---
_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: '4623'
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: Philipp
  full_name: Sibbertsen, Philipp
  last_name: Sibbertsen
citation:
  ama: Beran J, Feng Y, Ghosh S, Sibbertsen P. On robust local polynomial estimation
    with long-memory errors. <i>International Journal of Forecasting</i>. 2002;18(2):227-241.
    doi:<a href="https://doi.org/10.1016/s0169-2070(01)00155-8">10.1016/s0169-2070(01)00155-8</a>
  apa: Beran, J., Feng, Y., Ghosh, S., &#38; Sibbertsen, P. (2002). On robust local
    polynomial estimation with long-memory errors. <i>International Journal of Forecasting</i>,
    <i>18</i>(2), 227–241. <a href="https://doi.org/10.1016/s0169-2070(01)00155-8">https://doi.org/10.1016/s0169-2070(01)00155-8</a>
  bibtex: '@article{Beran_Feng_Ghosh_Sibbertsen_2002, title={On robust local polynomial
    estimation with long-memory errors}, volume={18}, DOI={<a href="https://doi.org/10.1016/s0169-2070(01)00155-8">10.1016/s0169-2070(01)00155-8</a>},
    number={2}, journal={International Journal of Forecasting}, publisher={Elsevier
    BV}, author={Beran, Jan and Feng, Yuanhua and Ghosh, Sucharita and Sibbertsen,
    Philipp}, year={2002}, pages={227–241} }'
  chicago: 'Beran, Jan, Yuanhua Feng, Sucharita Ghosh, and Philipp Sibbertsen. “On
    Robust Local Polynomial Estimation with Long-Memory Errors.” <i>International
    Journal of Forecasting</i> 18, no. 2 (2002): 227–41. <a href="https://doi.org/10.1016/s0169-2070(01)00155-8">https://doi.org/10.1016/s0169-2070(01)00155-8</a>.'
  ieee: J. Beran, Y. Feng, S. Ghosh, and P. Sibbertsen, “On robust local polynomial
    estimation with long-memory errors,” <i>International Journal of Forecasting</i>,
    vol. 18, no. 2, pp. 227–241, 2002.
  mla: Beran, Jan, et al. “On Robust Local Polynomial Estimation with Long-Memory
    Errors.” <i>International Journal of Forecasting</i>, vol. 18, no. 2, Elsevier
    BV, 2002, pp. 227–41, doi:<a href="https://doi.org/10.1016/s0169-2070(01)00155-8">10.1016/s0169-2070(01)00155-8</a>.
  short: J. Beran, Y. Feng, S. Ghosh, P. Sibbertsen, International Journal of Forecasting
    18 (2002) 227–241.
date_created: 2018-10-10T11:21:47Z
date_updated: 2022-01-06T07:01:15Z
department:
- _id: '206'
doi: 10.1016/s0169-2070(01)00155-8
extern: '1'
intvolume: '        18'
issue: '2'
language:
- iso: eng
page: 227-241
publication: International Journal of Forecasting
publication_identifier:
  issn:
  - 0169-2070
publication_status: published
publisher: Elsevier BV
status: public
title: On robust local polynomial estimation with long-memory errors
type: journal_article
user_id: '10075'
volume: 18
year: '2002'
...