Access Statistics for Yuanhua Feng

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A local dynamic conditional correlation model 1 6 28 84 5 17 70 196
A robust data-driven version of the Berlin Method 0 0 1 46 2 2 21 517
An Iterative Plug-In Algorithm for Nonparametric Modelling of Seasonal Time Series 0 0 0 18 0 1 7 65
Data-driven estimation of semiparametric fractional autoregressive models 0 0 2 24 1 1 9 111
Filtered Log-periodogram Regression of long memory processes 0 0 30 30 2 7 52 52
Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties 0 0 3 25 2 8 25 100
Kernel Dependent Functions in Nonparametric Regression with Fractional Time Series Errors kernel dependent function, bandwidth selection 0 0 2 9 1 3 14 44
Local Polynomial Estimation with a FARIMA-GARCH Error Process 0 0 7 214 1 3 21 906
Local Polynomial Fitting with Long-Memory and Antipersistent errors 0 0 7 116 0 3 18 491
Modelling Different Volatility Components in High-Frequency Financial Returns 1 3 9 48 1 5 24 108
Modelling financial time series with SEMIFAR-GARCH model 1 4 15 44 1 6 30 45
Modelling financial time series with SEMIFAR-GARCH model 0 1 17 99 6 13 62 202
Modifying the double smoothing bandwidth selector in nonparametric regression 2 2 4 53 5 7 21 306
Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model 2 3 16 64 6 12 46 127
On robust local polynomial estimation with long-memory errors 0 2 2 107 1 5 13 388
Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors 0 0 2 19 1 5 14 70
Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors 1 1 5 10 6 10 27 31
Recent Developments in Non- and Semiparametric Regression with Fractional Time Series Errors 1 1 3 28 2 5 13 76
SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market Indices 0 1 6 185 4 8 27 510
Simultaneously Modelling Conditional Heteroskedasticity and Scale Change 2 3 7 27 3 5 17 79
Supplement to the Paper "Interative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties": Detailed Simulation Results 0 0 0 8 1 4 15 66
Total Working Papers 11 27 166 1,258 51 130 546 4,490

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors 3 3 12 19 4 5 25 43
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility 0 3 10 16 1 8 22 30
On robust local polynomial estimation with long-memory errors 0 0 0 10 0 1 3 42
SEMIFAR models--a semiparametric approach to modelling trends, long-range dependence and nonstationarity 0 0 2 10 0 3 8 23
SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE 0 1 3 3 0 2 10 10
Total Journal Articles 3 7 27 58 5 19 68 148

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Statistics updated 2009-12-07