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2 Publications
2015 | Journal Article | LibreCat-ID: 4593
Feng Y, Zhou C. Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD. International Journal of Forecasting. 2015;31(2):349-363. doi:10.1016/j.ijforecast.2014.09.001
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| DOI
2002 | Journal Article | LibreCat-ID: 4623
Beran J, Feng Y, Ghosh S, Sibbertsen P. On robust local polynomial estimation with long-memory errors. International Journal of Forecasting. 2002;18(2):227-241. doi:10.1016/s0169-2070(01)00155-8
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| DOI