Yuanhua Feng
Names
| first: |
Yuanhua |
| last: |
Feng |
Identifer
Contact
Affiliations
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Universität Paderborn, Fakultät Wirtschaftswissenschaften, Department of Economics
- http://pbfb5www.uni-paderborn.de/www/fb5/wiwi-web.nsf/id/Startseite_DE
- location: Paderborn, Germany
Research profile
author of:
- The Shanghai- Hong Kong Stock Connect: An Application of the Semi-CGARCH and Semi-EGARCH (RePEc:asi:aeafrj:v:10:y:2020:i:4:p:427-438:id:1934)
by Christian Peitz & Yuanhua Feng & Bernard M Gilroy & Nico Stoeckmann - Optimal convergence rates in non-parametric regression with fractional time series errors (RePEc:bla:jtsera:v:34:y:2013:i:1:p:30-39)
by Yuanhua Feng & Jan Beran - Growth Trends and Systematic Patterns of Booms and Busts‐Testing 200 Years of Business Cycle Dynamics (RePEc:bla:obuest:v:81:y:2019:i:1:p:62-78)
by Marlon Fritz & Thomas Gries & Yuanhua Feng - Simultaneously Modeling Conditional Heteroskedasticity And Scale Change (RePEc:cup:etheor:v:20:y:2004:i:03:p:563-596_20)
by Feng, Yuanhua - SEMIFAR models--a semiparametric approach to modelling trends, long-range dependence and nonstationarity (RePEc:eee:csdana:v:40:y:2002:i:2:p:393-419)
by Beran, Jan & Feng, Yuanhua - Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility (RePEc:eee:ecmode:v:25:y:2008:i:5:p:850-867)
by Feng, Yuanhua & McNeil, Alexander J. - Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products (RePEc:eee:ecmode:v:28:y:2011:i:6:p:2359-2368)
by Guo, Zhichao & Feng, Yuanhua & Tan, Xiangyong - Modeling of the impact of the financial crisis and China's accession to WTO on China's exports to Germany (RePEc:eee:ecmode:v:31:y:2013:i:c:p:474-483)
by Guo, Zhichao & Feng, Yuanhua - Secular stagnation? Is there statistical evidence of an unprecedented, systematic decline in growth? (RePEc:eee:ecolet:v:181:y:2019:i:c:p:47-50)
by Fritz, Marlon & Gries, Thomas & Feng, Yuanhua - On robust local polynomial estimation with long-memory errors (RePEc:eee:intfor:v:18:y:2002:i:2:p:227-241)
by Beran, Jan & Feng, Yuanhua & Ghosh, Sucharita & Sibbertsen, Philipp - Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD (RePEc:eee:intfor:v:31:y:2015:i:2:p:349-363)
by Feng, Yuanhua & Zhou, Chen - Changes of China’s agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis (RePEc:eme:caerpp:v:7:y:2015:i:2:p:262-279)
by Zhichao Guo & Yuanhua Feng & Thomas Gries - Computing the Optimal Replenishment Policy for Inventory Systems with Random Discount Opportunities (RePEc:inm:oropre:v:49:y:2001:i:5:p:790-795)
by Y. Feng & J. Sun - A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification (RePEc:kap:jincot:v:14:y:2014:i:2:p:207-228)
by Yuanhua Feng & Zhichao Guo & Christian Peitz - Slow Booms and Deep Busts: 160 Years of Business Cycles in Spain (RePEc:lus:reveco:v:68:y:2017:i:2:p:153-166:n:2)
by Gries Thomas & Fritz Marlon & Feng Yuanhua - Data-driven local polynomial for the trend and its derivatives in economic time series (RePEc:pdn:ciepap:102)
by Yuanhua Feng & Thomas Gries - Unknown item RePEc:pdn:ciepap:104 (paper)
- Fractionally integrated Log-GARCH with application to value at risk and expected shortfall (RePEc:pdn:ciepap:137)
by Yuanhua Feng & Jan Beran & Sebastian Letmathe & Sucharita Ghosh - Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall (RePEc:pdn:ciepap:141)
