---
_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'
...
---
_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. <i>Long-Memory Processes</i>. Berlin, Heidelberg:
    Springer Berlin Heidelberg; 2013. doi:<a href="https://doi.org/10.1007/978-3-642-35512-7">10.1007/978-3-642-35512-7</a>'
  apa: 'Beran, J., Feng, Y., Ghosh, S., &#38; Kulik, R. (2013). <i>Long-Memory Processes</i>.
    Berlin, Heidelberg: Springer Berlin Heidelberg. <a href="https://doi.org/10.1007/978-3-642-35512-7">https://doi.org/10.1007/978-3-642-35512-7</a>'
  bibtex: '@book{Beran_Feng_Ghosh_Kulik_2013, place={Berlin, Heidelberg}, title={Long-Memory
    Processes}, DOI={<a href="https://doi.org/10.1007/978-3-642-35512-7">10.1007/978-3-642-35512-7</a>},
    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. <i>Long-Memory
    Processes</i>. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. <a href="https://doi.org/10.1007/978-3-642-35512-7">https://doi.org/10.1007/978-3-642-35512-7</a>.'
  ieee: 'J. Beran, Y. Feng, S. Ghosh, and R. Kulik, <i>Long-Memory Processes</i>.
    Berlin, Heidelberg: Springer Berlin Heidelberg, 2013.'
  mla: Beran, Jan, et al. <i>Long-Memory Processes</i>. Springer Berlin Heidelberg,
    2013, doi:<a href="https://doi.org/10.1007/978-3-642-35512-7">10.1007/978-3-642-35512-7</a>.
  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. <i>A Semi-APARCH Approach for Comparing Long-Term and Short-Term
    Risk in Chinese Financial Market and in Mature Financial Markets</i>.; 2013.
  apa: Feng, Y., &#38; Sun, L. (2013). <i>A Semi-APARCH approach for comparing long-term
    and short-term risk in Chinese financial market and in mature financial markets</i>.
  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. <i>A Semi-APARCH Approach for Comparing Long-Term
    and Short-Term Risk in Chinese Financial Market and in Mature Financial Markets</i>,
    2013.
  ieee: Y. Feng and L. Sun, <i>A Semi-APARCH approach for comparing long-term and
    short-term risk in Chinese financial market and in mature financial markets</i>.
    2013.
  mla: Feng, Yuanhua, and Lixin Sun. <i>A Semi-APARCH Approach for Comparing Long-Term
    and Short-Term Risk in Chinese Financial Market and in Mature Financial Markets</i>.
    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. <i>Double-Conditional Smoothing of High-Frequency Volatility Surface
    in a Spatial Multiplicative Component GARCH with Random Effects</i>.; 2013.
  apa: Feng, Y. (2013). <i>Double-conditional smoothing of high-frequency volatility
    surface in a spatial multiplicative component GARCH with random effects</i>.
  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. <i>Double-Conditional Smoothing of High-Frequency Volatility
    Surface in a Spatial Multiplicative Component GARCH with Random Effects</i>, 2013.
  ieee: Y. Feng, <i>Double-conditional smoothing of high-frequency volatility surface
    in a spatial multiplicative component GARCH with random effects</i>. 2013.
  mla: Feng, Yuanhua. <i>Double-Conditional Smoothing of High-Frequency Volatility
    Surface in a Spatial Multiplicative Component GARCH with Random Effects</i>. 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. <i>Journal of Applied Statistics</i>. 2012;40(2):266-281.
    doi:<a href="https://doi.org/10.1080/02664763.2012.740626">10.1080/02664763.2012.740626</a>
  apa: Feng, Y. (2012). An iterative plug-in algorithm for decomposing seasonal time
    series using the Berlin Method. <i>Journal of Applied Statistics</i>, <i>40</i>(2),
    266–281. <a href="https://doi.org/10.1080/02664763.2012.740626">https://doi.org/10.1080/02664763.2012.740626</a>
  bibtex: '@article{Feng_2012, title={An iterative plug-in algorithm for decomposing
    seasonal time series using the Berlin Method}, volume={40}, DOI={<a href="https://doi.org/10.1080/02664763.2012.740626">10.1080/02664763.2012.740626</a>},
    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.” <i>Journal of Applied Statistics</i> 40,
    no. 2 (2012): 266–81. <a href="https://doi.org/10.1080/02664763.2012.740626">https://doi.org/10.1080/02664763.2012.740626</a>.'
  ieee: Y. Feng, “An iterative plug-in algorithm for decomposing seasonal time series
    using the Berlin Method,” <i>Journal of Applied Statistics</i>, 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.” <i>Journal of Applied Statistics</i>, vol. 40,
    no. 2, Informa UK Limited, 2012, pp. 266–81, doi:<a href="https://doi.org/10.1080/02664763.2012.740626">10.1080/02664763.2012.740626</a>.
