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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 | 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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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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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 | Book (Editor) | LibreCat-ID: 4649
J. Beran, Y. Feng, and H. Hebbel, Eds., Empirical Economic and Financial Research - Theory, Methods and Practice. Berlin: Springer, 2015.
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2015 | Working Paper | LibreCat-ID: 4656
Y. Feng and C. Zhou, An iterative plug-in algorithm for realized kernels. 2015.
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2014 | Conference Paper | LibreCat-ID: 4664
C. Zhou and Y. Feng, “Data-driven estimation of realized kernels under dependent microstructure noise and further analysis using the Semi-FI-Log-ACD.” 2014.
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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.
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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.
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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.
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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.
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| 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.
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| DOI
2007 | Book (Editor) | LibreCat-ID: 4652
P. Ng, K. Yu, and Y. Feng, Eds., Special Issue: Quantile Regression, vol. 7. 2007.
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2004 | Book | LibreCat-ID: 4630
Y. Feng, Non- and Semiparametric Regression with Fractional Time Series Errors. 2004.
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2004 | Book Chapter | LibreCat-ID: 4634
S. Heiler and Y. Feng, “A robust data-driven version of the Berlin Method,” in Zeitreihenanalyse in der empirischen Wirtschaftsforschung, R. Metz, M. Lösch, and K. Edel, Eds. Stuttgart: Lucius & Lucius, 2004, pp. 67–81.
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2002 | Journal Article | LibreCat-ID: 4635
J. Beran and Y. Feng, “Local polynomial fitting with long-memory, short-memory and antipersistent errors,” The Annals of the Institute of Statistical Mathematics, vol. 54, no. 2, pp. 291–311, 2002.
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