---
_id: '4665'
author:
- first_name: Bastian
  full_name: Schäfer, Bastian
  id: '70618'
  last_name: Schäfer
- first_name: Yuanhua
  full_name: Feng, Yuanhua
  id: '20760'
  last_name: Feng
citation:
  ama: 'Schäfer B, Feng Y. Further Development of the Double Conditional Smoothing
    for Nonparametric Surfaces Under a Lattice Spatial Model. In: <i>Book of Abstracts</i>.
    ; 2018:7.'
  apa: Schäfer, B., &#38; Feng, Y. (2018). Further Development of the Double Conditional
    Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model. In <i>Book
    of Abstracts</i> (p. 7). Paderborn, Germany.
  bibtex: '@inproceedings{Schäfer_Feng_2018, title={Further Development of the Double
    Conditional Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model},
    booktitle={Book of Abstracts}, author={Schäfer, Bastian and Feng, Yuanhua}, year={2018},
    pages={7} }'
  chicago: Schäfer, Bastian, and Yuanhua Feng. “Further Development of the Double
    Conditional Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model.”
    In <i>Book of Abstracts</i>, 7, 2018.
  ieee: B. Schäfer and Y. Feng, “Further Development of the Double Conditional Smoothing
    for Nonparametric Surfaces Under a Lattice Spatial Model,” in <i>Book of Abstracts</i>,
    Paderborn, Germany, 2018, p. 7.
  mla: Schäfer, Bastian, and Yuanhua Feng. “Further Development of the Double Conditional
    Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model.” <i>Book of
    Abstracts</i>, 2018, p. 7.
  short: 'B. Schäfer, Y. Feng, in: Book of Abstracts, 2018, p. 7.'
conference:
  end_date: 6.7.2018
  location: Paderborn, Germany
  name: European Conference on Data Analysis
  start_date: 4.7.2018
date_created: 2018-10-11T12:24:19Z
date_updated: 2022-01-06T07:01:17Z
department:
- _id: '206'
language:
- iso: eng
page: '7'
publication: Book of Abstracts
status: public
title: Further Development of the Double Conditional Smoothing for Nonparametric Surfaces
  Under a Lattice Spatial Model
type: conference
user_id: '1112'
year: '2018'
...
---
_id: '4667'
author:
- first_name: Yuanhua
  full_name: Feng, Yuanhua
  id: '20760'
  last_name: Feng
- first_name: Sebastian
  full_name: Letmathe, Sebastian
  id: '23991'
  last_name: Letmathe
citation:
  ama: Feng Y, Letmathe S. The Non-Gaussian ESEMIFAR Model. 2018:7.
  apa: Feng, Y., &#38; Letmathe, S. (2018). The Non-Gaussian ESEMIFAR Model. Presented
    at the European Conference on Data Analysis, Paderborn, Germany.
  bibtex: '@article{Feng_Letmathe_2018, series={Book of Abstracts}, title={The Non-Gaussian
    ESEMIFAR Model}, author={Feng, Yuanhua and Letmathe, Sebastian}, year={2018},
    pages={7}, collection={Book of Abstracts} }'
  chicago: Feng, Yuanhua, and Sebastian Letmathe. “The Non-Gaussian ESEMIFAR Model.”
    Book of Abstracts, 2018.
  ieee: Y. Feng and S. Letmathe, “The Non-Gaussian ESEMIFAR Model.” p. 7, 2018.
  mla: Feng, Yuanhua, and Sebastian Letmathe. <i>The Non-Gaussian ESEMIFAR Model</i>.
    2018, p. 7.
  short: Y. Feng, S. Letmathe, (2018) 7.
conference:
  end_date: 6.7.2018
  location: Paderborn, Germany
  name: European Conference on Data Analysis
  start_date: 4.7.2018
date_created: 2018-10-11T12:26:05Z
date_updated: 2022-01-06T07:01:17Z
department:
- _id: '206'
language:
- iso: eng
page: '7'
series_title: Book of Abstracts
status: public
title: The Non-Gaussian ESEMIFAR Model
type: conference
user_id: '10075'
year: '2018'
...
---
_id: '4668'
author:
- first_name: Sarah
  full_name: Forstinger, Sarah
  id: '10075'
  last_name: Forstinger
- first_name: Yuanhua
  full_name: Feng, Yuanhua
  id: '20760'
  last_name: Feng
- first_name: Christian
  full_name: Peitz, Christian
  id: '2980'
  last_name: Peitz
citation:
  ama: 'Forstinger S, Feng Y, Peitz C. Forecasting Non-Negative Financial Processes
    Using Different Parametric and Semi-Parametric ACD-Type Models. In: <i>Book of
    Abstracts</i>. ; 2018:17.'
  apa: Forstinger, S., Feng, Y., &#38; Peitz, C. (2018). Forecasting Non-Negative
    Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models.
