modelling publication_identifier: issn: - 0264-9993 publication_status: published publisher: Elsevier BV status: public title: Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products type: journal_article user_id: '10075' volume: 28 year: '2011' ... --- _id: '4606' author: - first_name: Xiaohong full_name: Liu, Xiaohong last_name: Liu - first_name: David B. full_name: Grant, David B. last_name: Grant - first_name: Alan C. full_name: McKinnon, Alan C. last_name: McKinnon - first_name: Yuanhua full_name: Feng, Yuanhua id: '20760' last_name: Feng citation: ama: Liu X, Grant DB, McKinnon AC, Feng Y. An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers. International Journal of Physical Distribution & Logistics Management. 2010;40(10):847-866. doi:10.1108/09600031011093232 apa: Liu, X., Grant, D. B., McKinnon, A. C., & Feng, Y. (2010). An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers. International Journal of Physical Distribution & Logistics Management, 40(10), 847–866. https://doi.org/10.1108/09600031011093232 bibtex: '@article{Liu_Grant_McKinnon_Feng_2010, title={An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers}, volume={40}, DOI={10.1108/09600031011093232}, number={10}, journal={International Journal of Physical Distribution & Logistics Management}, publisher={Emerald}, author={Liu, Xiaohong and Grant, David B. and McKinnon, Alan C. and Feng, Yuanhua}, year={2010}, pages={847–866} }' chicago: 'Liu, Xiaohong, David B. Grant, Alan C. McKinnon, and Yuanhua Feng. “An Empirical Examination of the Contribution of Capabilities to the Competitiveness of Logistics Service Providers.” International Journal of Physical Distribution & Logistics Management 40, no. 10 (2010): 847–66. https://doi.org/10.1108/09600031011093232.' ieee: X. Liu, D. B. Grant, A. C. McKinnon, and Y. Feng, “An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers,” International Journal of Physical Distribution & Logistics Management, vol. 40, no. 10, pp. 847–866, 2010. mla: Liu, Xiaohong, et al. “An Empirical Examination of the Contribution of Capabilities to the Competitiveness of Logistics Service Providers.” International Journal of Physical Distribution & Logistics Management, vol. 40, no. 10, Emerald, 2010, pp. 847–66, doi:10.1108/09600031011093232. short: X. Liu, D.B. Grant, A.C. McKinnon, Y. Feng, International Journal of Physical Distribution & Logistics Management 40 (2010) 847–866. date_created: 2018-10-10T10:34:53Z date_updated: 2022-01-06T07:01:14Z department: - _id: '206' doi: 10.1108/09600031011093232 intvolume: ' 40' issue: '10' language: - iso: eng page: 847-866 publication: International Journal of Physical Distribution & Logistics Management publication_identifier: issn: - 0960-0035 publication_status: published publisher: Emerald status: public title: An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers type: journal_article user_id: '10075' volume: 40 year: '2010' ... --- _id: '4607' author: - first_name: Xiaohong full_name: Liu, Xiaohong last_name: Liu - first_name: Alan C. full_name: McKinnon, Alan C. last_name: McKinnon - first_name: David B. full_name: Grant, David B. last_name: Grant - first_name: Yuanhua full_name: Feng, Yuanhua id: '20760' last_name: Feng citation: ama: 'Liu X, McKinnon AC, Grant DB, Feng Y. Sources of competitiveness for logistics service providers: a UK industry perspective. Logistics Research. 