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60 Publications
2013 | Book | LibreCat-ID: 4628
Beran J, Feng Y, Ghosh S, Kulik R. Long-Memory Processes. Berlin, Heidelberg: Springer Berlin Heidelberg; 2013. doi:10.1007/978-3-642-35512-7
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| DOI
2013 | Working Paper | LibreCat-ID: 4657
Feng Y, Sun L. 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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2013 | Working Paper | LibreCat-ID: 4658
Feng Y. Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects.; 2013.
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2012 | Journal Article | LibreCat-ID: 4597
Feng Y. An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method. Journal of Applied Statistics. 2012;40(2):266-281. doi:10.1080/02664763.2012.740626
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2012 | Journal Article | LibreCat-ID: 4601
Feng Y, Beran J. Optimal convergence rates in non-parametric regression with fractional time series errors. Journal of Time Series Analysis. 2012;34(1):30-39. doi:10.1111/j.1467-9892.2012.00811.x
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2012 | Journal Article | LibreCat-ID: 4610
Feng Y, Beran J. Filtered Log-Periodogram Regression of Long Memory Processes. Journal of Statistical Theory and Practice. 2012;3(4):777-793. doi:10.1080/15598608.2009.10411959
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2012 | Journal Article | LibreCat-ID: 4611
Beran J, Feng Y. Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes. Journal of Statistical Theory and Practice. 2012;1(2):149-166. doi:10.1080/15598608.2007.10411831
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| DOI
2012 | Journal Article | LibreCat-ID: 4612
Beran J, Feng Y. Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes. Journal of Statistical Theory and Practice. 2012;1(2):149-166. doi:10.1080/15598608.2007.10411831
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2012 | Book Chapter | LibreCat-ID: 4631
Feng Y, Heiler S. Locally Weighted Autoregression. In: Econometrics in Theory and Practice. Heidelberg: Physica-Verlag HD; 2012:101-117. doi:10.1007/978-3-642-47027-1_10
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2012 | Working Paper | LibreCat-ID: 4659
Feng Y, Hand D, Yu K. A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance.; 2012.
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2011 | Journal Article | LibreCat-ID: 4598
Guo Z, Feng Y, Tan X. Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products. Economic Modelling. 2011;28(6):2359-2368. doi:10.1016/j.econmod.2011.06.007
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2010 | Journal Article | LibreCat-ID: 4606
Liu X, Grant DB, McKinnon AC, Feng Y. An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers. International Journal of Physical Distribution & Logistics Management. 2010;40(10):847-866. doi:10.1108/09600031011093232
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2010 | Journal Article | LibreCat-ID: 4607
Liu X, McKinnon AC, Grant DB, Feng Y. Sources of competitiveness for logistics service providers: a UK industry perspective. Logistics Research. 2010;2(1):23-32. doi:10.1007/s12159-010-0024-7
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2009 | Journal Article | LibreCat-ID: 4608
Feng Y, Heiler S. A simple bootstrap bandwidth selector for local polynomial fitting. Journal of Statistical Computation and Simulation. 2009;79(12):1425-1439. doi:10.1080/00949650802352019
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2009 | Journal Article | LibreCat-ID: 4622
Beran J, Feng Y, Heiler S. Modifying the double smoothing bandwidth selector in nonparametric regression. Statistical Methodology. 2009;6(5):447-465. doi:10.1016/j.stamet.2009.04.001
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2008 | Journal Article | LibreCat-ID: 4609
Feng Y, McNeil AJ. Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility. Economic Modelling. 2008;25(5):850-867. doi:10.1016/j.econmod.2007.11.007
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2007 | Journal Article | LibreCat-ID: 3470
Beran J, Feng Y. Local Polynomial Estimation with a FARIMA-GARCH Error Process. Bernoulli. 2007;7(5). doi:10.2307/3318539
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2007 | Journal Article | LibreCat-ID: 4613
Feng Y. On the asymptotic variance in nonparametric regression with fractional time-series errors. Journal of Nonparametric Statistics. 2007;19(2):63-76. doi:10.1080/10485250701381737
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2007 | Journal Article | LibreCat-ID: 4614
Feng Y, Beran J, Yu K. Modelling financial time series with SEMIFAR GARCH model. IMA Journal of Management Mathematics. 2007;18(4):395-412. doi:10.1093/imaman/dpm024
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| DOI
2007 | Book Chapter | LibreCat-ID: 4616
Beran J, Feng Y, Franke G, Hess D, Ocker D. Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity. In: Processes with Long-Range Correlations. Berlin, Heidelberg: Springer Berlin Heidelberg; 2007:225-250. doi:10.1007/3-540-44832-2_13
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