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Details about Yuanhua Feng

E-mail:
Homepage:http://wiwi.uni-paderborn.de/dep4/oekonometrie-quantitative-methoden-prof-feng/
Phone:+49 5251 60 3379
Postal address:Prof Dr. Yuanhua Feng, Faculty of Business Administration and Economics, University of Paderborn, Warburger Straße 100, D-33098 Paderborn, Germany
Workplace:Universität Paderborn, Fakultät Wirtschaftswissenschaften, Department of Economics

Access statistics for papers by Yuanhua Feng.

Last updated 2019-05-31. Update your information in the RePEc Author Service.

Short-id: pfe24


Jump to Journal Articles Edited books

Working Papers

2017

  1. A general class of SemiGARCH models based on the Box-Cox transformation
    Working Papers CIE, Paderborn University, CIE Center for International Economics Downloads View citations (4)
  2. Data-driven local polynomial for the trend and its derivatives in economic time series
    Working Papers CIE, Paderborn University, CIE Center for International Economics Downloads View citations (2)

2016

  1. Growth Trends and Systematic Patterns of Booms and Busts - Testing 200 Years of Business Cycle Dynamics -
    Working Papers CIE, Paderborn University, CIE Center for International Economics Downloads
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2019)

2015

  1. An iterative plug-in algorithm for realized kernels
    Working Papers CIE, Paderborn University, CIE Center for International Economics Downloads

2013

  1. A semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets
    Working Papers CIE, Paderborn University, CIE Center for International Economics Downloads View citations (3)
  2. Changes of China's agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis
    Working Papers CIE, Paderborn University, CIE Center for International Economics View citations (2)
    See also Journal Article in China Agricultural Economic Review (2015)
  3. Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects
    Working Papers CIE, Paderborn University, CIE Center for International Economics Downloads
  4. Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
    Working Papers CIE, Paderborn University, CIE Center for International Economics Downloads
    See also Journal Article in International Journal of Forecasting (2015)
  5. On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations
    Working Papers CIE, Paderborn University, CIE Center for International Economics Downloads View citations (1)

2012

  1. A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance
    Working Papers CIE, Paderborn University, CIE Center for International Economics Downloads

2011

  1. A tree-form constant market share analysis for modelling growth causes in international trade
    Working Papers CIE, Paderborn University, CIE Center for International Economics Downloads View citations (2)
  2. A tree-form constant market share model for growth causes in international trade based on multi-level classification
    Working Papers CIE, Paderborn University, CIE Center for International Economics Downloads
    See also Journal Article in Journal of Industry, Competition and Trade (2014)
  3. Data-driven estimation of diurnal duration patterns
    Working Papers CIE, Paderborn University, CIE Center for International Economics Downloads View citations (1)
  4. Impact of China's accession to WTO and the financial crisis on China's exports to Germany
    Working Papers CIE, Paderborn University, CIE Center for International Economics Downloads

2010

  1. An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method
    Working Papers CIE, Paderborn University, CIE Center for International Economics Downloads
    See also Journal Article in Journal of Applied Statistics (2013)
  2. Short- and long-term impact of remarkable economic events on the growth causes of China-Germany trade in agri-food products
    Working Papers CIE, Paderborn University, CIE Center for International Economics Downloads View citations (2)
    See also Journal Article in Economic Modelling (2011)

2006

  1. A local dynamic conditional correlation model
    MPRA Paper, University Library of Munich, Germany Downloads View citations (9)
  2. Modelling financial time series with SEMIFAR-GARCH model
    MPRA Paper, University Library of Munich, Germany Downloads View citations (8)
  3. Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model
    MPRA Paper, University Library of Munich, Germany Downloads

2000

  1. On robust local polynominal estimation with long-memory errors
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen Downloads
    See also Journal Article in International Journal of Forecasting (2002)

1999

  1. SEMIFAR models
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen Downloads View citations (15)

1997

  1. A bootstrap bandwidth selector for local polynomial fitting
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" Downloads View citations (5)

1995

  1. A simple root n bandwidth selector for nonparametric regression
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" Downloads View citations (4)
  2. Data-driven optimal decomposition of time series
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" Downloads View citations (2)

Journal Articles

2019

  1. Growth Trends and Systematic Patterns of Booms and Busts‐Testing 200 Years of Business Cycle Dynamics
    Oxford Bulletin of Economics and Statistics, 2019, 81, (1), 62-78 Downloads View citations (3)
    See also Working Paper (2016)

2017

  1. Slow Booms and Deep Busts: 160 Years of Business Cycles in Spain
    Review of Economics, 2017, 68, (2), 153-166 Downloads

2015

  1. Changes of China’s agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis
    China Agricultural Economic Review, 2015, 7, (2), 262-279 Downloads
    See also Working Paper (2013)
  2. Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
    International Journal of Forecasting, 2015, 31, (2), 349-363 Downloads View citations (1)
    See also Working Paper (2013)
  3. Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models
    Statistical Papers, 2015, 56, (2), 431-451 Downloads View citations (2)

2014

  1. A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification
    Journal of Industry, Competition and Trade, 2014, 14, (2), 207-228 Downloads
    See also Working Paper (2011)

2013

  1. An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method
    Journal of Applied Statistics, 2013, 40, (2), 266-281 Downloads
    See also Working Paper (2010)
  2. Modeling of the impact of the financial crisis and China's accession to WTO on China's exports to Germany
    Economic Modelling, 2013, 31, (C), 474-483 Downloads
  3. Optimal convergence rates in non-parametric regression with fractional time series errors
    Journal of Time Series Analysis, 2013, 34, (1), 30-39 Downloads View citations (2)

2011

  1. Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products
    Economic Modelling, 2011, 28, (6), 2359-2368 Downloads View citations (7)
    See also Working Paper (2010)

2008

  1. Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
    Economic Modelling, 2008, 25, (5), 850-867 Downloads View citations (5)

2004

  1. SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE
    Econometric Theory, 2004, 20, (3), 563-596 Downloads View citations (23)

2002

  1. Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors
    Annals of the Institute of Statistical Mathematics, 2002, 54, (2), 291-311 Downloads View citations (21)
  2. On robust local polynomial estimation with long-memory errors
    International Journal of Forecasting, 2002, 18, (2), 227-241 Downloads View citations (9)
    See also Working Paper (2000)
  3. SEMIFAR models--a semiparametric approach to modelling trends, long-range dependence and nonstationarity
    Computational Statistics & Data Analysis, 2002, 40, (2), 393-419 Downloads View citations (22)

2001

  1. Computing the Optimal Replenishment Policy for Inventory Systems with Random Discount Opportunities
    Operations Research, 2001, 49, (5), 790-795 Downloads View citations (2)

Edited books

2015

  1. Empirical Economic and Financial Research
    Advanced Studies in Theoretical and Applied Econometrics, Springer View citations (1)
 
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