2010;2(1):23-32. doi:10.1007/s12159-010-0024-7' apa: 'Liu, X., McKinnon, A. C., Grant, D. B., & Feng, Y. (2010). Sources of competitiveness for logistics service providers: a UK industry perspective. Logistics Research, 2(1), 23–32. https://doi.org/10.1007/s12159-010-0024-7' bibtex: '@article{Liu_McKinnon_Grant_Feng_2010, title={Sources of competitiveness for logistics service providers: a UK industry perspective}, volume={2}, DOI={10.1007/s12159-010-0024-7}, number={1}, journal={Logistics Research}, publisher={Springer Nature}, author={Liu, Xiaohong and McKinnon, Alan C. and Grant, David B. and Feng, Yuanhua}, year={2010}, pages={23–32} }' chicago: 'Liu, Xiaohong, Alan C. McKinnon, David B. Grant, and Yuanhua Feng. “Sources of Competitiveness for Logistics Service Providers: A UK Industry Perspective.” Logistics Research 2, no. 1 (2010): 23–32. https://doi.org/10.1007/s12159-010-0024-7.' ieee: 'X. Liu, A. C. McKinnon, D. B. Grant, and Y. Feng, “Sources of competitiveness for logistics service providers: a UK industry perspective,” Logistics Research, vol. 2, no. 1, pp. 23–32, 2010.' mla: 'Liu, Xiaohong, et al. “Sources of Competitiveness for Logistics Service Providers: A UK Industry Perspective.” Logistics Research, vol. 2, no. 1, Springer Nature, 2010, pp. 23–32, doi:10.1007/s12159-010-0024-7.' short: X. Liu, A.C. McKinnon, D.B. Grant, Y. Feng, Logistics Research 2 (2010) 23–32. date_created: 2018-10-10T11:07:19Z date_updated: 2022-01-06T07:01:14Z department: - _id: '206' doi: 10.1007/s12159-010-0024-7 intvolume: ' 2' issue: '1' language: - iso: eng page: 23-32 publication: Logistics Research publication_identifier: issn: - 1865-035X - 1865-0368 publication_status: published publisher: Springer Nature status: public title: 'Sources of competitiveness for logistics service providers: a UK industry perspective' type: journal_article user_id: '10075' volume: 2 year: '2010' ... --- _id: '4608' 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. A simple bootstrap bandwidth selector for local polynomial fitting. Journal of Statistical Computation and Simulation. 2009;79(12):1425-1439. doi:10.1080/00949650802352019 apa: Feng, Y., & Heiler, S. (2009). A simple bootstrap bandwidth selector for local polynomial fitting. Journal of Statistical Computation and Simulation, 79(12), 1425–1439. https://doi.org/10.1080/00949650802352019 bibtex: '@article{Feng_Heiler_2009, title={A simple bootstrap bandwidth selector for local polynomial fitting}, volume={79}, DOI={10.1080/00949650802352019}, number={12}, journal={Journal of Statistical Computation and Simulation}, publisher={Informa UK Limited}, author={Feng, Yuanhua and Heiler, Siegfried}, year={2009}, pages={1425–1439} }' chicago: 'Feng, Yuanhua, and Siegfried Heiler. “A Simple Bootstrap Bandwidth Selector for Local Polynomial Fitting.” Journal of Statistical Computation and Simulation 79, no. 12 (2009): 1425–39. https://doi.org/10.1080/00949650802352019.' ieee: Y. Feng and S. Heiler, “A simple bootstrap bandwidth selector for local polynomial fitting,” Journal of Statistical Computation and Simulation, vol. 79, no. 12, pp. 1425–1439, 2009. mla: Feng, Yuanhua, and Siegfried Heiler. “A Simple Bootstrap Bandwidth Selector for Local Polynomial Fitting.” Journal of Statistical Computation and Simulation, vol. 79, no. 12, Informa UK Limited, 2009, pp. 1425–39, doi:10.1080/00949650802352019. short: Y. Feng, S. Heiler, Journal of Statistical Computation and Simulation 79 (2009) 1425–1439. date_created: 2018-10-10T11:08:18Z date_updated: 2022-01-06T07:01:14Z department: - _id: '206' doi: 10.1080/00949650802352019 intvolume: ' 79' issue: '12' language: - iso: eng page: 1425-1439 publication: Journal of Statistical Computation and Simulation publication_identifier: issn: - 0094-9655 - 1563-5163 publication_status: published publisher: Informa UK Limited status: public title: A simple bootstrap bandwidth selector for local polynomial fitting type: journal_article user_id: '10075' volume: 79 year: '2009' ... --- _id: '4622' 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: Siegfried full_name: Heiler, Siegfried last_name: Heiler citation: ama: Beran J, Feng Y, Heiler S. Modifying the double smoothing bandwidth selector in nonparametric regression. Statistical Methodology. 