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60 Publications


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} }
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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} }
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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} }
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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} }
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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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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} }
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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} }
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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} }
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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} }
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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} }
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2011 | Journal Article | LibreCat-ID: 4598
@article{Guo_Feng_Tan_2011, title={Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products}, volume={28}, DOI={10.1016/j.econmod.2011.06.007}, number={6}, journal={Economic Modelling}, publisher={Elsevier BV}, author={Guo, Zhichao and Feng, Yuanhua and Tan, Xiangyong}, year={2011}, pages={2359–2368} }
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2010 | Journal Article | LibreCat-ID: 4606
@article{Liu_Grant_McKinnon_Feng_2010, title={An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers}, volume={40}, DOI={10.1108/09600031011093232}, number={10}, journal={International Journal of Physical Distribution & Logistics Management}, publisher={Emerald}, author={Liu, Xiaohong and Grant, David B. and McKinnon, Alan C. and Feng, Yuanhua}, year={2010}, pages={847–866} }
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2010 | Journal Article | LibreCat-ID: 4607
@article{Liu_McKinnon_Grant_Feng_2010, title={Sources of competitiveness for logistics service providers: a UK industry perspective}, volume={2}, DOI={10.1007/s12159-010-0024-7}, number={1}, journal={Logistics Research}, publisher={Springer Nature}, author={Liu, Xiaohong and McKinnon, Alan C. and Grant, David B. and Feng, Yuanhua}, year={2010}, pages={23–32} }
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2009 | Journal Article | LibreCat-ID: 4608
@article{Feng_Heiler_2009, title={A simple bootstrap bandwidth selector for local polynomial fitting}, volume={79}, DOI={10.1080/00949650802352019}, number={12}, journal={Journal of Statistical Computation and Simulation}, publisher={Informa UK Limited}, author={Feng, Yuanhua and Heiler, Siegfried}, year={2009}, pages={1425–1439} }
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2009 | Journal Article | LibreCat-ID: 4622
@article{Beran_Feng_Heiler_2009, title={Modifying the double smoothing bandwidth selector in nonparametric regression}, volume={6}, DOI={10.1016/j.stamet.2009.04.001}, number={5}, journal={Statistical Methodology}, publisher={Elsevier BV}, author={Beran, Jan and Feng, Yuanhua and Heiler, Siegfried}, year={2009}, pages={447–465} }
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2008 | Journal Article | LibreCat-ID: 4609
@article{Feng_McNeil_2008, title={Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility}, volume={25}, DOI={10.1016/j.econmod.2007.11.007}, number={5}, journal={Economic Modelling}, publisher={Elsevier BV}, author={Feng, Yuanhua and McNeil, Alexander J.}, year={2008}, pages={850–867} }
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2007 | Book Chapter | LibreCat-ID: 4616
@inbook{Beran_Feng_Franke_Hess_Ocker_2007, place={Berlin, Heidelberg}, title={Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity}, DOI={10.1007/3-540-44832-2_13}, booktitle={Processes with Long-Range Correlations}, publisher={Springer Berlin Heidelberg}, author={Beran, Jan and Feng, Yuanhua and Franke, Günter and Hess, Dieter and Ocker, Dirk}, year={2007}, pages={225–250} }
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2007 | Journal Article | LibreCat-ID: 4624
@article{Beran_Feng_2007, title={Local Polynomial Estimation with a FARIMA-GARCH Error Process}, volume={7}, DOI={10.2307/3318539}, number={5733}, journal={Bernoulli}, publisher={JSTOR}, author={Beran, Jan and Feng, Yuanhua}, year={2007} }
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2007 | Journal Article | LibreCat-ID: 3470
@article{Beran_Feng_2007, title={Local Polynomial Estimation with a FARIMA-GARCH Error Process}, volume={7}, DOI={10.2307/3318539}, number={5733}, journal={Bernoulli}, publisher={JSTOR}, author={Beran, Jan and Feng, Yuanhua}, year={2007} }
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2007 | Journal Article | LibreCat-ID: 4613
@article{Feng_2007, title={On the asymptotic variance in nonparametric regression with fractional time-series errors}, volume={19}, DOI={10.1080/10485250701381737}, number={2}, journal={Journal of Nonparametric Statistics}, publisher={Informa UK Limited}, author={Feng, Yuanhua}, year={2007}, pages={63–76} }
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