Please note that LibreCat no longer supports Internet Explorer versions 8 or 9 (or earlier).
We recommend upgrading to the latest Internet Explorer, Google Chrome, or Firefox.
60 Publications
2015 | Book (Editor) | LibreCat-ID: 4649
Empirical Economic and Financial Research - Theory, Methods and Practice
J. Beran, Y. Feng, H. Hebbel, eds., Empirical Economic and Financial Research - Theory, Methods and Practice, Springer, Berlin, 2015.
LibreCat
J. Beran, Y. Feng, H. Hebbel, eds., Empirical Economic and Financial Research - Theory, Methods and Practice, Springer, Berlin, 2015.
2015 | Book Chapter | LibreCat-ID: 4650
Introduction
J. Beran, Y. Feng, H. Hebbel, in: Empirical Economic and Financial Research, Springer International Publishing, Cham, 2015, pp. 1–6.
LibreCat
| DOI
J. Beran, Y. Feng, H. Hebbel, in: Empirical Economic and Financial Research, Springer International Publishing, Cham, 2015, pp. 1–6.
2015 | Working Paper | LibreCat-ID: 4656
An iterative plug-in algorithm for realized kernels
Y. Feng, C. Zhou, An Iterative Plug-in Algorithm for Realized Kernels, 2015.
LibreCat
Y. Feng, C. Zhou, An Iterative Plug-in Algorithm for Realized Kernels, 2015.
2014 | Journal Article | LibreCat-ID: 4599
Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models
J. Beran, Y. Feng, S. Ghosh, Statistical Papers 56 (2014) 431–451.
LibreCat
| DOI
J. Beran, Y. Feng, S. Ghosh, Statistical Papers 56 (2014) 431–451.
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.
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.