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60 Publications
2018 | Conference Paper | LibreCat-ID: 4665
Schäfer B, Feng Y. Further Development of the Double Conditional Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model. In: Book of Abstracts. ; 2018:7.
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2018 | Conference Paper | LibreCat-ID: 4667
Feng Y, Letmathe S. The Non-Gaussian ESEMIFAR Model. 2018:7.
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2018 | Conference Paper | LibreCat-ID: 4668
Forstinger S, Feng Y, Peitz C. Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models. In: Book of Abstracts. ; 2018:17.
LibreCat
2018 | Conference Paper | LibreCat-ID: 4669
Zhang X, Feng Y. A Box-Cox Semiparametric Multiplicative Error Model. In: Book of Abstracts. ; 2018:19.
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2018 | Dissertation | LibreCat-ID: 4672
Forstinger S. Modelling and Forecasting Financial and Economic Time Series Using Different Semiparametric ACD Models. Universität Paderborn; 2018.
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2017 | Working Paper | LibreCat-ID: 4633
Zhang X, Feng Y, Peitz C. A General Class of SemiGARCH Models Based on the Box-Cox Transformation.; 2017.
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2017 | Working Paper | LibreCat-ID: 4671
Feng Y, Gries T. Data-Driven Local Polynomial for the Trend and Its Derivatives in Economic Time Series.; 2017.
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2016 | Book | LibreCat-ID: 5119
Peitz C. Die Parametrische Und Semiparametrische Analyse von Finanzzeitreihen: Neue Methoden, Modelle Und Anwendungsm\"oglichkeiten. Springer-Verlag; 2016.
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2015 | Journal Article | LibreCat-ID: 4592
Feng Y, Forstinger S, Peitz C. On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations. Journal of Statistical Computation and Simulation. 2015;86(12):2291-2307. doi:10.1080/00949655.2015.1107908
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| DOI
2015 | Journal Article | LibreCat-ID: 4593
Feng Y, Zhou C. Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD. International Journal of Forecasting. 2015;31(2):349-363. doi:10.1016/j.ijforecast.2014.09.001
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| DOI