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60 Publications


2018 | Conference Paper | LibreCat-ID: 4665
B. Schäfer and Y. Feng, “Further Development of the Double Conditional Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model,” in Book of Abstracts, Paderborn, Germany, 2018, p. 7.
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2018 | Dissertation | LibreCat-ID: 4672
S. Forstinger, Modelling and forecasting financial and economic time series using different semiparametric ACD models. Universität Paderborn, 2018.
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2018 | Conference Paper | LibreCat-ID: 4667
Y. Feng and S. Letmathe, “The Non-Gaussian ESEMIFAR Model.” p. 7, 2018.
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2018 | Conference Paper | LibreCat-ID: 4668
S. Forstinger, Y. Feng, and C. Peitz, “Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models,” in Book of Abstracts, Paderborn, Germany, 2018, p. 17.
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2018 | Conference Paper | LibreCat-ID: 4669
X. Zhang and Y. Feng, “A Box-Cox Semiparametric Multiplicative Error Model,” in Book of Abstracts, Paderborn, Germany, 2018, p. 19.
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2017 | Working Paper | LibreCat-ID: 4633
X. Zhang, Y. Feng, and C. Peitz, A general class of SemiGARCH models based on the Box-Cox transformation. 2017.
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2017 | Working Paper | LibreCat-ID: 4671
Y. Feng and T. Gries, Data-driven local polynomial for the trend and its derivatives in economic time series. 2017.
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2016 | Book | LibreCat-ID: 5119
C. Peitz, Die parametrische und semiparametrische Analyse von Finanzzeitreihen: neue Methoden, Modelle und Anwendungsm\"oglichkeiten. Springer-Verlag, 2016.
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2015 | Journal Article | LibreCat-ID: 4592
Y. Feng, S. Forstinger, and C. Peitz, “On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations,” Journal of Statistical Computation and Simulation, vol. 86, no. 12, pp. 2291–2307, 2015.
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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.
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