    In <i>Book of Abstracts</i> (p. 17). Paderborn, Germany.
  bibtex: '@inproceedings{Forstinger_Feng_Peitz_2018, title={Forecasting Non-Negative
    Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models},
    booktitle={Book of Abstracts}, author={Forstinger, Sarah and Feng, Yuanhua and
    Peitz, Christian}, year={2018}, pages={17} }'
  chicago: Forstinger, Sarah, Yuanhua Feng, and Christian Peitz. “Forecasting Non-Negative
    Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models.”
    In <i>Book of Abstracts</i>, 17, 2018.
  ieee: S. Forstinger, Y. Feng, and C. Peitz, “Forecasting Non-Negative Financial
    Processes Using Different Parametric and Semi-Parametric ACD-Type Models,” in
    <i>Book of Abstracts</i>, Paderborn, Germany, 2018, p. 17.
  mla: Forstinger, Sarah, et al. “Forecasting Non-Negative Financial Processes Using
    Different Parametric and Semi-Parametric ACD-Type Models.” <i>Book of Abstracts</i>,
    2018, p. 17.
  short: 'S. Forstinger, Y. Feng, C. Peitz, in: Book of Abstracts, 2018, p. 17.'
conference:
  end_date: 6.7.2018
  location: Paderborn, Germany
  name: European Conference on Data Analysis
  start_date: 4.7.2018
date_created: 2018-10-11T12:27:34Z
date_updated: 2022-01-06T07:01:17Z
department:
- _id: '206'
language:
- iso: eng
page: '17'
publication: Book of Abstracts
status: public
title: Forecasting Non-Negative Financial Processes Using Different Parametric and
  Semi-Parametric ACD-Type Models
type: conference
user_id: '10075'
year: '2018'
...
---
_id: '4669'
author:
- first_name: 'Xuehai '
  full_name: 'Zhang, Xuehai '
  last_name: Zhang
- first_name: Yuanhua
  full_name: Feng, Yuanhua
  id: '20760'
  last_name: Feng
citation:
  ama: 'Zhang X, Feng Y. A Box-Cox Semiparametric Multiplicative Error Model. In:
    <i>Book of Abstracts</i>. ; 2018:19.'
  apa: Zhang, X., &#38; Feng, Y. (2018). A Box-Cox Semiparametric Multiplicative Error
    Model. In <i>Book of Abstracts</i> (p. 19). Paderborn, Germany.
  bibtex: '@inproceedings{Zhang_Feng_2018, title={A Box-Cox Semiparametric Multiplicative
    Error Model}, booktitle={Book of Abstracts}, author={Zhang, Xuehai  and Feng,
    Yuanhua}, year={2018}, pages={19} }'
  chicago: Zhang, Xuehai , and Yuanhua Feng. “A Box-Cox Semiparametric Multiplicative
    Error Model.” In <i>Book of Abstracts</i>, 19, 2018.
  ieee: X. Zhang and Y. Feng, “A Box-Cox Semiparametric Multiplicative Error Model,”
    in <i>Book of Abstracts</i>, Paderborn, Germany, 2018, p. 19.
  mla: Zhang, Xuehai, and Yuanhua Feng. “A Box-Cox Semiparametric Multiplicative Error
    Model.” <i>Book of Abstracts</i>, 2018, p. 19.
  short: 'X. Zhang, Y. Feng, in: Book of Abstracts, 2018, p. 19.'
conference:
  end_date: 6.7.2018
  location: Paderborn, Germany
  name: European Conference on Data Analysis
  start_date: 4.7.2018
date_created: 2018-10-11T12:28:28Z
date_updated: 2022-01-06T07:01:17Z
department:
- _id: '206'
language:
- iso: eng
page: '19'
publication: Book of Abstracts
status: public
title: A Box-Cox Semiparametric Multiplicative Error Model
type: conference
user_id: '10075'
year: '2018'
...
