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2 Publications


2015 | Journal Article | LibreCat-ID: 4593
@article{Feng_Zhou_2015, title={Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD}, volume={31}, DOI={10.1016/j.ijforecast.2014.09.001}, number={2}, journal={International Journal of Forecasting}, publisher={Elsevier BV}, author={Feng, Yuanhua and Zhou, Chen}, year={2015}, pages={349–363} }
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2002 | Journal Article | LibreCat-ID: 4623
@article{Beran_Feng_Ghosh_Sibbertsen_2002, title={On robust local polynomial estimation with long-memory errors}, volume={18}, DOI={10.1016/s0169-2070(01)00155-8}, number={2}, journal={International Journal of Forecasting}, publisher={Elsevier BV}, author={Beran, Jan and Feng, Yuanhua and Ghosh, Sucharita and Sibbertsen, Philipp}, year={2002}, pages={227–241} }
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