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60 Publications


2013 | Book | LibreCat-ID: 4628
Beran, Jan, et al. Long-Memory Processes. Springer Berlin Heidelberg, 2013, doi:10.1007/978-3-642-35512-7.
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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, vol. 31, Elsevier BV, 2013, pp. 474–83, doi:10.1016/j.econmod.2012.12.015.
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2013 | Working Paper | LibreCat-ID: 4657
Feng, Yuanhua, and Lixin Sun. A Semi-APARCH Approach for Comparing Long-Term and Short-Term Risk in Chinese Financial Market and in Mature Financial Markets. 2013.
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2012 | Journal Article | LibreCat-ID: 4610
Feng, Yuanhua, and Jan Beran. “Filtered Log-Periodogram Regression of Long Memory Processes.” Journal of Statistical Theory and Practice, vol. 3, no. 4, Informa UK Limited, 2012, pp. 777–93, doi:10.1080/15598608.2009.10411959.
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2012 | Working Paper | LibreCat-ID: 4659
Feng, Yuanhua, et al. A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance. 2012.
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2012 | Journal Article | LibreCat-ID: 4611
Beran, Jan, and Yuanhua Feng. “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes.” Journal of Statistical Theory and Practice, vol. 1, no. 2, Informa UK Limited, 2012, pp. 149–66, doi:10.1080/15598608.2007.10411831.
LibreCat | DOI
 

2012 | Journal Article | LibreCat-ID: 4597
Feng, Yuanhua. “An Iterative Plug-in Algorithm for Decomposing Seasonal Time Series Using the Berlin Method.” Journal of Applied Statistics, vol. 40, no. 2, Informa UK Limited, 2012, pp. 266–81, doi:10.1080/02664763.2012.740626.
LibreCat | DOI
 

2012 | Journal Article | LibreCat-ID: 4612
Beran, Jan, and Yuanhua Feng. “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes.” Journal of Statistical Theory and Practice, vol. 1, no. 2, Informa UK Limited, 2012, pp. 149–66, doi:10.1080/15598608.2007.10411831.
LibreCat | DOI
 

2012 | Book Chapter | LibreCat-ID: 4631
Feng, Yuanhua, and Siegfried Heiler. “Locally Weighted Autoregression.” Econometrics in Theory and Practice, Physica-Verlag HD, 2012, pp. 101–17, doi:10.1007/978-3-642-47027-1_10.
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2012 | Journal Article | LibreCat-ID: 4601
Feng, Yuanhua, and Jan Beran. “Optimal Convergence Rates in Non-Parametric Regression with Fractional Time Series Errors.” Journal of Time Series Analysis, vol. 34, no. 1, Wiley, 2012, pp. 30–39, doi:10.1111/j.1467-9892.2012.00811.x.
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