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.
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 | Working Paper | LibreCat-ID: 4656
Y. Feng and C. Zhou, An iterative plug-in algorithm for realized kernels. 2015.LibreCat
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 | Working Paper | LibreCat-ID: 4658
Y. Feng, Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects. 2013.LibreCat