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60 Publications
2015 | Book (Editor) | LibreCat-ID: 4649
Beran, Jan, Yuanhua Feng, and Hartmut Hebbel, eds. Empirical Economic and Financial Research - Theory, Methods and Practice. Berlin: Springer, 2015.
LibreCat
2015 | Book Chapter | LibreCat-ID: 4650
Beran, Jan, Yuanhua Feng, and Hartmut Hebbel. “Introduction.” In Empirical Economic and Financial Research, 1–6. Cham: Springer International Publishing, 2015. https://doi.org/10.1007/978-3-319-03122-4_1.
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| DOI
2015 | Working Paper | LibreCat-ID: 4656
Feng, Yuanhua, and Chen Zhou. An Iterative Plug-in Algorithm for Realized Kernels, 2015.
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2014 | Journal Article | LibreCat-ID: 4599
Beran, Jan, Yuanhua Feng, and Sucharita Ghosh. “Modelling Long-Range Dependence and Trends in Duration Series: An Approach Based on EFARIMA and ESEMIFAR Models.” Statistical Papers 56, no. 2 (2014): 431–51. https://doi.org/10.1007/s00362-014-0590-x.
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| DOI
2014 | Book Chapter | LibreCat-ID: 4602
Beran, Jan, Yuanhua Feng, and Sucharita Ghosh. “On EFARIMA and ESEMIFAR Models.” In Empirical Economic and Financial Research, 239–53. Cham: Springer International Publishing, 2014. https://doi.org/10.1007/978-3-319-03122-4_15.
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| DOI
2014 | Book Chapter | LibreCat-ID: 4603
Peitz, Christian, and Yuanhua Feng. “Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model.” In Empirical Economic and Financial Research, 341–56. Cham: Springer International Publishing, 2014. https://doi.org/10.1007/978-3-319-03122-4_21.
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| DOI
2014 | Journal Article | LibreCat-ID: 4605
Feng, Yuanhua. “Data-Driven Estimation of Diurnal Patterns of Durations between Trades on Financial Markets.” Statistics & Probability Letters 92 (2014): 109–13. https://doi.org/10.1016/j.spl.2014.05.011.
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| DOI
2014 | Conference Paper | LibreCat-ID: 4664
Zhou, Chen, and Yuanhua Feng. “Data-Driven Estimation of Realized Kernels under Dependent Microstructure Noise and Further Analysis Using the Semi-FI-Log-ACD.” Book of Abstracts, 2014.
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2013 | Journal Article | LibreCat-ID: 4596
Feng, Yuanhua, Zhichao Guo, and Christian Peitz. “A Tree-Form Constant Market Share Model for Growth Causes in International Trade Based on Multi-Level Classification.” Journal of Industry, Competition and Trade 14, no. 2 (2013): 207–28. https://doi.org/10.1007/s10842-013-0156-y.
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| DOI
2013 | Journal Article | LibreCat-ID: 4600
Guo, Zhichao, and Yuanhua Feng. “Modeling of the Impact of the Financial Crisis and China’s Accession to WTO on China’s Exports to Germany.” Economic Modelling 31 (2013): 474–83. https://doi.org/10.1016/j.econmod.2012.12.015.
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| DOI