  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. <i>Journal of Time Series Analysis</i>. 2012;34(1):30-39.
    doi:<a href="https://doi.org/10.1111/j.1467-9892.2012.00811.x">10.1111/j.1467-9892.2012.00811.x</a>
  apa: Feng, Y., &#38; Beran, J. (2012). Optimal convergence rates in non-parametric
    regression with fractional time series errors. <i>Journal of Time Series Analysis</i>,
    <i>34</i>(1), 30–39. <a href="https://doi.org/10.1111/j.1467-9892.2012.00811.x">https://doi.org/10.1111/j.1467-9892.2012.00811.x</a>
  bibtex: '@article{Feng_Beran_2012, title={Optimal convergence rates in non-parametric
    regression with fractional time series errors}, volume={34}, DOI={<a href="https://doi.org/10.1111/j.1467-9892.2012.00811.x">10.1111/j.1467-9892.2012.00811.x</a>},
    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.” <i>Journal of Time Series Analysis</i>
    34, no. 1 (2012): 30–39. <a href="https://doi.org/10.1111/j.1467-9892.2012.00811.x">https://doi.org/10.1111/j.1467-9892.2012.00811.x</a>.'
  ieee: Y. Feng and J. Beran, “Optimal convergence rates in non-parametric regression
    with fractional time series errors,” <i>Journal of Time Series Analysis</i>, 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.” <i>Journal of Time Series Analysis</i>,
    vol. 34, no. 1, Wiley, 2012, pp. 30–39, doi:<a href="https://doi.org/10.1111/j.1467-9892.2012.00811.x">10.1111/j.1467-9892.2012.00811.x</a>.
  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.
    <i>Journal of Statistical Theory and Practice</i>. 2012;3(4):777-793. doi:<a href="https://doi.org/10.1080/15598608.2009.10411959">10.1080/15598608.2009.10411959</a>
  apa: Feng, Y., &#38; Beran, J. (2012). Filtered Log-Periodogram Regression of Long
    Memory Processes. <i>Journal of Statistical Theory and Practice</i>, <i>3</i>(4),
    777–793. <a href="https://doi.org/10.1080/15598608.2009.10411959">https://doi.org/10.1080/15598608.2009.10411959</a>
  bibtex: '@article{Feng_Beran_2012, title={Filtered Log-Periodogram Regression of
    Long Memory Processes}, volume={3}, DOI={<a href="https://doi.org/10.1080/15598608.2009.10411959">10.1080/15598608.2009.10411959</a>},
    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.” <i>Journal of Statistical Theory and Practice</i> 3, no.
    4 (2012): 777–93. <a href="https://doi.org/10.1080/15598608.2009.10411959">https://doi.org/10.1080/15598608.2009.10411959</a>.'
  ieee: Y. Feng and J. Beran, “Filtered Log-Periodogram Regression of Long Memory
    Processes,” <i>Journal of Statistical Theory and Practice</i>, vol. 3, no. 4,
    pp. 777–793, 2012.
  mla: Feng, Yuanhua, and Jan Beran. “Filtered Log-Periodogram Regression of Long
    Memory Processes.” <i>Journal of Statistical Theory and Practice</i>, vol. 3,
    no. 4, Informa UK Limited, 2012, pp. 777–93, doi:<a href="https://doi.org/10.1080/15598608.2009.10411959">10.1080/15598608.2009.10411959</a>.
  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. <i>Journal of Statistical Theory and Practice</i>. 2012;1(2):149-166.
    doi:<a href="https://doi.org/10.1080/15598608.2007.10411831">10.1080/15598608.2007.10411831</a>
  apa: Beran, J., &#38; Feng, Y. (2012). Weighted Averages and Local Polynomial Estimation
    for Fractional Linear ARCH Processes. <i>Journal of Statistical Theory and Practice</i>,
    <i>1</i>(2), 149–166. <a href="https://doi.org/10.1080/15598608.2007.10411831">https://doi.org/10.1080/15598608.2007.10411831</a>
  bibtex: '@article{Beran_Feng_2012, title={Weighted Averages and Local Polynomial
    Estimation for Fractional Linear ARCH Processes}, volume={1}, DOI={<a href="https://doi.org/10.1080/15598608.2007.10411831">10.1080/15598608.2007.10411831</a>},
    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.” <i>Journal of Statistical Theory
    and Practice</i> 1, no. 2 (2012): 149–66. <a href="https://doi.org/10.1080/15598608.2007.10411831">https://doi.org/10.1080/15598608.2007.10411831</a>.'
  ieee: J. Beran and Y. Feng, “Weighted Averages and Local Polynomial Estimation for
    Fractional Linear ARCH Processes,” <i>Journal of Statistical Theory and Practice</i>,
    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.” <i>Journal of Statistical Theory and Practice</i>,
    vol. 1, no. 2, Informa UK Limited, 2012, pp. 149–66, doi:<a href="https://doi.org/10.1080/15598608.2007.10411831">10.1080/15598608.2007.10411831</a>.