by Sebastian Letmathe & Yuanhua Feng & André Uhde - Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression (RePEc:pdn:ciepap:142)
by Yuanhua Feng & Wolfgang Karl Härdle - Fast Computation and Bandwidth Selection Algorithms for Smoothing Functional Time Series (RePEc:pdn:ciepap:143)
by Bastian Schäfer & Yuanhua Feng - Boundary modification in local polynomial regression (RePEc:pdn:ciepap:144)
by Yuanhua Feng & Bastian Schäfer - An extended exponential SEMIFAR model with application in R (RePEc:pdn:ciepap:145)
by Yuanhua Feng & Jan Beran & Sebastian Letmathe - An iterative plug-in algorithm for P-Spline regression (RePEc:pdn:ciepap:151)
by Sebastian Letmathe & Yuanhua Feng - FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series (RePEc:pdn:ciepap:156)
by Yuanhua Feng & Thomas Gries & Sebastian Letmathe - Short- and long-term impact of remarkable economic events on the growth causes of China-Germany trade in agri-food products (RePEc:pdn:ciepap:32)
by Zhichao Guo & Yuanhua Feng & Xiangyong Tan - An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method (RePEc:pdn:ciepap:33)
by Yuanhua Feng - Impact of China's accession to WTO and the financial crisis on China's exports to Germany (RePEc:pdn:ciepap:36)
by Zhichao Guo & Yuanhua Feng & Xiangyong Tan - A tree-form constant market share analysis for modelling growth causes in international trade (RePEc:pdn:ciepap:37)
by Yuanhua Feng & Zhichao Guo & Christian Peitz & Xiangyong Tan - A tree-form constant market share model for growth causes in international trade based on multi-level classification (RePEc:pdn:ciepap:42)
by Yuanhua Feng & Zhichao Guo & Christian Peitz & Xiangyong Tan - Data-driven estimation of diurnal duration patterns (RePEc:pdn:ciepap:44)
by Yuanhua Feng - A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance (RePEc:pdn:ciepap:50)
by Yuanhua Feng & David Hand & Yuanhua Feng - Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD (RePEc:pdn:ciepap:59)
by Yuanhua Feng & Chen Zhou - Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects (RePEc:pdn:ciepap:65)
by Yuanhua Feng - On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations (RePEc:pdn:ciepap:66)
by Yuanhua Feng & Sarah Forstinger & Christian Peitz - A semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets (RePEc:pdn:ciepap:69)
by Yuanhua Feng & Lixin Sun - Changes of China's agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis (RePEc:pdn:ciepap:72)
by Zhichao Guo & Yuanhua Feng & Thomas Gries - An iterative plug-in algorithm for realized kernels (RePEc:pdn:ciepap:87)
by Yuanhua Feng & Chen Zhou - Growth Trends and Systematic Patterns of Booms and Busts - Testing 200 Years of Business Cycle Dynamics - (RePEc:pdn:ciepap:96)
by Marlon Fritz & Thomas Gries & Yuanhua Feng - A local dynamic conditional correlation model (RePEc:pra:mprapa:1592)
by Feng, Yuanhua - Modelling financial time series with SEMIFAR-GARCH model (RePEc:pra:mprapa:1593)
by Feng, Yuanhua & Beran, Jan & Yu, Keming - Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model (RePEc:pra:mprapa:1597)
by Feng, Yuanhua & Yu, Keming - Empirical Economic and Financial Research (RePEc:spr:adstae:978-3-319-03122-4)
by None - Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors (RePEc:spr:aistmt:v:54:y:2002:i:2:p:291-311)
by Jan Beran & Yuanhua Feng - Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models (RePEc:spr:stpapr:v:56:y:2015:i:2:p:431-451)
