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2013 | Working Paper | LibreCat-ID: 4657
Y. Feng and L. Sun, A Semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets. 2013.LibreCat
2013 | Working Paper | LibreCat-ID: 4658
Y. Feng, Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects. 2013.LibreCat
2012 | Working Paper | LibreCat-ID: 4659
Y. Feng, D. Hand, and K. Yu, A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance. 2012.LibreCat
2010 | Journal Article | LibreCat-ID: 4606
X. Liu, D. B. Grant, A. C. McKinnon, and Y. Feng, “An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers,” International Journal of Physical Distribution & Logistics Management, vol. 40, no. 10, pp. 847–866, 2010.LibreCat | DOI
2007 | Book Chapter | LibreCat-ID: 4616
J. Beran, Y. Feng, G. Franke, D. Hess, and D. Ocker, “Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity,” in Processes with Long-Range Correlations, Berlin, Heidelberg: Springer Berlin Heidelberg, 2007, pp. 225–250.LibreCat | DOI