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
J. Beran, Y. Feng, and H. Hebbel, Eds., Empirical Economic and Financial Research - Theory, Methods and Practice. Berlin: Springer, 2015.
LibreCat
 

2015 | Book Chapter | LibreCat-ID: 4650
J. Beran, Y. Feng, and H. Hebbel, “Introduction,” in Empirical Economic and Financial Research, Cham: Springer International Publishing, 2015, pp. 1–6.
LibreCat | DOI
 

2015 | Working Paper | LibreCat-ID: 4656
Y. Feng and C. Zhou, An iterative plug-in algorithm for realized kernels. 2015.
LibreCat
 

2014 | Journal Article | LibreCat-ID: 4599
J. Beran, Y. Feng, and S. Ghosh, “Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models,” Statistical Papers, vol. 56, no. 2, pp. 431–451, 2014.
LibreCat | DOI
 

2014 | Book Chapter | LibreCat-ID: 4602
J. Beran, Y. Feng, and S. Ghosh, “On EFARIMA and ESEMIFAR Models,” in Empirical Economic and Financial Research, Cham: Springer International Publishing, 2014, pp. 239–253.
LibreCat | DOI
 

2014 | Book Chapter | LibreCat-ID: 4603
C. Peitz and Y. Feng, “Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model,” in Empirical Economic and Financial Research, Cham: Springer International Publishing, 2014, pp. 341–356.
LibreCat | DOI
 

2014 | Journal Article | LibreCat-ID: 4605
Y. Feng, “Data-driven estimation of diurnal patterns of durations between trades on financial markets,” Statistics & Probability Letters, vol. 92, pp. 109–113, 2014.
LibreCat | DOI
 

2014 | Conference Paper | LibreCat-ID: 4664
C. Zhou and Y. Feng, “Data-driven estimation of realized kernels under dependent microstructure noise and further analysis using the Semi-FI-Log-ACD.” 2014.
LibreCat
 

2013 | Journal Article | LibreCat-ID: 4596
Y. Feng, Z. Guo, and C. 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, vol. 14, no. 2, pp. 207–228, 2013.
LibreCat | DOI
 

2013 | Journal Article | LibreCat-ID: 4600
Z. Guo and Y. Feng, “Modeling of the impact of the financial crisis and China’s accession to WTO on China’s exports to Germany,” Economic Modelling, vol. 31, pp. 474–483, 2013.
LibreCat | DOI
 

Filters and Search Terms

department=206

Search

Filter Publications

Display / Sort

Citation Style: IEEE

Export / Embed