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60 Publications
2015 | Book (Editor) | LibreCat-ID: 4649
@book{Beran_Feng_Hebbel_2015, place={Berlin}, title={Empirical Economic and Financial Research - Theory, Methods and Practice}, publisher={Springer}, year={2015} }
LibreCat
2015 | Book Chapter | LibreCat-ID: 4650
@inbook{Beran_Feng_Hebbel_2015, place={Cham}, title={Introduction}, DOI={10.1007/978-3-319-03122-4_1}, booktitle={Empirical Economic and Financial Research}, publisher={Springer International Publishing}, author={Beran, Jan and Feng, Yuanhua and Hebbel, Hartmut}, year={2015}, pages={1–6} }
LibreCat
| DOI
2015 | Working Paper | LibreCat-ID: 4656
@book{Feng_Zhou_2015, title={An iterative plug-in algorithm for realized kernels}, author={Feng, Yuanhua and Zhou, Chen}, year={2015} }
LibreCat
2014 | Journal Article | LibreCat-ID: 4599
@article{Beran_Feng_Ghosh_2014, title={Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models}, volume={56}, DOI={10.1007/s00362-014-0590-x}, number={2}, journal={Statistical Papers}, publisher={Springer Nature}, author={Beran, Jan and Feng, Yuanhua and Ghosh, Sucharita}, year={2014}, pages={431–451} }
LibreCat
| DOI
2014 | Book Chapter | LibreCat-ID: 4602
@inbook{Beran_Feng_Ghosh_2014, place={Cham}, title={On EFARIMA and ESEMIFAR Models}, DOI={10.1007/978-3-319-03122-4_15}, booktitle={Empirical Economic and Financial Research}, publisher={Springer International Publishing}, author={Beran, Jan and Feng, Yuanhua and Ghosh, Sucharita}, year={2014}, pages={239–253} }
LibreCat
| DOI
2014 | Book Chapter | LibreCat-ID: 4603
@inbook{Peitz_Feng_2014, place={Cham}, title={Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model}, DOI={10.1007/978-3-319-03122-4_21}, booktitle={Empirical Economic and Financial Research}, publisher={Springer International Publishing}, author={Peitz, Christian and Feng, Yuanhua}, year={2014}, pages={341–356} }
LibreCat
| DOI
2014 | Journal Article | LibreCat-ID: 4605
@article{Feng_2014, title={Data-driven estimation of diurnal patterns of durations between trades on financial markets}, volume={92}, DOI={10.1016/j.spl.2014.05.011}, journal={Statistics & Probability Letters}, publisher={Elsevier BV}, author={Feng, Yuanhua}, year={2014}, pages={109–113} }
LibreCat
| DOI
2014 | Conference Paper | LibreCat-ID: 4664
@article{Zhou_Feng_2014, series={Book of Abstracts}, title={Data-driven estimation of realized kernels under dependent microstructure noise and further analysis using the Semi-FI-Log-ACD}, author={Zhou, Chen and Feng, Yuanhua}, year={2014}, collection={Book of Abstracts} }
LibreCat
2013 | Journal Article | LibreCat-ID: 4596
@article{Feng_Guo_Peitz_2013, title={A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification}, volume={14}, DOI={10.1007/s10842-013-0156-y}, number={2}, journal={Journal of Industry, Competition and Trade}, publisher={Springer Nature}, author={Feng, Yuanhua and Guo, Zhichao and Peitz, Christian}, year={2013}, pages={207–228} }
LibreCat
| DOI
2013 | Journal Article | LibreCat-ID: 4600
@article{Guo_Feng_2013, title={Modeling of the impact of the financial crisis and China’s accession to WTO on China’s exports to Germany}, volume={31}, DOI={10.1016/j.econmod.2012.12.015}, journal={Economic Modelling}, publisher={Elsevier BV}, author={Guo, Zhichao and Feng, Yuanhua}, year={2013}, pages={474–483} }
LibreCat
| DOI
2013 | Book | LibreCat-ID: 4628
@book{Beran_Feng_Ghosh_Kulik_2013, place={Berlin, Heidelberg}, title={Long-Memory Processes}, DOI={10.1007/978-3-642-35512-7}, publisher={Springer Berlin Heidelberg}, author={Beran, Jan and Feng, Yuanhua and Ghosh, Sucharita and Kulik, Rafal}, year={2013} }
LibreCat
| DOI
2013 | Working Paper | LibreCat-ID: 4657
@book{Feng_Sun_2013, title={A Semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets}, author={Feng, Yuanhua and Sun, Lixin}, year={2013} }
LibreCat
2013 | Working Paper | LibreCat-ID: 4658
@book{Feng_2013, title={Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects}, author={Feng, Yuanhua}, year={2013} }
LibreCat
2012 | Journal Article | LibreCat-ID: 4597
@article{Feng_2012, title={An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method}, volume={40}, DOI={10.1080/02664763.2012.740626}, number={2}, journal={Journal of Applied Statistics}, publisher={Informa UK Limited}, author={Feng, Yuanhua}, year={2012}, pages={266–281} }
LibreCat
| DOI
2012 | Journal Article | LibreCat-ID: 4601
@article{Feng_Beran_2012, title={Optimal convergence rates in non-parametric regression with fractional time series errors}, volume={34}, DOI={10.1111/j.1467-9892.2012.00811.x}, number={1}, journal={Journal of Time Series Analysis}, publisher={Wiley}, author={Feng, Yuanhua and Beran, Jan}, year={2012}, pages={30–39} }
LibreCat
| DOI
2012 | Journal Article | LibreCat-ID: 4610
@article{Feng_Beran_2012, title={Filtered Log-Periodogram Regression of Long Memory Processes}, volume={3}, DOI={10.1080/15598608.2009.10411959}, number={4}, journal={Journal of Statistical Theory and Practice}, publisher={Informa UK Limited}, author={Feng, Yuanhua and Beran, Jan}, year={2012}, pages={777–793} }
LibreCat
| DOI
2012 | Journal Article | LibreCat-ID: 4611
@article{Beran_Feng_2012, title={Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes}, volume={1}, DOI={10.1080/15598608.2007.10411831}, number={2}, journal={Journal of Statistical Theory and Practice}, publisher={Informa UK Limited}, author={Beran, Jan and Feng, Yuanhua}, year={2012}, pages={149–166} }
LibreCat
| DOI
2012 | Journal Article | LibreCat-ID: 4612
@article{Beran_Feng_2012, title={Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes}, volume={1}, DOI={10.1080/15598608.2007.10411831}, number={2}, journal={Journal of Statistical Theory and Practice}, publisher={Informa UK Limited}, author={Beran, Jan and Feng, Yuanhua}, year={2012}, pages={149–166} }
LibreCat
| DOI
2012 | Book Chapter | LibreCat-ID: 4631
@inbook{Feng_Heiler_2012, place={Heidelberg}, title={Locally Weighted Autoregression}, DOI={10.1007/978-3-642-47027-1_10}, booktitle={Econometrics in Theory and Practice}, publisher={Physica-Verlag HD}, author={Feng, Yuanhua and Heiler, Siegfried}, year={2012}, pages={101–117} }
LibreCat
| DOI
2012 | Working Paper | LibreCat-ID: 4659
@book{Feng_Hand_Yu_2012, title={A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance}, author={Feng, Yuanhua and Hand, David and Yu, Keming}, year={2012} }
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