---
_id: '4672'
author:
- first_name: Sarah
  full_name: Forstinger, Sarah
  id: '10075'
  last_name: Forstinger
citation:
  ama: Forstinger S. <i>Modelling and Forecasting Financial and Economic Time Series
    Using Different Semiparametric ACD Models</i>. Universität Paderborn; 2018.
  apa: Forstinger, S. (2018). <i>Modelling and forecasting financial and economic
    time series using different semiparametric ACD models</i>. Universität Paderborn.
  bibtex: '@book{Forstinger_2018, place={Universität Paderborn}, title={Modelling
    and forecasting financial and economic time series using different semiparametric
    ACD models}, author={Forstinger, Sarah}, year={2018} }'
  chicago: Forstinger, Sarah. <i>Modelling and Forecasting Financial and Economic
    Time Series Using Different Semiparametric ACD Models</i>. Universität Paderborn,
    2018.
  ieee: S. Forstinger, <i>Modelling and forecasting financial and economic time series
    using different semiparametric ACD models</i>. Universität Paderborn, 2018.
  mla: Forstinger, Sarah. <i>Modelling and Forecasting Financial and Economic Time
    Series Using Different Semiparametric ACD Models</i>. 2018.
  short: S. Forstinger, Modelling and Forecasting Financial and Economic Time Series
    Using Different Semiparametric ACD Models, Universität Paderborn, 2018.
date_created: 2018-10-11T12:48:35Z
date_updated: 2022-01-06T07:01:17Z
department:
- _id: '206'
language:
- iso: eng
place: Universität Paderborn
publication_status: published
status: public
supervisor:
- first_name: Yuanhua
  full_name: Feng, Yuanhua
  id: '20760'
  last_name: Feng
title: Modelling and forecasting financial and economic time series using different
  semiparametric ACD models
type: dissertation
user_id: '10075'
year: '2018'
...
---
_id: '4633'
author:
- first_name: Xuehai
  full_name: Zhang, Xuehai
  last_name: Zhang
- first_name: Yuanhua
  full_name: Feng, Yuanhua
  id: '20760'
  last_name: Feng
- first_name: Christian
  full_name: Peitz, Christian
  id: '2980'
  last_name: Peitz
citation:
  ama: Zhang X, Feng Y, Peitz C. <i>A General Class of SemiGARCH Models Based on the
    Box-Cox Transformation</i>.; 2017.
  apa: Zhang, X., Feng, Y., &#38; Peitz, C. (2017). <i>A general class of SemiGARCH
    models based on the Box-Cox transformation</i>.
  bibtex: '@book{Zhang_Feng_Peitz_2017, title={A general class of SemiGARCH models
    based on the Box-Cox transformation}, author={Zhang, Xuehai and Feng, Yuanhua
    and Peitz, Christian}, year={2017} }'
  chicago: Zhang, Xuehai, Yuanhua Feng, and Christian Peitz. <i>A General Class of
    SemiGARCH Models Based on the Box-Cox Transformation</i>, 2017.
  ieee: X. Zhang, Y. Feng, and C. Peitz, <i>A general class of SemiGARCH models based
    on the Box-Cox transformation</i>. 2017.
  mla: Zhang, Xuehai, et al. <i>A General Class of SemiGARCH Models Based on the Box-Cox
    Transformation</i>. 2017.
  short: X. Zhang, Y. Feng, C. Peitz, A General Class of SemiGARCH Models Based on
    the Box-Cox Transformation, 2017.
date_created: 2018-10-11T06:43:53Z
date_updated: 2022-01-06T07:01:16Z
department:
- _id: '206'
- _id: '475'
language:
- iso: eng
status: public
title: A general class of SemiGARCH models based on the Box-Cox transformation
type: working_paper
user_id: '10075'
year: '2017'
...
---
_id: '4671'
author:
- first_name: Yuanhua
  full_name: Feng, Yuanhua
  id: '20760'
  last_name: Feng
- first_name: Thomas
  full_name: Gries, Thomas
  id: '186'
  last_name: Gries
citation:
  ama: Feng Y, Gries T. <i>Data-Driven Local Polynomial for the Trend and Its Derivatives
    in Economic Time Series</i>.; 2017.
  apa: Feng, Y., &#38; Gries, T. (2017). <i>Data-driven local polynomial for the trend
    and its derivatives in economic time series</i>.
  bibtex: '@book{Feng_Gries_2017, title={Data-driven local polynomial for the trend
    and its derivatives in economic time series}, author={Feng, Yuanhua and Gries,
    Thomas}, year={2017} }'
  chicago: Feng, Yuanhua, and Thomas Gries. <i>Data-Driven Local Polynomial for the
    Trend and Its Derivatives in Economic Time Series</i>, 2017.
