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60 Publications


2018 | Conference Paper | LibreCat-ID: 4665
Schäfer, Bastian, and Yuanhua Feng. “Further Development of the Double Conditional Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model.” Book of Abstracts, 2018, p. 7.
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2018 | Dissertation | LibreCat-ID: 4672
Forstinger, Sarah. Modelling and Forecasting Financial and Economic Time Series Using Different Semiparametric ACD Models. 2018.
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2018 | Conference Paper | LibreCat-ID: 4667
Feng, Yuanhua, and Sebastian Letmathe. The Non-Gaussian ESEMIFAR Model. 2018, p. 7.
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2018 | Conference Paper | LibreCat-ID: 4668
Forstinger, Sarah, et al. “Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models.” Book of Abstracts, 2018, p. 17.
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2018 | Conference Paper | LibreCat-ID: 4669
Zhang, Xuehai, and Yuanhua Feng. “A Box-Cox Semiparametric Multiplicative Error Model.” Book of Abstracts, 2018, p. 19.
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2017 | Working Paper | LibreCat-ID: 4633
Zhang, Xuehai, et al. A General Class of SemiGARCH Models Based on the Box-Cox Transformation. 2017.
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2017 | Working Paper | LibreCat-ID: 4671
Feng, Yuanhua, and Thomas 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
Peitz, Christian. 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
Feng, Yuanhua, et al. “On the Iterative Plug-in Algorithm for Estimating Diurnal Patterns of Financial Trade Durations.” Journal of Statistical Computation and Simulation, vol. 86, no. 12, Informa UK Limited, 2015, pp. 2291–307, doi:10.1080/00949655.2015.1107908.
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2015 | Book Chapter | LibreCat-ID: 4650
Beran, Jan, et al. “Introduction.” Empirical Economic and Financial Research, Springer International Publishing, 2015, pp. 1–6, doi:10.1007/978-3-319-03122-4_1.
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