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


2013 | Book | LibreCat-ID: 4628
J. Beran, Y. Feng, S. Ghosh, and R. Kulik, Long-Memory Processes. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013.
LibreCat | DOI
 

2013 | Working Paper | LibreCat-ID: 4657
Y. Feng and L. Sun, A Semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets. 2013.
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
 

2012 | Journal Article | LibreCat-ID: 4597
Y. Feng, “An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method,” Journal of Applied Statistics, vol. 40, no. 2, pp. 266–281, 2012.
LibreCat | DOI
 

2012 | Journal Article | LibreCat-ID: 4601
Y. Feng and J. Beran, “Optimal convergence rates in non-parametric regression with fractional time series errors,” Journal of Time Series Analysis, vol. 34, no. 1, pp. 30–39, 2012.
LibreCat | DOI
 

2012 | Journal Article | LibreCat-ID: 4610
Y. Feng and J. Beran, “Filtered Log-Periodogram Regression of Long Memory Processes,” Journal of Statistical Theory and Practice, vol. 3, no. 4, pp. 777–793, 2012.
LibreCat | DOI
 

2012 | Journal Article | LibreCat-ID: 4611
J. Beran and Y. Feng, “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes,” Journal of Statistical Theory and Practice, vol. 1, no. 2, pp. 149–166, 2012.
LibreCat | DOI
 

2012 | Journal Article | LibreCat-ID: 4612
J. Beran and Y. Feng, “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes,” Journal of Statistical Theory and Practice, vol. 1, no. 2, pp. 149–166, 2012.
LibreCat | DOI
 

2012 | Book Chapter | LibreCat-ID: 4631
Y. Feng and S. Heiler, “Locally Weighted Autoregression,” in Econometrics in Theory and Practice, Heidelberg: Physica-Verlag HD, 2012, pp. 101–117.
LibreCat | DOI
 

2012 | Working Paper | LibreCat-ID: 4659
Y. Feng, D. Hand, and K. Yu, A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance. 2012.
LibreCat
 

Filters and Search Terms

department=206

Search

Filter Publications

Display / Sort

Citation Style: IEEE

Export / Embed