  ieee: Y. Feng and T. Gries, <i>Data-driven local polynomial for the trend and its
    derivatives in economic time series</i>. 2017.
  mla: Feng, Yuanhua, and Thomas Gries. <i>Data-Driven Local Polynomial for the Trend
    and Its Derivatives in Economic Time Series</i>. 2017.
  short: Y. Feng, T. Gries, Data-Driven Local Polynomial for the Trend and Its Derivatives
    in Economic Time Series, 2017.
date_created: 2018-10-11T12:43:07Z
date_updated: 2022-01-06T07:01:17Z
department:
- _id: '206'
- _id: '475'
language:
- iso: eng
status: public
title: Data-driven local polynomial for the trend and its derivatives in economic
  time series
type: working_paper
user_id: '10075'
year: '2017'
...
---
_id: '5119'
author:
- first_name: Christian
  full_name: Peitz, Christian
  last_name: Peitz
citation:
  ama: 'Peitz C. <i>Die Parametrische Und Semiparametrische Analyse von Finanzzeitreihen:
    Neue Methoden, Modelle Und Anwendungsm\"oglichkeiten</i>. Springer-Verlag; 2016.'
  apa: 'Peitz, C. (2016). <i>Die parametrische und semiparametrische Analyse von Finanzzeitreihen:
    neue Methoden, Modelle und Anwendungsm\"oglichkeiten</i>. Springer-Verlag.'
  bibtex: '@book{Peitz_2016, title={Die parametrische und semiparametrische Analyse
    von Finanzzeitreihen: neue Methoden, Modelle und Anwendungsm\"oglichkeiten}, publisher={Springer-Verlag},
    author={Peitz, Christian}, year={2016} }'
  chicago: 'Peitz, Christian. <i>Die Parametrische Und Semiparametrische Analyse von
    Finanzzeitreihen: Neue Methoden, Modelle Und Anwendungsm\"oglichkeiten</i>. Springer-Verlag,
    2016.'
  ieee: 'C. Peitz, <i>Die parametrische und semiparametrische Analyse von Finanzzeitreihen:
    neue Methoden, Modelle und Anwendungsm\"oglichkeiten</i>. Springer-Verlag, 2016.'
  mla: 'Peitz, Christian. <i>Die Parametrische Und Semiparametrische Analyse von Finanzzeitreihen:
    Neue Methoden, Modelle Und Anwendungsm\"oglichkeiten</i>. Springer-Verlag, 2016.'
  short: 'C. Peitz, Die Parametrische Und Semiparametrische Analyse von Finanzzeitreihen:
    Neue Methoden, Modelle Und Anwendungsm\"oglichkeiten, Springer-Verlag, 2016.'
date_created: 2018-10-31T08:12:15Z
date_updated: 2022-01-06T07:01:38Z
department:
- _id: '206'
publisher: Springer-Verlag
status: public
title: 'Die parametrische und semiparametrische Analyse von Finanzzeitreihen: neue
  Methoden, Modelle und Anwendungsm\"oglichkeiten'
type: book
user_id: '26589'
year: '2016'
...
---
_id: '4592'
author:
- first_name: Yuanhua
  full_name: Feng, Yuanhua
  id: '20760'
  last_name: Feng
- first_name: Sarah
  full_name: Forstinger, Sarah
  id: '10075'
  last_name: Forstinger
- first_name: Christian
  full_name: Peitz, Christian
  id: '2980'
  last_name: Peitz
citation:
  ama: Feng Y, Forstinger S, Peitz C. On the iterative plug-in algorithm for estimating
    diurnal patterns of financial trade durations. <i>Journal of Statistical Computation
    and Simulation</i>. 2015;86(12):2291-2307. doi:<a href="https://doi.org/10.1080/00949655.2015.1107908">10.1080/00949655.2015.1107908</a>
  apa: Feng, Y., Forstinger, S., &#38; Peitz, C. (2015). On the iterative plug-in
    algorithm for estimating diurnal patterns of financial trade durations. <i>Journal
    of Statistical Computation and Simulation</i>, <i>86</i>(12), 2291–2307. <a href="https://doi.org/10.1080/00949655.2015.1107908">https://doi.org/10.1080/00949655.2015.1107908</a>
  bibtex: '@article{Feng_Forstinger_Peitz_2015, title={On the iterative plug-in algorithm
    for estimating diurnal patterns of financial trade durations}, volume={86}, DOI={<a
    href="https://doi.org/10.1080/00949655.2015.1107908">10.1080/00949655.2015.1107908</a>},
    number={12}, journal={Journal of Statistical Computation and Simulation}, publisher={Informa
    UK Limited}, author={Feng, Yuanhua and Forstinger, Sarah and Peitz, Christian},
    year={2015}, pages={2291–2307} }'
  chicago: 'Feng, Yuanhua, Sarah Forstinger, and Christian Peitz. “On the Iterative
    Plug-in Algorithm for Estimating Diurnal Patterns of Financial Trade Durations.”
