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60 Publications
2014 | Book Chapter | LibreCat-ID: 4602
Beran, Jan, Yuanhua Feng, and Sucharita Ghosh. “On EFARIMA and ESEMIFAR Models.” In Empirical Economic and Financial Research, 239–53. Cham: Springer International Publishing, 2014. https://doi.org/10.1007/978-3-319-03122-4_15.
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| DOI
2014 | Book Chapter | LibreCat-ID: 4603
Peitz, Christian, and Yuanhua Feng. “Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model.” In Empirical Economic and Financial Research, 341–56. Cham: Springer International Publishing, 2014. https://doi.org/10.1007/978-3-319-03122-4_21.
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2014 | Journal Article | LibreCat-ID: 4605
Feng, Yuanhua. “Data-Driven Estimation of Diurnal Patterns of Durations between Trades on Financial Markets.” Statistics & Probability Letters 92 (2014): 109–13. https://doi.org/10.1016/j.spl.2014.05.011.
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| DOI
2014 | Conference Paper | LibreCat-ID: 4664
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.
LibreCat
2013 | Journal Article | LibreCat-ID: 4596
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.” Journal of Industry, Competition and Trade 14, no. 2 (2013): 207–28. https://doi.org/10.1007/s10842-013-0156-y.
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2013 | Journal Article | LibreCat-ID: 4600
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.” Economic Modelling 31 (2013): 474–83. https://doi.org/10.1016/j.econmod.2012.12.015.
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| DOI
2013 | Book | LibreCat-ID: 4628
Beran, Jan, Yuanhua Feng, Sucharita Ghosh, and Rafal Kulik. Long-Memory Processes. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. https://doi.org/10.1007/978-3-642-35512-7.
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2013 | Working Paper | LibreCat-ID: 4657
Feng, Yuanhua, and Lixin Sun. A Semi-APARCH Approach for Comparing Long-Term and Short-Term Risk in Chinese Financial Market and in Mature Financial Markets, 2013.
LibreCat
2013 | Working Paper | LibreCat-ID: 4658
Feng, Yuanhua. Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects, 2013.
LibreCat
2012 | Journal Article | LibreCat-ID: 4597
Feng, Yuanhua. “An Iterative Plug-in Algorithm for Decomposing Seasonal Time Series Using the Berlin Method.” Journal of Applied Statistics 40, no. 2 (2012): 266–81. https://doi.org/10.1080/02664763.2012.740626.
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2012 | Journal Article | LibreCat-ID: 4601
Feng, Yuanhua, and Jan Beran. “Optimal Convergence Rates in Non-Parametric Regression with Fractional Time Series Errors.” Journal of Time Series Analysis 34, no. 1 (2012): 30–39. https://doi.org/10.1111/j.1467-9892.2012.00811.x.
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| DOI
2012 | Journal Article | LibreCat-ID: 4610
Feng, Yuanhua, and Jan Beran. “Filtered Log-Periodogram Regression of Long Memory Processes.” Journal of Statistical Theory and Practice 3, no. 4 (2012): 777–93. https://doi.org/10.1080/15598608.2009.10411959.
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2012 | Journal Article | LibreCat-ID: 4611
Beran, Jan, and Yuanhua Feng. “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes.” Journal of Statistical Theory and Practice 1, no. 2 (2012): 149–66. https://doi.org/10.1080/15598608.2007.10411831.
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2012 | Journal Article | LibreCat-ID: 4612
Beran, Jan, and Yuanhua Feng. “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes.” Journal of Statistical Theory and Practice 1, no. 2 (2012): 149–66. https://doi.org/10.1080/15598608.2007.10411831.
LibreCat
| DOI
2012 | Book Chapter | LibreCat-ID: 4631
Feng, Yuanhua, and Siegfried Heiler. “Locally Weighted Autoregression.” In Econometrics in Theory and Practice, 101–17. Heidelberg: Physica-Verlag HD, 2012. https://doi.org/10.1007/978-3-642-47027-1_10.
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2012 | Working Paper | LibreCat-ID: 4659
Feng, Yuanhua, David Hand, and Keming Yu. A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance, 2012.
LibreCat
2011 | Journal Article | LibreCat-ID: 4598
Guo, Zhichao, Yuanhua Feng, and Xiangyong Tan. “Short- and Long-Term Impact of Remarkable Economic Events on the Growth Causes of China–Germany Trade in Agri-Food Products.” Economic Modelling 28, no. 6 (2011): 2359–68. https://doi.org/10.1016/j.econmod.2011.06.007.
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2010 | Journal Article | LibreCat-ID: 4606
Liu, Xiaohong, David B. Grant, Alan C. McKinnon, and Yuanhua Feng. “An Empirical Examination of the Contribution of Capabilities to the Competitiveness of Logistics Service Providers.” International Journal of Physical Distribution & Logistics Management 40, no. 10 (2010): 847–66. https://doi.org/10.1108/09600031011093232.
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2010 | Journal Article | LibreCat-ID: 4607
Liu, Xiaohong, Alan C. McKinnon, David B. Grant, and Yuanhua Feng. “Sources of Competitiveness for Logistics Service Providers: A UK Industry Perspective.” Logistics Research 2, no. 1 (2010): 23–32. https://doi.org/10.1007/s12159-010-0024-7.
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2009 | Journal Article | LibreCat-ID: 4608
Feng, Yuanhua, and Siegfried Heiler. “A Simple Bootstrap Bandwidth Selector for Local Polynomial Fitting.” Journal of Statistical Computation and Simulation 79, no. 12 (2009): 1425–39. https://doi.org/10.1080/00949650802352019.
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