Yuanhua Feng

发表

Spatial and Space-Time Processes

J. Beran, Rafal Kulik, Yuanhua Feng, 2013 .

Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model

Keming Yu, Yuanhua Feng, 2006 .

Origins and Generation of Long Memory

J. Beran, Rafal Kulik, Yuanhua Feng, 2013 .

Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models

J. Beran, Yuanhua Feng, Sucharita Ghosh, 2015 .

Data-driven local polynomial for the trend and its derivatives in economic time series

T. Gries, Yuanhua Feng, Marlon Fritz, 2020 .

Recent developments in non- and semiparametric regression with fractional time series errors

J. Beran, Yuanhua Feng, 2002 .

Optimal convergence rates in non‐parametric regression with fractional time series errors

J. Beran, Yuanhua Feng, 2013 .

Changes of China’s agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis

T. Gries, Yuanhua Feng, Zhichao Guo, 2015 .

Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products

Yuanhua Feng, Zhichao Guo, Xiangyong Tan, 2011 .

Growth Trends and Systematic Patterns of Booms and Busts‐Testing 200 Years of Business Cycle Dynamics

T. Gries, Yuanhua Feng, Marlon Fritz, 2018, Oxford Bulletin of Economics and Statistics.

Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility

A. McNeil, Yuanhua Feng, 2008 .

Kernel Dependent Functions in Nonparametric Regression with Fractional Time Series Errors kernel dependent function, bandwidth selection

Yuanhua Feng, 2003 .

Iterative Plug-In Algorithms for SEMIFAR Models—Definition, Convergence, and Asymptotic Properties

J. Beran, Yuanhua Feng, 2002 .

An iterative plug-in algorithm for realized kernels

Yuanhua Feng, Chen Zhou, 2015 .

SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE

Yuanhua Feng, 2004, Econometric Theory.

A local dynamic conditional correlation model

Yuanhua Feng, 2006 .

Secular stagnation? Is there statistical evidence of an unprecedented, systematic decline in growth?

T. Gries, Yuanhua Feng, Marlon Fritz, 2019, Economics Letters.

On the asymptotic variance in nonparametric regression with fractional time-series errors

Yuanhua Feng, 2007 .

Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models

J. Beran, Yuanhua Feng, Sucharita Ghosh, 2014, Statistical Papers.

Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity

J. Beran, Yuanhua Feng, D. Ocker, 2003 .

Statistical Inference for Stationary Processes

Jan Beran, Rafal Kulik, Yuanhua Feng, 2013 .

Statistical Inference for Nonstationary Processes

Jan Beran, Rafal Kulik, Yuanhua Feng, 2013 .

Locally weighted autoregression

Yuanhua Feng, Siegfried Heiler, S. Heiler, 1998 .

A simple root n bandwidth selector for nonparametric regression

Yuanhua Feng, Siegfried Heiler, S. Heiler, 1998 .

Statistical Inference for Nonlinear Processes

J. Beran, Rafal Kulik, Yuanhua Feng, 2013 .

Modelling financial time series with SEMIFAR–GARCH model

J. Beran, Yuanhua Feng, K. Yu, 2007 .

Endogenous Local Linear Trend Estimation for Economic Data -An Enhanced Alternative for the Hodrick-Prescott Filter

T. Gries, Yuanhua Feng, Marlon Fritz, 2018 .

On Enhanced Alternatives for the Hodrick-Prescott Filter

T. Gries, Yuanhua Feng, Marlon Fritz, 2016 .

Semiparametric GARCH Models with Long Memory Applied to Value at Risk and Expected Shortfall

Yuanhua Feng, André Uhde, Sebastian Letmathe, 2021, SSRN Electronic Journal.

A general class of SemiGARCH models based on the Box-Cox transformation

Xuehai Zhang, Yuanhua Feng, Christian Peitz, 2017 .

Definition of Long Memory

J. Beran, Rafal Kulik, Yuanhua Feng, 2013 .

Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors

Jan Beran, Yuanhua Feng, J. Beran, 2002 .

SEMIFAR Models with Applications to Commodities, Exchange Rates and the Volatility of Stock Market Indices

J. Beran, Yuanhua Feng, D. Ocker, 1999 .

Long-Memory Processes: Probabilistic Properties and Statistical Methods

Jan Beran, Rafal Kulik, Yuanhua Feng, 2013 .

Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes

J. Beran, Yuanhua Feng, 2007 .

Local polynomial estimation with a FARIMA-GARCH error process

Jan Beran, Yuanhua Feng, J. Beran, 2001 .

Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model

Yuanhua Feng, Christian Peitz, 2015 .

On robust local polynomial estimation with long-memory errors

Jan Beran, Yuanhua Feng, Sucharita Ghosh, 2002 .

Secular Stagnation? Statistical Evidence for an Unprecedented Phenomenon

T. Gries, Yuanhua Feng, Marlon Fritz, 2016 .

Local Polynomial Fitting with Long-Memory and Antipersistent errors

Jan Beran, Yuanhua Feng, J. Beran, 1999 .

A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance

D. Hand, Yuanhua Feng, K. Yu, 2012 .

Data-driven estimation of diurnal duration patterns

Yuanhua Feng, 2011 .

Modeling of the impact of the financial crisis and China's accession to WTO on China's exports to Germany

Yuanhua Feng, Yuanhua Feng, Zhichao Guo, 2013 .

Impact of China's accession to WTO and the financial crisis on China's exports to Germany

Yuanhua Feng, Zhichao Guo, Xiangyong Tan, 2011 .

Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD

Yuanhua Feng, Chen Zhou, 2015 .

Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model

Keming Yu, Yuanhua Feng, 2006 .

Data-driven decomposition of seasonal time series

Yuanhua Feng, Siegfried Heiler, S. Heiler, 2000 .

Modifying the double smoothing bandwidth selector in nonparametric regression

J. Beran, S. Heiler, Yuanhua Feng, 2009 .

A bootstrap bandwidth selector for local polynomial fitting

Yuanhua Feng, Siegfried Heiler, S. Heiler, 1997 .

On EFARIMA and ESEMIFAR Models

J. Beran, Yuanhua Feng, Sucharita Ghosh, 2015 .

Filtered Log-periodogram Regression of Long Memory Processes

J. Beran, Yuanhua Feng, 2009 .

Center for International Economics Working Paper Series Data-driven Estimation of Diurnal Duration Patterns Data-driven Estimation of Diurnal Duration Patterns

Yuanhua Feng, 2022 .