    <i>Journal of Statistical Computation and Simulation</i> 86, no. 12 (2015): 2291–2307.
    <a href="https://doi.org/10.1080/00949655.2015.1107908">https://doi.org/10.1080/00949655.2015.1107908</a>.'
  ieee: Y. Feng, S. Forstinger, and C. Peitz, “On the iterative plug-in algorithm
    for estimating diurnal patterns of financial trade durations,” <i>Journal of Statistical
    Computation and Simulation</i>, vol. 86, no. 12, pp. 2291–2307, 2015.
  mla: Feng, Yuanhua, et al. “On the Iterative Plug-in Algorithm for Estimating Diurnal
    Patterns of Financial Trade Durations.” <i>Journal of Statistical Computation
    and Simulation</i>, vol. 86, no. 12, Informa UK Limited, 2015, pp. 2291–307, doi:<a
    href="https://doi.org/10.1080/00949655.2015.1107908">10.1080/00949655.2015.1107908</a>.
  short: Y. Feng, S. Forstinger, C. Peitz, Journal of Statistical Computation and
    Simulation 86 (2015) 2291–2307.
date_created: 2018-10-10T09:29:40Z
date_updated: 2022-01-06T07:01:14Z
department:
- _id: '206'
doi: 10.1080/00949655.2015.1107908
intvolume: '        86'
issue: '12'
language:
- iso: eng
page: 2291-2307
publication: Journal of Statistical Computation and Simulation
publication_identifier:
  issn:
  - 0094-9655
  - 1563-5163
publication_status: published
publisher: Informa UK Limited
status: public
title: On the iterative plug-in algorithm for estimating diurnal patterns of financial
  trade durations
type: journal_article
user_id: '10075'
volume: 86
year: '2015'
...
---
_id: '4593'
author:
- first_name: Yuanhua
  full_name: Feng, Yuanhua
  id: '20760'
  last_name: Feng
- first_name: Chen
  full_name: Zhou, Chen
  last_name: Zhou
citation:
  ama: Feng Y, Zhou C. Forecasting financial market activity using a semiparametric
    fractionally integrated Log-ACD. <i>International Journal of Forecasting</i>.
    2015;31(2):349-363. doi:<a href="https://doi.org/10.1016/j.ijforecast.2014.09.001">10.1016/j.ijforecast.2014.09.001</a>
  apa: Feng, Y., &#38; Zhou, C. (2015). Forecasting financial market activity using
    a semiparametric fractionally integrated Log-ACD. <i>International Journal of
    Forecasting</i>, <i>31</i>(2), 349–363. <a href="https://doi.org/10.1016/j.ijforecast.2014.09.001">https://doi.org/10.1016/j.ijforecast.2014.09.001</a>
  bibtex: '@article{Feng_Zhou_2015, title={Forecasting financial market activity using
    a semiparametric fractionally integrated Log-ACD}, volume={31}, DOI={<a href="https://doi.org/10.1016/j.ijforecast.2014.09.001">10.1016/j.ijforecast.2014.09.001</a>},
    number={2}, journal={International Journal of Forecasting}, publisher={Elsevier
    BV}, author={Feng, Yuanhua and Zhou, Chen}, year={2015}, pages={349–363} }'
  chicago: 'Feng, Yuanhua, and Chen Zhou. “Forecasting Financial Market Activity Using
    a Semiparametric Fractionally Integrated Log-ACD.” <i>International Journal of
    Forecasting</i> 31, no. 2 (2015): 349–63. <a href="https://doi.org/10.1016/j.ijforecast.2014.09.001">https://doi.org/10.1016/j.ijforecast.2014.09.001</a>.'
  ieee: Y. Feng and C. Zhou, “Forecasting financial market activity using a semiparametric
    fractionally integrated Log-ACD,” <i>International Journal of Forecasting</i>,
    vol. 31, no. 2, pp. 349–363, 2015.