2009;6(5):447-465. doi:10.1016/j.stamet.2009.04.001 apa: Beran, J., Feng, Y., & Heiler, S. (2009). Modifying the double smoothing bandwidth selector in nonparametric regression. Statistical Methodology, 6(5), 447–465. https://doi.org/10.1016/j.stamet.2009.04.001 bibtex: '@article{Beran_Feng_Heiler_2009, title={Modifying the double smoothing bandwidth selector in nonparametric regression}, volume={6}, DOI={10.1016/j.stamet.2009.04.001}, number={5}, journal={Statistical Methodology}, publisher={Elsevier BV}, author={Beran, Jan and Feng, Yuanhua and Heiler, Siegfried}, year={2009}, pages={447–465} }' chicago: 'Beran, Jan, Yuanhua Feng, and Siegfried Heiler. “Modifying the Double Smoothing Bandwidth Selector in Nonparametric Regression.” Statistical Methodology 6, no. 5 (2009): 447–65. https://doi.org/10.1016/j.stamet.2009.04.001.' ieee: J. Beran, Y. Feng, and S. Heiler, “Modifying the double smoothing bandwidth selector in nonparametric regression,” Statistical Methodology, vol. 6, no. 5, pp. 447–465, 2009. mla: Beran, Jan, et al. “Modifying the Double Smoothing Bandwidth Selector in Nonparametric Regression.” Statistical Methodology, vol. 6, no. 5, Elsevier BV, 2009, pp. 447–65, doi:10.1016/j.stamet.2009.04.001. short: J. Beran, Y. Feng, S. Heiler, Statistical Methodology 6 (2009) 447–465. date_created: 2018-10-10T11:21:18Z date_updated: 2022-01-06T07:01:15Z department: - _id: '206' doi: 10.1016/j.stamet.2009.04.001 extern: '1' intvolume: ' 6' issue: '5' language: - iso: eng page: 447-465 publication: Statistical Methodology publication_identifier: issn: - 1572-3127 publication_status: published publisher: Elsevier BV status: public title: Modifying the double smoothing bandwidth selector in nonparametric regression type: journal_article user_id: '10075' volume: 6 year: '2009' ... --- _id: '4609' author: - first_name: Yuanhua full_name: Feng, Yuanhua id: '20760' last_name: Feng - first_name: Alexander J. full_name: McNeil, Alexander J. last_name: McNeil citation: ama: Feng Y, McNeil AJ. Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility. Economic Modelling. 2008;25(5):850-867. doi:10.1016/j.econmod.2007.11.007 apa: Feng, Y., & McNeil, A. J. (2008). Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility. Economic Modelling, 25(5), 850–867. https://doi.org/10.1016/j.econmod.2007.11.007 bibtex: '@article{Feng_McNeil_2008, title={Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility}, volume={25}, DOI={10.1016/j.econmod.2007.11.007}, number={5}, journal={Economic Modelling}, publisher={Elsevier BV}, author={Feng, Yuanhua and McNeil, Alexander J.}, year={2008}, pages={850–867} }' chicago: 'Feng, Yuanhua, and Alexander J. McNeil. “Modelling of Scale Change, Periodicity and Conditional Heteroskedasticity in Return Volatility.” Economic Modelling 25, no. 5 (2008): 850–67. https://doi.org/10.1016/j.econmod.2007.11.007.' ieee: Y. Feng and A. J. McNeil, “Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility,” Economic Modelling, vol. 25, no. 5, pp. 850–867, 2008. mla: Feng, Yuanhua, and Alexander J. McNeil. “Modelling of Scale Change, Periodicity and Conditional Heteroskedasticity in Return Volatility.” Economic Modelling, vol. 25, no. 5, Elsevier BV, 2008, pp. 850–67, doi:10.1016/j.econmod.2007.11.007. short: Y. Feng, A.J. McNeil, Economic Modelling 25 (2008) 850–867. date_created: 2018-10-10T11:08:54Z date_updated: 2022-01-06T07:01:14Z department: - _id: '206' doi: 10.1016/j.econmod.2007.11.007 extern: '1' intvolume: ' 25' issue: '5' language: - iso: eng page: 850-867 publication: Economic Modelling publication_identifier: issn: - 0264-9993 publication_status: published publisher: Elsevier BV status: public title: Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility type: journal_article user_id: '10075' volume: 25 year: '2008' ... --- _id: '3470' article_number: '733' 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. Local Polynomial Estimation with a FARIMA-GARCH Error Process. Bernoulli. 