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60 Publications
2014 | Book Chapter | LibreCat-ID: 4602
On EFARIMA and ESEMIFAR Models
J. Beran, Y. Feng, S. Ghosh, in: Empirical Economic and Financial Research, Springer International Publishing, Cham, 2014, pp. 239–253.
LibreCat
| DOI
J. Beran, Y. Feng, S. Ghosh, in: Empirical Economic and Financial Research, Springer International Publishing, Cham, 2014, pp. 239–253.
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.