  mla: Feng, Yuanhua, and Chen Zhou. “Forecasting Financial Market Activity Using
    a Semiparametric Fractionally Integrated Log-ACD.” <i>International Journal of
    Forecasting</i>, vol. 31, no. 2, Elsevier BV, 2015, pp. 349–63, doi:<a href="https://doi.org/10.1016/j.ijforecast.2014.09.001">10.1016/j.ijforecast.2014.09.001</a>.
  short: Y. Feng, C. Zhou, International Journal of Forecasting 31 (2015) 349–363.
date_created: 2018-10-10T09:33:43Z
date_updated: 2022-01-06T07:01:14Z
department:
- _id: '206'
doi: 10.1016/j.ijforecast.2014.09.001
intvolume: '        31'
issue: '2'
language:
- iso: eng
page: 349-363
publication: International Journal of Forecasting
publication_identifier:
  issn:
  - 0169-2070
publication_status: published
publisher: Elsevier BV
status: public
title: Forecasting financial market activity using a semiparametric fractionally integrated
  Log-ACD
type: journal_article
user_id: '10075'
volume: 31
year: '2015'
...
---
_id: '4649'
alternative_title:
- Festschrift in honour of Prof. Siegfried Heiler
citation:
  ama: 'Beran J, Feng Y, Hebbel H, eds. <i>Empirical Economic and Financial Research
    - Theory, Methods and Practice</i>. Berlin: Springer; 2015.'
  apa: 'Beran, J., Feng, Y., &#38; Hebbel, H. (Eds.). (2015). <i>Empirical Economic
    and Financial Research - Theory, Methods and Practice</i>. 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. <i>Empirical Economic
    and Financial Research - Theory, Methods and Practice</i>. Berlin: Springer, 2015.'
  ieee: 'J. Beran, Y. Feng, and H. Hebbel, Eds., <i>Empirical Economic and Financial
    Research - Theory, Methods and Practice</i>. Berlin: Springer, 2015.'
  mla: Beran, Jan, et al., editors. <i>Empirical Economic and Financial Research -
    Theory, Methods and Practice</i>. 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: <i>Empirical Economic and Financial
    Research</i>. Cham: Springer International Publishing; 2015:1-6. doi:<a href="https://doi.org/10.1007/978-3-319-03122-4_1">10.1007/978-3-319-03122-4_1</a>'
  apa: 'Beran, J., Feng, Y., &#38; Hebbel, H. (2015). Introduction. In <i>Empirical
    Economic and Financial Research</i> (pp. 1–6). Cham: Springer International Publishing.
    <a href="https://doi.org/10.1007/978-3-319-03122-4_1">https://doi.org/10.1007/978-3-319-03122-4_1</a>'
  bibtex: '@inbook{Beran_Feng_Hebbel_2015, place={Cham}, title={Introduction}, DOI={<a
    href="https://doi.org/10.1007/978-3-319-03122-4_1">10.1007/978-3-319-03122-4_1</a>},
    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 <i>Empirical
    Economic and Financial Research</i>, 1–6. Cham: Springer International Publishing,
    2015. <a href="https://doi.org/10.1007/978-3-319-03122-4_1">https://doi.org/10.1007/978-3-319-03122-4_1</a>.'
  ieee: 'J. Beran, Y. Feng, and H. Hebbel, “Introduction,” in <i>Empirical Economic
    and Financial Research</i>, Cham: Springer International Publishing, 2015, pp.
    1–6.'
  mla: Beran, Jan, et al. “Introduction.” <i>Empirical Economic and Financial Research</i>,
    Springer International Publishing, 2015, pp. 1–6, doi:<a href="https://doi.org/10.1007/978-3-319-03122-4_1">10.1007/978-3-319-03122-4_1</a>.
  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. <i>An Iterative Plug-in Algorithm for Realized Kernels</i>.;
    2015.
  apa: Feng, Y., &#38; Zhou, C. (2015). <i>An iterative plug-in algorithm for realized
    kernels</i>.
  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. <i>An Iterative Plug-in Algorithm for Realized
    Kernels</i>, 2015.
  ieee: Y. Feng and C. Zhou, <i>An iterative plug-in algorithm for realized kernels</i>.
    2015.
  mla: Feng, Yuanhua, and Chen Zhou. <i>An Iterative Plug-in Algorithm for Realized
    Kernels</i>. 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. <i>Statistical Papers</i>.
    2014;56(2):431-451. doi:<a href="https://doi.org/10.1007/s00362-014-0590-x">10.1007/s00362-014-0590-x</a>'
  apa: 'Beran, J., Feng, Y., &#38; Ghosh, S. (2014). Modelling long-range dependence
    and trends in duration series: an approach based on EFARIMA and ESEMIFAR models.
