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60 Publications
2018 | Conference Paper | LibreCat-ID: 4668
Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models
S. Forstinger, Y. Feng, C. Peitz, in: Book of Abstracts, 2018, p. 17.
LibreCat
S. Forstinger, Y. Feng, C. Peitz, in: Book of Abstracts, 2018, p. 17.
2018 | Conference Paper | LibreCat-ID: 4669
A Box-Cox Semiparametric Multiplicative Error Model
X. Zhang, Y. Feng, in: Book of Abstracts, 2018, p. 19.
LibreCat
X. Zhang, Y. Feng, in: Book of Abstracts, 2018, p. 19.
2017 | Working Paper | LibreCat-ID: 4633
A general class of SemiGARCH models based on the Box-Cox transformation
X. Zhang, Y. Feng, C. Peitz, A General Class of SemiGARCH Models Based on the Box-Cox Transformation, 2017.
LibreCat
X. Zhang, Y. Feng, C. Peitz, A General Class of SemiGARCH Models Based on the Box-Cox Transformation, 2017.
2017 | Working Paper | LibreCat-ID: 4671
Data-driven local polynomial for the trend and its derivatives in economic time series
Y. Feng, T. Gries, Data-Driven Local Polynomial for the Trend and Its Derivatives in Economic Time Series, 2017.
LibreCat
Y. Feng, T. Gries, Data-Driven Local Polynomial for the Trend and Its Derivatives in Economic Time Series, 2017.
2015 | Journal Article | LibreCat-ID: 4592
On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations
Y. Feng, S. Forstinger, C. Peitz, Journal of Statistical Computation and Simulation 86 (2015) 2291–2307.
LibreCat
| DOI
Y. Feng, S. Forstinger, C. Peitz, Journal of Statistical Computation and Simulation 86 (2015) 2291–2307.