by Jan Beran & Yuanhua Feng & Sucharita Ghosh - Data-driven local polynomial for the trend and its derivatives in economic time series (RePEc:taf:gnstxx:v:32:y:2020:i:2:p:510-533)
by Yuanhua Feng & Thomas Gries & Marlon Fritz - An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method (RePEc:taf:japsta:v:40:y:2013:i:2:p:266-281)
by Yuanhua Feng - A robust data-driven version of the Berlin Method (RePEc:zbw:cofedp:0015)
by Heiler, Siegfried & Feng, Yuanhua - Data-driven estimation of semiparametric fractional autoregressive models (RePEc:zbw:cofedp:0016)
by Beran, Jan & Feng, Yuanhua - On robust local polynomial estimation with long-memory errors (RePEc:zbw:cofedp:0018)
by Beran, Jan & Feng, Yuanhua & Gosh, Sucharita & Sibbertsen, Philipp - Modifying the double smoothing bandwidth selector in nonparametric regression (RePEc:zbw:cofedp:0037)
by Beran, Jan & Feng, Yuanhua & Heiler, Siegfried - Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties (RePEc:zbw:cofedp:0111)
by Beran, Jan & Feng, Yuanhua - Supplement to the Paper "Interative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties": Detailed Simulation Results (RePEc:zbw:cofedp:0112)
by Beran, Jan & Feng, Yuanhua - Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors (RePEc:zbw:cofedp:0201)
by Feng, Yuanhua - An Iterative Plug-In Algorithm for Nonparametric Modelling of Seasonal Time Series (RePEc:zbw:cofedp:0204)
by Feng, Yuanhua - Simultaneously Modelling Conditional Heteroskedasticity and Scale Change (RePEc:zbw:cofedp:0212)
by Feng, Yuanhua - Recent Developments in Non- and Semiparametric Regression with Fractional Time Series Errors (RePEc:zbw:cofedp:0213)
by Beran, Jan & Feng, Yuanhua - Modelling Different Volatility Components (RePEc:zbw:cofedp:0218)
by Feng, Yuanhua - Kernel Dependent Functions in Nonparametric Regression with Fractional Time Series Errors (RePEc:zbw:cofedp:0302)
by Feng, Yuanhua - Modelling financial time series with SEMIFAR-GARCH model (RePEc:zbw:cofedp:0714)
by Feng, Yuanhua & Beran, Jan & Yu, Keming - Optimal convergence rates in nonparametric regression with fractional time series errors (RePEc:zbw:cofedp:0715)
by Feng, Yuanhua & Beran, Jan - Filtered Log-periodogram Regression of long memory processes (RePEc:zbw:cofedp:0810)
by Feng, Yuanhua & Beran, Jan - Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent errors (RePEc:zbw:cofedp:9907)
by Beran, Jan & Feng, Yuanhua - Local Polynomial Estimation with a FARIMA-GARCH Error Process (RePEc:zbw:cofedp:9908)
by Beran, Jan & Feng, Yuanhua - SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market Indices (RePEc:zbw:cofedp:9918)
by Beran, Jan & Feng, Yuanhua & Franke, Günter & Hess, Dieter & Ocker, Dirk - A data-driven P-spline smoother and the P-Spline-GARCH models (RePEc:zbw:irtgdp:2020016)
by Feng, Yuanhua & Härdle, Wolfgang Karl - A simple root n bandwidth selector for nonparametric regression (RePEc:zbw:kondp2:286)
by Heiler, Siegfried & Feng, Yuanhua - Data-driven optimal decomposition of time series (RePEc:zbw:kondp2:287)
by Heiler, Siegfried & Feng, Yuanhua - A bootstrap bandwidth selector for local polynomial fitting (RePEc:zbw:kondp2:344)
by Heiler, Siegfried & Feng, Yuanhua - SEMIFAR models (RePEc:zbw:sfb475:199903)
by Beran, Jan & Feng, Yuanhua & Ocker, Dirk - On robust local polynominal estimation with long-memory errors (RePEc:zbw:sfb475:200035)
by Beran, Jan & Feng, Yuanhua & Ghosh, Sucharita & Sibbertsen, Philipp