    <i>Statistical Papers</i>, <i>56</i>(2), 431–451. <a href="https://doi.org/10.1007/s00362-014-0590-x">https://doi.org/10.1007/s00362-014-0590-x</a>'
  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={<a href="https://doi.org/10.1007/s00362-014-0590-x">10.1007/s00362-014-0590-x</a>},
    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.”
    <i>Statistical Papers</i> 56, no. 2 (2014): 431–51. <a href="https://doi.org/10.1007/s00362-014-0590-x">https://doi.org/10.1007/s00362-014-0590-x</a>.'
  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,” <i>Statistical
    Papers</i>, 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.” <i>Statistical Papers</i>,
    vol. 56, no. 2, Springer Nature, 2014, pp. 431–51, doi:<a href="https://doi.org/10.1007/s00362-014-0590-x">10.1007/s00362-014-0590-x</a>.'
  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: <i>Empirical
    Economic and Financial Research</i>. Cham: Springer International Publishing;
    2014:239-253. doi:<a href="https://doi.org/10.1007/978-3-319-03122-4_15">10.1007/978-3-319-03122-4_15</a>'
  apa: 'Beran, J., Feng, Y., &#38; Ghosh, S. (2014). On EFARIMA and ESEMIFAR Models.
    In <i>Empirical Economic and Financial Research</i> (pp. 239–253). Cham: Springer
    International Publishing. <a href="https://doi.org/10.1007/978-3-319-03122-4_15">https://doi.org/10.1007/978-3-319-03122-4_15</a>'
  bibtex: '@inbook{Beran_Feng_Ghosh_2014, place={Cham}, title={On EFARIMA and ESEMIFAR
    Models}, DOI={<a href="https://doi.org/10.1007/978-3-319-03122-4_15">10.1007/978-3-319-03122-4_15</a>},
    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 <i>Empirical Economic and Financial Research</i>, 239–53. Cham: Springer
    International Publishing, 2014. <a href="https://doi.org/10.1007/978-3-319-03122-4_15">https://doi.org/10.1007/978-3-319-03122-4_15</a>.'
  ieee: 'J. Beran, Y. Feng, and S. Ghosh, “On EFARIMA and ESEMIFAR Models,” in <i>Empirical
    Economic and Financial Research</i>, Cham: Springer International Publishing,
    2014, pp. 239–253.'
  mla: Beran, Jan, et al. “On EFARIMA and ESEMIFAR Models.” <i>Empirical Economic
    and Financial Research</i>, Springer International Publishing, 2014, pp. 239–53,
    doi:<a href="https://doi.org/10.1007/978-3-319-03122-4_15">10.1007/978-3-319-03122-4_15</a>.
  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: <i>Empirical Economic and Financial Research</i>.
    Cham: Springer International Publishing; 2014:341-356. doi:<a href="https://doi.org/10.1007/978-3-319-03122-4_21">10.1007/978-3-319-03122-4_21</a>'
  apa: 'Peitz, C., &#38; Feng, Y. (2014). Double Conditional Smoothing of High-Frequency
    Volatility Surface Under a Spatial Model. In <i>Empirical Economic and Financial
    Research</i> (pp. 341–356). Cham: Springer International Publishing. <a href="https://doi.org/10.1007/978-3-319-03122-4_21">https://doi.org/10.1007/978-3-319-03122-4_21</a>'
  bibtex: '@inbook{Peitz_Feng_2014, place={Cham}, title={Double Conditional Smoothing
    of High-Frequency Volatility Surface Under a Spatial Model}, DOI={<a href="https://doi.org/10.1007/978-3-319-03122-4_21">10.1007/978-3-319-03122-4_21</a>},
    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 <i>Empirical Economic and Financial
    Research</i>, 341–56. Cham: Springer International Publishing, 2014. <a href="https://doi.org/10.1007/978-3-319-03122-4_21">https://doi.org/10.1007/978-3-319-03122-4_21</a>.'
  ieee: 'C. Peitz and Y. Feng, “Double Conditional Smoothing of High-Frequency Volatility
    Surface Under a Spatial Model,” in <i>Empirical Economic and Financial Research</i>,
    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.” <i>Empirical Economic and Financial
    Research</i>, Springer International Publishing, 2014, pp. 341–56, doi:<a href="https://doi.org/10.1007/978-3-319-03122-4_21">10.1007/978-3-319-03122-4_21</a>.
