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60 Publications


2015 | Book (Editor) | LibreCat-ID: 4649
Beran J, Feng Y, Hebbel H, eds. Empirical Economic and Financial Research - Theory, Methods and Practice. Berlin: Springer; 2015.
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2015 | Book Chapter | LibreCat-ID: 4650
Beran J, Feng Y, Hebbel H. Introduction. In: Empirical Economic and Financial Research. Cham: Springer International Publishing; 2015:1-6. doi:10.1007/978-3-319-03122-4_1
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2015 | Working Paper | LibreCat-ID: 4656
Feng Y, Zhou C. An Iterative Plug-in Algorithm for Realized Kernels.; 2015.
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2014 | Journal Article | LibreCat-ID: 4599
Beran J, Feng Y, Ghosh S. Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models. Statistical Papers. 2014;56(2):431-451. doi:10.1007/s00362-014-0590-x
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2014 | Book Chapter | LibreCat-ID: 4602
Beran J, Feng Y, Ghosh S. On EFARIMA and ESEMIFAR Models. In: Empirical Economic and Financial Research. Cham: Springer International Publishing; 2014:239-253. doi:10.1007/978-3-319-03122-4_15
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2014 | Book Chapter | LibreCat-ID: 4603
Peitz C, Feng Y. Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model. In: Empirical Economic and Financial Research. Cham: Springer International Publishing; 2014:341-356. doi:10.1007/978-3-319-03122-4_21
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2014 | Journal Article | LibreCat-ID: 4605
Feng Y. Data-driven estimation of diurnal patterns of durations between trades on financial markets. Statistics & Probability Letters. 2014;92:109-113. doi:10.1016/j.spl.2014.05.011
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2014 | Conference Paper | LibreCat-ID: 4664
Zhou C, Feng Y. Data-driven estimation of realized kernels under dependent microstructure noise and further analysis using the Semi-FI-Log-ACD. 2014.
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2013 | Journal Article | LibreCat-ID: 4596
Feng Y, Guo Z, Peitz C. A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification. Journal of Industry, Competition and Trade. 2013;14(2):207-228. doi:10.1007/s10842-013-0156-y
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2013 | Journal Article | LibreCat-ID: 4600
Guo Z, Feng Y. Modeling of the impact of the financial crisis and China’s accession to WTO on China’s exports to Germany. Economic Modelling. 2013;31:474-483. doi:10.1016/j.econmod.2012.12.015
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