Advanced Search
MyIDEAS: Login to follow this author

Yuanhua Feng

Contents:

This is information that was supplied by Yuanhua Feng in registering through RePEc. If you are Yuanhua Feng , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Yuanhua
Middle Name:
Last Name: Feng
Suffix:

RePEc Short-ID: pfe24

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

Affiliation

Universität Paderborn, Fakultät Wirtschaftswissenschaften, Department of Economics (University of Paderborn, Faculty of Business Administration and Economics, Department of Economics)
Homepage: http://pbfb5www.uni-paderborn.de/www/fb5/wiwi-web.nsf/id/Startseite_DE
Location: Paderborn, Germany

Works

as in new window

Working papers

  1. Zhichao Guo & Yuanhua Feng & Thomas Gries, 2013. "Changes of China's agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis," Working Papers CIE 72, University of Paderborn, CIE Center for International Economics.
  2. Yuanhua Feng, 2013. "Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects," Working Papers CIE 65, University of Paderborn, CIE Center for International Economics.
  3. Yuanhua Feng & Lixin Sun, 2013. "A semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets," Working Papers CIE 69, University of Paderborn, CIE Center for International Economics.
  4. Yuanhua Feng & Chen Zhou, 2013. "Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD," Working Papers CIE 59, University of Paderborn, CIE Center for International Economics.
  5. Yuanhua Feng & Sarah Forstinger & Christian Peitz, 2013. "On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations," Working Papers CIE 66, University of Paderborn, CIE Center for International Economics.
  6. Yuanhua Feng & David Hand & Yuanhua Feng, 2012. "A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance," Working Papers CIE 50, University of Paderborn, CIE Center for International Economics.
  7. Yuanhua Feng, 2011. "Data-driven estimation of diurnal duration patterns," Working Papers CIE 44, University of Paderborn, CIE Center for International Economics.
  8. Zhichao Guo & Yuanhua Feng & Xiangyong Tan, 2011. "Impact of China's accession to WTO and the financial crisis on China's exports to Germany," Working Papers CIE 36, University of Paderborn, CIE Center for International Economics.
  9. Yuanhua Feng & Zhichao Guo & Christian Peitz & Xiangyong Tan, 2011. "A tree-form constant market share analysis for modelling growth causes in international trade," Working Papers CIE 37, University of Paderborn, CIE Center for International Economics.
  10. Yuanhua Feng & Zhichao Guo & Christian Peitz & Xiangyong Tan, 2011. "A tree-form constant market share model for growth causes in international trade based on multi-level classification," Working Papers CIE 42, University of Paderborn, CIE Center for International Economics.
  11. Yuanhua Feng, 2010. "An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method," Working Papers CIE 33, University of Paderborn, CIE Center for International Economics.
  12. Zhichao Guo & Yuanhua Feng & Xiangyong Tan, 2010. "Short- and long-term impact of remarkable economic events on the growth causes of China-Germany trade in agri-food products," Working Papers CIE 32, University of Paderborn, CIE Center for International Economics.
  13. Jan Beran & Yuanhua Feng, 2008. "Filtered Log-periodogram Regression of long memory processes," CoFE Discussion Paper 08-10, Center of Finance and Econometrics, University of Konstanz.
  14. 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.
  15. Feng, Yuanhua & Beran, Jan & Yu, Keming, 2006. "Modelling financial time series with SEMIFAR-GARCH model," MPRA Paper 1593, University Library of Munich, Germany.
  16. Feng, Yuanhua, 2006. "A local dynamic conditional correlation model," MPRA Paper 1592, University Library of Munich, Germany.
  17. 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.
  18. 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.
  19. Yuanhua Feng, 2002. "Simultaneously Modelling Conditional Heteroskedasticity and Scale Change," CoFE Discussion Paper 02-12, Center of Finance and Econometrics, University of Konstanz.
  20. Yuanhua Feng, 2002. "Modelling Different Volatility Components in High-Frequency Financial Returns," CoFE Discussion Paper 02-18, Center of Finance and Econometrics, University of Konstanz.
  21. Jan Beran & Yuanhua.Feng, 2002. "Recent Developments in Non- and Semiparametric Regression with Fractional Time Series Errors," CoFE Discussion Paper 02-13, Center of Finance and Econometrics, University of Konstanz.
  22. Yuanhua Feng, 2002. "An Iterative Plug-In Algorithm for Nonparametric Modelling of Seasonal Time Series," CoFE Discussion Paper 02-04, Center of Finance and Econometrics, University of Konstanz.
  23. Jan Beran & Yuanhua.Feng, 2001. "Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties," CoFE Discussion Paper 01-11, Center of Finance and Econometrics, University of Konstanz.
  24. Jan Beran & Yuanhua.Feng, 2001. "Supplement to the Paper "Interative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties": Detailed Simulation Results," CoFE Discussion Paper 01-12, Center of Finance and Econometrics, University of Konstanz.
  25. Jan Beran & Yuanhua Feng, 2000. "Data-driven estimation of semiparametric fractional autoregressive models," CoFE Discussion Paper 00-16, Center of Finance and Econometrics, University of Konstanz.
  26. Siegfried Heiler & Yuanhua Feng, 2000. "A robust data-driven version of the Berlin Method," CoFE Discussion Paper 00-15, Center of Finance and Econometrics, University of Konstanz.
  27. Jan Beran & Yuanhua Feng & Sucharita Gosh & Philipp Sibbertsen, 2000. "On robust local polynomial estimation with long-memory errors," CoFE Discussion Paper 00-18, Center of Finance and Econometrics, University of Konstanz.
  28. Jan Beran & Yuanhua Feng & Siegfried Heiler, 2000. "Modifying the double smoothing bandwidth selector in nonparametric regression," CoFE Discussion Paper 00-37, Center of Finance and Econometrics, University of Konstanz.
  29. Jan Beran & Yuanhua Feng & Günter Franke & Dieter Hess & Dirk Ocker, 1999. "SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market Indices," CoFE Discussion Paper 99-18, Center of Finance and Econometrics, University of Konstanz.
  30. Jan Beran & Yuanhua Feng, 1999. "Local Polynomial Fitting with Long-Memory and Antipersistent errors," CoFE Discussion Paper 99-07, Center of Finance and Econometrics, University of Konstanz.
  31. Jan Beran & Yuanhua Feng, 1999. "Local Polynomial Estimation with a FARIMA-GARCH Error Process," CoFE Discussion Paper 99-08, Center of Finance and Econometrics, University of Konstanz.
  32. Beran, Jan & Feng, Yuanhua & Ocker, Dirk, 1999. "SEMIFAR models," Technical Reports 1999,03, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    RePEc:pdn:wpaper:50 is not listed on IDEAS
    RePEc:pdn:wpaper:36 is not listed on IDEAS
    RePEc:pdn:wpaper:33 is not listed on IDEAS
    RePEc:pdn:wpaper:42 is not listed on IDEAS
    RePEc:pdn:wpaper:32 is not listed on IDEAS
    RePEc:pdn:wpaper:72 is not listed on IDEAS
    RePEc:pdn:wpaper:66 is not listed on IDEAS
    RePEc:pdn:wpaper:65 is not listed on IDEAS
    RePEc:pdn:wpaper:69 is not listed on IDEAS
    RePEc:pdn:wpaper:37 is not listed on IDEAS
    RePEc:pdn:wpaper:59 is not listed on IDEAS
    RePEc:pdn:wpaper:44 is not listed on IDEAS