  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. <i>Journal of Statistical Theory and Practice</i>. 2012;1(2):149-166.
    doi:<a href="https://doi.org/10.1080/15598608.2007.10411831">10.1080/15598608.2007.10411831</a>
  apa: Beran, J., &#38; Feng, Y. (2012). Weighted Averages and Local Polynomial Estimation
    for Fractional Linear ARCH Processes. <i>Journal of Statistical Theory and Practice</i>,
    <i>1</i>(2), 149–166. <a href="https://doi.org/10.1080/15598608.2007.10411831">https://doi.org/10.1080/15598608.2007.10411831</a>
  bibtex: '@article{Beran_Feng_2012, title={Weighted Averages and Local Polynomial
    Estimation for Fractional Linear ARCH Processes}, volume={1}, DOI={<a href="https://doi.org/10.1080/15598608.2007.10411831">10.1080/15598608.2007.10411831</a>},
    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.” <i>Journal of Statistical Theory
    and Practice</i> 1, no. 2 (2012): 149–66. <a href="https://doi.org/10.1080/15598608.2007.10411831">https://doi.org/10.1080/15598608.2007.10411831</a>.'
  ieee: J. Beran and Y. Feng, “Weighted Averages and Local Polynomial Estimation for
    Fractional Linear ARCH Processes,” <i>Journal of Statistical Theory and Practice</i>,
    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.” <i>Journal of Statistical Theory and Practice</i>,
    vol. 1, no. 2, Informa UK Limited, 2012, pp. 149–66, doi:<a href="https://doi.org/10.1080/15598608.2007.10411831">10.1080/15598608.2007.10411831</a>.
  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: <i>Econometrics in
    Theory and Practice</i>. Heidelberg: Physica-Verlag HD; 2012:101-117. doi:<a href="https://doi.org/10.1007/978-3-642-47027-1_10">10.1007/978-3-642-47027-1_10</a>'
  apa: 'Feng, Y., &#38; Heiler, S. (2012). Locally Weighted Autoregression. In <i>Econometrics
    in Theory and Practice</i> (pp. 101–117). Heidelberg: Physica-Verlag HD. <a href="https://doi.org/10.1007/978-3-642-47027-1_10">https://doi.org/10.1007/978-3-642-47027-1_10</a>'
  bibtex: '@inbook{Feng_Heiler_2012, place={Heidelberg}, title={Locally Weighted Autoregression},
    DOI={<a href="https://doi.org/10.1007/978-3-642-47027-1_10">10.1007/978-3-642-47027-1_10</a>},
    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 <i>Econometrics in Theory and Practice</i>, 101–17. Heidelberg: Physica-Verlag
    HD, 2012. <a href="https://doi.org/10.1007/978-3-642-47027-1_10">https://doi.org/10.1007/978-3-642-47027-1_10</a>.'
  ieee: 'Y. Feng and S. Heiler, “Locally Weighted Autoregression,” in <i>Econometrics
    in Theory and Practice</i>, Heidelberg: Physica-Verlag HD, 2012, pp. 101–117.'
  mla: Feng, Yuanhua, and Siegfried Heiler. “Locally Weighted Autoregression.” <i>Econometrics
    in Theory and Practice</i>, Physica-Verlag HD, 2012, pp. 101–17, doi:<a href="https://doi.org/10.1007/978-3-642-47027-1_10">10.1007/978-3-642-47027-1_10</a>.
  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. <i>A Multivariate Random Walk Model with Slowly Changing
    Drift and Cross-Correlation Applied to Finance</i>.; 2012.
  apa: Feng, Y., Hand, D., &#38; Yu, K. (2012). <i>A Multivariate Random Walk Model
    with Slowly Changing Drift and Cross-correlation Applied to Finance</i>.
  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. <i>A Multivariate Random Walk
    Model with Slowly Changing Drift and Cross-Correlation Applied to Finance</i>,
    2012.
  ieee: Y. Feng, D. Hand, and K. Yu, <i>A Multivariate Random Walk Model with Slowly
    Changing Drift and Cross-correlation Applied to Finance</i>. 2012.
  mla: Feng, Yuanhua, et al. <i>A Multivariate Random Walk Model with Slowly Changing
    Drift and Cross-Correlation Applied to Finance</i>. 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'
...