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60 Publications
2018 | Conference Paper | LibreCat-ID: 4665
Schäfer, Bastian, and Yuanhua Feng. “Further Development of the Double Conditional Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model.” In Book of Abstracts, 7, 2018.
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2018 | Conference Paper | LibreCat-ID: 4667
Feng, Yuanhua, and Sebastian Letmathe. “The Non-Gaussian ESEMIFAR Model.” Book of Abstracts, 2018.
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2018 | Conference Paper | LibreCat-ID: 4668
Forstinger, Sarah, Yuanhua Feng, and Christian Peitz. “Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models.” In Book of Abstracts, 17, 2018.
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2018 | Conference Paper | LibreCat-ID: 4669
Zhang, Xuehai , and Yuanhua Feng. “A Box-Cox Semiparametric Multiplicative Error Model.” In Book of Abstracts, 19, 2018.
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2018 | Dissertation | LibreCat-ID: 4672
Forstinger, Sarah. 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, Xuehai, Yuanhua Feng, and Christian Peitz. A General Class of SemiGARCH Models Based on the Box-Cox Transformation, 2017.
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2017 | Working Paper | LibreCat-ID: 4671
Feng, Yuanhua, and Thomas Gries. 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, Christian. 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, Yuanhua, Sarah Forstinger, and Christian Peitz. “On the Iterative Plug-in Algorithm for Estimating Diurnal Patterns of Financial Trade Durations.” Journal of Statistical Computation and Simulation 86, no. 12 (2015): 2291–2307. https://doi.org/10.1080/00949655.2015.1107908.
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| DOI
2015 | Journal Article | LibreCat-ID: 4593
Feng, Yuanhua, and Chen Zhou. “Forecasting Financial Market Activity Using a Semiparametric Fractionally Integrated Log-ACD.” International Journal of Forecasting 31, no. 2 (2015): 349–63. https://doi.org/10.1016/j.ijforecast.2014.09.001.
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| DOI