@article{4593,
  author       = {{Feng, Yuanhua and Zhou, Chen}},
  issn         = {{0169-2070}},
  journal      = {{International Journal of Forecasting}},
  number       = {{2}},
  pages        = {{349--363}},
  publisher    = {{Elsevier BV}},
  title        = {{{Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD}}},
  doi          = {{10.1016/j.ijforecast.2014.09.001}},
  volume       = {{31}},
  year         = {{2015}},
}

@article{4623,
  author       = {{Beran, Jan and Feng, Yuanhua and Ghosh, Sucharita and Sibbertsen, Philipp}},
  issn         = {{0169-2070}},
  journal      = {{International Journal of Forecasting}},
  number       = {{2}},
  pages        = {{227--241}},
  publisher    = {{Elsevier BV}},
  title        = {{{On robust local polynomial estimation with long-memory errors}}},
  doi          = {{10.1016/s0169-2070(01)00155-8}},
  volume       = {{18}},
  year         = {{2002}},
}