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