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60 Publications
2014 | Book Chapter | LibreCat-ID: 4603
Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model
C. Peitz, Y. Feng, in: Empirical Economic and Financial Research, Springer International Publishing, Cham, 2014, pp. 341–356.
LibreCat
| DOI
C. Peitz, Y. Feng, in: Empirical Economic and Financial Research, Springer International Publishing, Cham, 2014, pp. 341–356.
2014 | Journal Article | LibreCat-ID: 4605
Data-driven estimation of diurnal patterns of durations between trades on financial markets
Y. Feng, Statistics & Probability Letters 92 (2014) 109–113.
LibreCat
| DOI
Y. Feng, Statistics & Probability Letters 92 (2014) 109–113.
2014 | Conference Paper | LibreCat-ID: 4664
Data-driven estimation of realized kernels under dependent microstructure noise and further analysis using the Semi-FI-Log-ACD
C. Zhou, Y. Feng, (2014).
LibreCat
C. Zhou, Y. Feng, (2014).
2013 | Journal Article | LibreCat-ID: 4596
A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification
Y. Feng, Z. Guo, C. Peitz, Journal of Industry, Competition and Trade 14 (2013) 207–228.
LibreCat
| DOI
Y. Feng, Z. Guo, C. Peitz, Journal of Industry, Competition and Trade 14 (2013) 207–228.
2013 | Journal Article | LibreCat-ID: 4600
Modeling of the impact of the financial crisis and China's accession to WTO on China's exports to Germany
Z. Guo, Y. Feng, Economic Modelling 31 (2013) 474–483.
LibreCat
| DOI
Z. Guo, Y. Feng, Economic Modelling 31 (2013) 474–483.
2013 | Book | LibreCat-ID: 4628
Long-Memory Processes
J. Beran, Y. Feng, S. Ghosh, R. Kulik, Long-Memory Processes, Springer Berlin Heidelberg, Berlin, Heidelberg, 2013.
LibreCat
| DOI
J. Beran, Y. Feng, S. Ghosh, R. Kulik, Long-Memory Processes, Springer Berlin Heidelberg, Berlin, Heidelberg, 2013.
2013 | Working Paper | LibreCat-ID: 4657
A Semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets
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.
LibreCat
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.
2013 | Working Paper | LibreCat-ID: 4658
Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects
Y. Feng, Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects, 2013.
LibreCat
Y. Feng, Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects, 2013.
2012 | Journal Article | LibreCat-ID: 4597
An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method
Y. Feng, Journal of Applied Statistics 40 (2012) 266–281.
LibreCat
| DOI
Y. Feng, Journal of Applied Statistics 40 (2012) 266–281.
2012 | Journal Article | LibreCat-ID: 4601
Optimal convergence rates in non-parametric regression with fractional time series errors
Y. Feng, J. Beran, Journal of Time Series Analysis 34 (2012) 30–39.
LibreCat
| DOI
Y. Feng, J. Beran, Journal of Time Series Analysis 34 (2012) 30–39.
2012 | Journal Article | LibreCat-ID: 4610
Filtered Log-Periodogram Regression of Long Memory Processes
Y. Feng, J. Beran, Journal of Statistical Theory and Practice 3 (2012) 777–793.
LibreCat
| DOI
Y. Feng, J. Beran, Journal of Statistical Theory and Practice 3 (2012) 777–793.
2012 | Journal Article | LibreCat-ID: 4611
Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes
J. Beran, Y. Feng, Journal of Statistical Theory and Practice 1 (2012) 149–166.
LibreCat
| DOI
J. Beran, Y. Feng, Journal of Statistical Theory and Practice 1 (2012) 149–166.
2012 | Journal Article | LibreCat-ID: 4612
Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes
J. Beran, Y. Feng, Journal of Statistical Theory and Practice 1 (2012) 149–166.
LibreCat
| DOI
J. Beran, Y. Feng, Journal of Statistical Theory and Practice 1 (2012) 149–166.
2012 | Book Chapter | LibreCat-ID: 4631
Locally Weighted Autoregression
Y. Feng, S. Heiler, in: Econometrics in Theory and Practice, Physica-Verlag HD, Heidelberg, 2012, pp. 101–117.
LibreCat
| DOI
Y. Feng, S. Heiler, in: Econometrics in Theory and Practice, Physica-Verlag HD, Heidelberg, 2012, pp. 101–117.
2012 | Working Paper | LibreCat-ID: 4659
A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance
Y. Feng, D. Hand, K. Yu, A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance, 2012.
LibreCat
Y. Feng, D. Hand, K. Yu, A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance, 2012.
2011 | Journal Article | LibreCat-ID: 4598
Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products
Z. Guo, Y. Feng, X. Tan, Economic Modelling 28 (2011) 2359–2368.
LibreCat
| DOI
Z. Guo, Y. Feng, X. Tan, Economic Modelling 28 (2011) 2359–2368.
2010 | Journal Article | LibreCat-ID: 4606
An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers
X. Liu, D.B. Grant, A.C. McKinnon, Y. Feng, International Journal of Physical Distribution & Logistics Management 40 (2010) 847–866.
LibreCat
| DOI
X. Liu, D.B. Grant, A.C. McKinnon, Y. Feng, International Journal of Physical Distribution & Logistics Management 40 (2010) 847–866.
2010 | Journal Article | LibreCat-ID: 4607
Sources of competitiveness for logistics service providers: a UK industry perspective
X. Liu, A.C. McKinnon, D.B. Grant, Y. Feng, Logistics Research 2 (2010) 23–32.
LibreCat
| DOI
X. Liu, A.C. McKinnon, D.B. Grant, Y. Feng, Logistics Research 2 (2010) 23–32.
2009 | Journal Article | LibreCat-ID: 4608
A simple bootstrap bandwidth selector for local polynomial fitting
Y. Feng, S. Heiler, Journal of Statistical Computation and Simulation 79 (2009) 1425–1439.
LibreCat
| DOI
Y. Feng, S. Heiler, Journal of Statistical Computation and Simulation 79 (2009) 1425–1439.
2009 | Journal Article | LibreCat-ID: 4622
Modifying the double smoothing bandwidth selector in nonparametric regression
J. Beran, Y. Feng, S. Heiler, Statistical Methodology 6 (2009) 447–465.
LibreCat
| DOI
J. Beran, Y. Feng, S. Heiler, Statistical Methodology 6 (2009) 447–465.