Articles

  1. Yuanhua Feng & Zhichao Guo & Christian Peitz, 2014. "A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification," Journal of Industry, Competition and Trade, Springer, vol. 14(2), pages 207-228, June.
  2. Yuanhua Feng, 2013. "An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(2), pages 266-281, February.
  3. Guo, Zhichao & Feng, Yuanhua, 2013. "Modeling of the impact of the financial crisis and China's accession to WTO on China's exports to Germany," Economic Modelling, Elsevier, vol. 31(C), pages 474-483.
  4. Yuanhua Feng & Jan Beran, 2013. "Optimal convergence rates in non-parametric regression with fractional time series errors," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(1), pages 30-39, 01.
  5. Guo, Zhichao & Feng, Yuanhua & Tan, Xiangyong, 2011. "Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products," Economic Modelling, Elsevier, vol. 28(6), pages 2359-2368.
  6. Feng, Yuanhua & McNeil, Alexander J., 2008. "Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility," Economic Modelling, Elsevier, vol. 25(5), pages 850-867, September.
  7. Feng, Yuanhua, 2004. "Simultaneously Modeling Conditional Heteroskedasticity And Scale Change," Econometric Theory, Cambridge University Press, vol. 20(03), pages 563-596, June.
  8. Beran, Jan & Feng, Yuanhua & Ghosh, Sucharita & Sibbertsen, Philipp, 2002. "On robust local polynomial estimation with long-memory errors," International Journal of Forecasting, Elsevier, vol. 18(2), pages 227-241.
  9. Jan Beran & Yuanhua Feng, 2002. "Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors," Annals of the Institute of Statistical Mathematics, Springer, vol. 54(2), pages 291-311, June.
  10. Beran, Jan & Feng, Yuanhua, 2002. "SEMIFAR models--a semiparametric approach to modelling trends, long-range dependence and nonstationarity," Computational Statistics & Data Analysis, Elsevier, vol. 40(2), pages 393-419, August.

NEP Fields

31 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (3) 2010-11-27 2013-11-22 2014-06-14
  2. NEP-CMP: Computational Economics (2) 2013-09-06 2014-06-14
  3. NEP-CNA: China (1) 2014-06-14
  4. NEP-ECM: Econometrics (15) 2000-02-28 2000-08-02 2006-08-26 2007-02-10 2007-02-10 2007-02-10 2008-08-06 2008-08-06 2008-12-21 2011-04-09 2012-01-18 2012-05-15 2013-04-20 2013-09-06 2013-09-06. Author is listed
  5. NEP-ETS: Econometric Time Series (19) 2000-02-28 2000-02-28 2000-02-28 2000-08-02 2006-08-26 2006-08-26 2006-08-26 2006-08-26 2006-08-26 2006-08-26 2007-02-10 2007-02-10 2007-02-10 2008-08-06 2008-08-06 2008-12-21 2013-09-06 2014-06-14 2014-06-14. Author is listed
  6. NEP-FIN: Finance (1) 2000-02-28
  7. NEP-FMK: Financial Markets (2) 2006-08-26 2008-08-06
  8. NEP-FOR: Forecasting (4) 2007-02-10 2012-05-15 2013-04-20 2014-06-14
  9. NEP-ICT: Information & Communication Technologies (1) 2006-08-26
  10. NEP-IFN: International Finance (1) 2000-02-28
  11. NEP-INT: International Trade (2) 2010-11-27 2014-06-14
  12. NEP-MST: Market Microstructure (3) 2006-08-26 2013-09-06 2014-06-14
  13. NEP-ORE: Operations Research (2) 2008-08-06 2013-09-26
  14. NEP-RMG: Risk Management (2) 2013-09-26 2014-06-14
  15. NEP-TRA: Transition Economics (5) 2010-11-27 2013-09-26 2013-11-22 2014-06-14 2014-06-14. Author is listed

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Yuanhua Feng should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.