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• Yuanhua Feng

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Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

Volume (Year): 40 (2002)
Issue (Month): 2 (August)
Pages: 393-419
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:eee:csdana:v:40:y:2002:i:2:p:393-419

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1. Jan Beran & Dirk Ocker, 2002. "Pricing of cap-interest rates based on renewal processes," CoFE Discussion Paper 02-10, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
2. Rob J Hyndman & Maxwell L. King & Ivet Pitrun & Baki Billah, 2002. "Local Linear Forecasts Using Cubic Smoothing Splines," Monash Econometrics and Business Statistics Working Papers 10/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
3. Feng, Yuanhua & Yu, Keming, 2006. "Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model," MPRA Paper 1597, University Library of Munich, Germany. [Downloadable!]
4. Jan Beran, 2007. "On parameter estimation for locally stationary long-memory processes," CoFE Discussion Paper 07-13, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
5. Yuanhua Feng & Jan Beran, 2007. "Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors," CoFE Discussion Paper 07-15, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
   Other versions:
   • Yuanhua Feng, 2002. "Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors," CoFE Discussion Paper 02-01, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
6. Feng, Yuanhua & Beran, Jan & Yu, Keming, 2006. "Modelling financial time series with SEMIFAR-GARCH model," MPRA Paper 1593, University Library of Munich, Germany. [Downloadable!]
   Other versions:
   • Yuanhua Feng & Jan Beran & Keming Yu, 2007. "Modelling financial time series with SEMIFAR-GARCH model," CoFE Discussion Paper 07-14, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
7. Yuanhua Feng, 2002. "Simultaneously Modelling Conditional Heteroskedasticity and Scale Change," CoFE Discussion Paper 02-12, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
   Other versions:
   • Feng, Yuanhua, 2004. "Simultaneously Modeling Conditional Heteroskedasticity And Scale Change," Econometric Theory, Cambridge University Press, vol. 20(03), pages 563-596, June. [Downloadable!]
8. Yuanhua Feng, 2003. "Kernel Dependent Functions in Nonparametric Regression with Fractional Time Series Errors kernel dependent function, bandwidth selection," CoFE Discussion Paper 03-02, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
9. Feng, Yuanhua, 2006. "A local dynamic conditional correlation model," MPRA Paper 1592, University Library of Munich, Germany. [Downloadable!]
10. Jan Beran, 2002. "Prediction of 0-1-events for short- and long-memory time series," CoFE Discussion Paper 02-11, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
11. Chun-Hung Chen & Wei-Choun Yu & Eric Zivot, 2009. "Predicting Stock Volatility Using After-Hours Information," Working Papers UWEC-2009-01, University of Washington, Department of Economics. [Downloadable!]

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This page was last updated on 2009-12-3.