2007;7(5). doi:10.2307/3318539 apa: Beran, J., & Feng, Y. (2007). Local Polynomial Estimation with a FARIMA-GARCH Error Process. Bernoulli, 7(5). https://doi.org/10.2307/3318539 bibtex: '@article{Beran_Feng_2007, title={Local Polynomial Estimation with a FARIMA-GARCH Error Process}, volume={7}, DOI={10.2307/3318539}, number={5733}, journal={Bernoulli}, publisher={JSTOR}, author={Beran, Jan and Feng, Yuanhua}, year={2007} }' chicago: Beran, Jan, and Yuanhua Feng. “Local Polynomial Estimation with a FARIMA-GARCH Error Process.” Bernoulli 7, no. 5 (2007). https://doi.org/10.2307/3318539. ieee: J. Beran and Y. Feng, “Local Polynomial Estimation with a FARIMA-GARCH Error Process,” Bernoulli, vol. 7, no. 5, 2007. mla: Beran, Jan, and Yuanhua Feng. “Local Polynomial Estimation with a FARIMA-GARCH Error Process.” Bernoulli, vol. 7, no. 5, 733, JSTOR, 2007, doi:10.2307/3318539. short: J. Beran, Y. Feng, Bernoulli 7 (2007). date_created: 2018-07-05T14:28:34Z date_updated: 2022-01-06T06:59:18Z department: - _id: '206' doi: 10.2307/3318539 intvolume: ' 7' issue: '5' publication: Bernoulli publication_identifier: issn: - 1350-7265 publication_status: published publisher: JSTOR status: public title: Local Polynomial Estimation with a FARIMA-GARCH Error Process type: journal_article user_id: '10075' volume: 7 year: '2007' ... --- _id: '4613' author: - first_name: Yuanhua full_name: Feng, Yuanhua id: '20760' last_name: Feng citation: ama: Feng Y. On the asymptotic variance in nonparametric regression with fractional time-series errors. Journal of Nonparametric Statistics. 2007;19(2):63-76. doi:10.1080/10485250701381737 apa: Feng, Y. (2007). On the asymptotic variance in nonparametric regression with fractional time-series errors. Journal of Nonparametric Statistics, 19(2), 63–76. https://doi.org/10.1080/10485250701381737 bibtex: '@article{Feng_2007, title={On the asymptotic variance in nonparametric regression with fractional time-series errors}, volume={19}, DOI={10.1080/10485250701381737}, number={2}, journal={Journal of Nonparametric Statistics}, publisher={Informa UK Limited}, author={Feng, Yuanhua}, year={2007}, pages={63–76} }' chicago: 'Feng, Yuanhua. “On the Asymptotic Variance in Nonparametric Regression with Fractional Time-Series Errors.” Journal of Nonparametric Statistics 19, no. 2 (2007): 63–76. https://doi.org/10.1080/10485250701381737.' ieee: Y. Feng, “On the asymptotic variance in nonparametric regression with fractional time-series errors,” Journal of Nonparametric Statistics, vol. 19, no. 2, pp. 63–76, 2007. mla: Feng, Yuanhua. “On the Asymptotic Variance in Nonparametric Regression with Fractional Time-Series Errors.” Journal of Nonparametric Statistics, vol. 19, no. 2, Informa UK Limited, 2007, pp. 63–76, doi:10.1080/10485250701381737. short: Y. Feng, Journal of Nonparametric Statistics 19 (2007) 63–76. date_created: 2018-10-10T11:13:40Z date_updated: 2022-01-06T07:01:15Z department: - _id: '206' doi: 10.1080/10485250701381737 extern: '1' intvolume: ' 19' issue: '2' language: - iso: eng page: 63-76 publication: Journal of Nonparametric Statistics publication_identifier: issn: - 1048-5252 - 1029-0311 publication_status: published publisher: Informa UK Limited status: public title: On the asymptotic variance in nonparametric regression with fractional time-series errors type: journal_article user_id: '10075' volume: 19 year: '2007' ... --- _id: '4614' author: - first_name: Yuanhua full_name: Feng, Yuanhua id: '20760' last_name: Feng - first_name: J. full_name: Beran, J. last_name: Beran - first_name: K. full_name: Yu, K. last_name: Yu citation: ama: Feng Y, Beran J, Yu K. Modelling financial time series with SEMIFAR GARCH model. IMA Journal of Management Mathematics. 2007;18(4):395-412. doi:10.1093/imaman/dpm024 apa: Feng, Y., Beran, J., & Yu, K. (2007). Modelling financial time series with SEMIFAR GARCH model. IMA Journal of Management Mathematics, 18(4), 395–412. https://doi.org/10.1093/imaman/dpm024 bibtex: '@article{Feng_Beran_Yu_2007, title={Modelling financial time series with SEMIFAR GARCH model}, volume={18}, DOI={10.1093/imaman/dpm024}, number={4}, journal={IMA Journal of Management Mathematics}, publisher={Oxford University Press (OUP)}, author={Feng, Yuanhua and Beran, J. and Yu, K.