  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. <i>Statistics &#38; Probability Letters</i>. 2014;92:109-113.
    doi:<a href="https://doi.org/10.1016/j.spl.2014.05.011">10.1016/j.spl.2014.05.011</a>
  apa: Feng, Y. (2014). Data-driven estimation of diurnal patterns of durations between
    trades on financial markets. <i>Statistics &#38; Probability Letters</i>, <i>92</i>,
    109–113. <a href="https://doi.org/10.1016/j.spl.2014.05.011">https://doi.org/10.1016/j.spl.2014.05.011</a>
  bibtex: '@article{Feng_2014, title={Data-driven estimation of diurnal patterns of
    durations between trades on financial markets}, volume={92}, DOI={<a href="https://doi.org/10.1016/j.spl.2014.05.011">10.1016/j.spl.2014.05.011</a>},
    journal={Statistics &#38; 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.” <i>Statistics &#38; Probability Letters</i>
    92 (2014): 109–13. <a href="https://doi.org/10.1016/j.spl.2014.05.011">https://doi.org/10.1016/j.spl.2014.05.011</a>.'
  ieee: Y. Feng, “Data-driven estimation of diurnal patterns of durations between
    trades on financial markets,” <i>Statistics &#38; Probability Letters</i>, vol.
    92, pp. 109–113, 2014.
  mla: Feng, Yuanhua. “Data-Driven Estimation of Diurnal Patterns of Durations between
    Trades on Financial Markets.” <i>Statistics &#38; Probability Letters</i>, vol.
    92, Elsevier BV, 2014, pp. 109–13, doi:<a href="https://doi.org/10.1016/j.spl.2014.05.011">10.1016/j.spl.2014.05.011</a>.
  short: Y. Feng, Statistics &#38; 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., &#38; 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. <i>Data-Driven Estimation of Realized Kernels
    under Dependent Microstructure Noise and Further Analysis Using the Semi-FI-Log-ACD</i>.
    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. <i>Journal
    of Industry, Competition and Trade</i>. 2013;14(2):207-228. doi:<a href="https://doi.org/10.1007/s10842-013-0156-y">10.1007/s10842-013-0156-y</a>
  apa: Feng, Y., Guo, Z., &#38; Peitz, C. (2013). A Tree-form Constant Market Share
    Model for Growth Causes in International Trade Based on Multi-level Classification.
    <i>Journal of Industry, Competition and Trade</i>, <i>14</i>(2), 207–228. <a href="https://doi.org/10.1007/s10842-013-0156-y">https://doi.org/10.1007/s10842-013-0156-y</a>
  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={<a href="https://doi.org/10.1007/s10842-013-0156-y">10.1007/s10842-013-0156-y</a>},
    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.” <i>Journal of Industry, Competition and Trade</i> 14, no. 2 (2013):
    207–28. <a href="https://doi.org/10.1007/s10842-013-0156-y">https://doi.org/10.1007/s10842-013-0156-y</a>.'
  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,” <i>Journal
    of Industry, Competition and Trade</i>, 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.” <i>Journal of Industry,
    Competition and Trade</i>, vol. 14, no. 2, Springer Nature, 2013, pp. 207–28,
    doi:<a href="https://doi.org/10.1007/s10842-013-0156-y">10.1007/s10842-013-0156-y</a>.
  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. <i>Economic Modelling</i>. 2013;31:474-483.
    doi:<a href="https://doi.org/10.1016/j.econmod.2012.12.015">10.1016/j.econmod.2012.12.015</a>
  apa: Guo, Z., &#38; Feng, Y. (2013). Modeling of the impact of the financial crisis
    and China’s accession to WTO on China’s exports to Germany. <i>Economic Modelling</i>,
    <i>31</i>, 474–483. <a href="https://doi.org/10.1016/j.econmod.2012.12.015">https://doi.org/10.1016/j.econmod.2012.12.015</a>
  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={<a href="https://doi.org/10.1016/j.econmod.2012.12.015">10.1016/j.econmod.2012.12.015</a>},
    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.” <i>Economic
    Modelling</i> 31 (2013): 474–83. <a href="https://doi.org/10.1016/j.econmod.2012.12.015">https://doi.org/10.1016/j.econmod.2012.12.015</a>.'
  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,” <i>Economic Modelling</i>, 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.” <i>Economic Modelling</i>,
    vol. 31, Elsevier BV, 2013, pp. 474–83, doi:<a href="https://doi.org/10.1016/j.econmod.2012.12.015">10.1016/j.econmod.2012.12.015</a>.
  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'
...