}, year={2007}, pages={395–412} }' chicago: 'Feng, Yuanhua, J. Beran, and K. Yu. “Modelling Financial Time Series with SEMIFAR GARCH Model.” IMA Journal of Management Mathematics 18, no. 4 (2007): 395–412. https://doi.org/10.1093/imaman/dpm024.' ieee: Y. Feng, J. Beran, and K. Yu, “Modelling financial time series with SEMIFAR GARCH model,” IMA Journal of Management Mathematics, vol. 18, no. 4, pp. 395–412, 2007. mla: Feng, Yuanhua, et al. “Modelling Financial Time Series with SEMIFAR GARCH Model.” IMA Journal of Management Mathematics, vol. 18, no. 4, Oxford University Press (OUP), 2007, pp. 395–412, doi:10.1093/imaman/dpm024. short: Y. Feng, J. Beran, K. Yu, IMA Journal of Management Mathematics 18 (2007) 395–412. date_created: 2018-10-10T11:14:21Z date_updated: 2022-01-06T07:01:15Z department: - _id: '206' doi: 10.1093/imaman/dpm024 extern: '1' intvolume: ' 18' issue: '4' page: 395-412 publication: IMA Journal of Management Mathematics publication_identifier: issn: - 1471-678X - 1471-6798 publication_status: published publisher: Oxford University Press (OUP) status: public title: Modelling financial time series with SEMIFAR GARCH model type: journal_article user_id: '10075' volume: 18 year: '2007' ... --- _id: '4616' 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: Günter full_name: Franke, Günter last_name: Franke - first_name: Dieter full_name: Hess, Dieter last_name: Hess - first_name: Dirk full_name: Ocker, Dirk last_name: Ocker citation: ama: 'Beran J, Feng Y, Franke G, Hess D, Ocker D. Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity. In: Processes with Long-Range Correlations. Berlin, Heidelberg: Springer Berlin Heidelberg; 2007:225-250. doi:10.1007/3-540-44832-2_13' apa: 'Beran, J., Feng, Y., Franke, G., Hess, D., & Ocker, D. (2007). Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity. In Processes with Long-Range Correlations (pp. 225–250). Berlin, Heidelberg: Springer Berlin Heidelberg. https://doi.org/10.1007/3-540-44832-2_13' bibtex: '@inbook{Beran_Feng_Franke_Hess_Ocker_2007, place={Berlin, Heidelberg}, title={Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity}, DOI={10.1007/3-540-44832-2_13}, booktitle={Processes with Long-Range Correlations}, publisher={Springer Berlin Heidelberg}, author={Beran, Jan and Feng, Yuanhua and Franke, Günter and Hess, Dieter and Ocker, Dirk}, year={2007}, pages={225–250} }' chicago: 'Beran, Jan, Yuanhua Feng, Günter Franke, Dieter Hess, and Dirk Ocker. “Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity.” In Processes with Long-Range Correlations, 225–50. Berlin, Heidelberg: Springer Berlin Heidelberg, 2007. https://doi.org/10.1007/3-540-44832-2_13.' ieee: 'J. Beran, Y. Feng, G. Franke, D. Hess, and D. Ocker, “Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity,” in Processes with Long-Range Correlations, Berlin, Heidelberg: Springer Berlin Heidelberg, 2007, pp. 225–250.' mla: Beran, Jan, et al. “Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity.” Processes with Long-Range Correlations, Springer Berlin Heidelberg, 2007, pp. 225–50, doi:10.1007/3-540-44832-2_13. short: 'J. Beran, Y. Feng, G. Franke, D. Hess, D. Ocker, in: Processes with Long-Range Correlations, Springer Berlin Heidelberg, Berlin, Heidelberg, 2007, pp. 225–250.' date_created: 2018-10-10T11:16:47Z date_updated: 2022-01-06T07:01:15Z department: - _id: '206' doi: 10.1007/3-540-44832-2_13 extern: '1' language: - iso: eng page: 225-250 place: Berlin, Heidelberg publication: Processes with Long-Range Correlations publication_identifier: isbn: - '9783540401292' - '9783540448327' issn: - 0075-8450 publication_status: published publisher: Springer Berlin Heidelberg status: public title: Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity type: book_chapter user_id: '10075' year: '2007' ...