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 Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance 0 0 1 131 0 1 11 606
A bootstrap bandwidth selector for local polynomial fitting 0 0 0 10 0 0 1 38
A data-driven P-spline smoother and the P-Spline-GARCH models 0 0 1 30 2 2 5 32
A local dynamic conditional correlation model 0 0 0 141 1 2 2 402
A robust data-driven version of the Berlin Method 0 0 0 60 0 0 1 607
A semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets 0 0 0 71 0 0 4 161
A simple root n bandwidth selector for nonparametric regression 0 0 0 3 1 3 3 26
A tree-form constant market share analysis for modelling growth causes in international trade 0 0 1 13 1 2 4 77
A tree-form constant market share model for growth causes in international trade based on multi-level classification 0 0 1 15 1 1 5 102
An Iterative Plug-In Algorithm for Nonparametric Modelling of Seasonal Time Series 0 0 0 30 1 1 3 136
An extended exponential SEMIFAR model with application in R 0 0 5 173 0 3 14 287
An iterative plug-in algorithm for P-Spline regression 0 0 5 25 1 1 7 32
An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method 0 0 1 11 0 0 1 39
An iterative plug-in algorithm for realized kernels 1 1 2 44 1 1 4 102
Boundary modification in local polynomial regression* 0 1 7 57 2 7 48 168
Changes of China's agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis 0 0 0 23 1 2 4 112
Data-driven estimation of diurnal duration patterns 0 0 0 17 1 1 2 58
Data-driven estimation of semiparametric fractional autoregressive models 0 0 0 39 0 0 0 171
Data-driven local polynomial for the trend and its derivatives in economic time series 0 0 4 125 0 2 11 173
Data-driven optimal decomposition of time series 0 0 0 7 0 0 3 27
Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects 0 1 1 60 0 1 2 111
FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series 5 18 41 147 17 48 121 197
Fast Computation and Bandwidth Selection Algorithms for Smoothing Functional Time Series* 1 2 5 79 2 7 53 177
Filtered Log-periodogram Regression of long memory processes 0 0 0 54 0 1 1 106
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD 0 0 0 77 1 1 3 135
Fractionally integrated Log-GARCH with application to value at risk and expected shortfall 2 7 29 200 5 13 99 470
Growth Trends and Systematic Patterns of Booms and Busts - Testing 200 Years of Business Cycle Dynamics - 0 0 0 64 0 0 2 126
Impact of China's accession to WTO and the financial crisis on China's exports to Germany 0 0 0 17 1 3 5 78
Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties 0 1 1 52 0 1 3 218
Kernel Dependent Functions in Nonparametric Regression with Fractional Time Series Errors 0 0 0 16 0 0 0 70
Local Polynomial Estimation with a FARIMA-GARCH Error Process 0 0 0 234 1 1 2 991
Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent errors 0 0 0 132 0 0 1 548
Modelling Different Volatility Components 0 0 0 76 1 1 2 192
Modelling financial time series with SEMIFAR-GARCH model 0 0 1 82 0 0 3 155
Modelling financial time series with SEMIFAR-GARCH model 0 0 0 160 2 2 6 431
Modifying the double smoothing bandwidth selector in nonparametric regression 0 0 0 69 0 0 0 366
Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model 0 0 0 122 0 1 3 342
On robust local polynomial estimation with long-memory errors 0 0 0 117 2 4 5 447
On robust local polynominal estimation with long-memory errors 0 0 0 3 1 1 2 21
On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations 0 0 1 56 1 1 4 127
Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors 0 0 0 33 0 0 0 123
Optimal convergence rates in nonparametric regression with fractional time series errors 0 0 0 20 1 1 2 91
Recent Developments in Non- and Semiparametric Regression with Fractional Time Series Errors 0 0 0 47 0 0 1 145
SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market Indices 0 0 0 209 0 0 0 693
SEMIFAR models 0 0 0 14 1 1 4 55
Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall 0 1 10 128 0 4 62 320
Short- and long-term impact of remarkable economic events on the growth causes of China-Germany trade in agri-food products 0 0 0 11 0 0 1 109
Simultaneously Modelling Conditional Heteroskedasticity and Scale Change 0 0 0 50 1 2 2 171
Supplement to the Paper "Interative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties": Detailed Simulation Results 0 0 0 17 0 0 0 139
Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression 0 1 1 46 1 4 9 88
Total Working Papers 9 33 118 3,417 51 127 531 10,598
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification 0 0 0 5 2 2 5 68
An extended exponential SEMIFAR model with application in R 0 0 1 1 0 0 1 1
An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method 0 0 1 15 0 1 2 65
Changes of China’s agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis 0 0 0 4 0 1 1 38
Computing the Optimal Replenishment Policy for Inventory Systems with Random Discount Opportunities 0 0 0 0 2 2 3 9
Data-driven local polynomial for the trend and its derivatives in economic time series 1 2 5 14 1 2 9 36
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD 0 0 3 21 1 1 4 77
Growth Trends and Systematic Patterns of Booms and Busts‐Testing 200 Years of Business Cycle Dynamics 0 0 1 6 1 1 5 27
Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors 0 0 0 47 0 0 3 132
Modeling of the impact of the financial crisis and China's accession to WTO on China's exports to Germany 0 0 0 13 1 2 4 91
Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models 0 0 0 19 1 2 2 71
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility 0 0 0 52 1 1 6 144
On robust local polynomial estimation with long-memory errors 0 0 0 19 1 1 1 79
Optimal convergence rates in non-parametric regression with fractional time series errors 0 0 0 6 1 1 1 21
SEMIFAR models--a semiparametric approach to modelling trends, long-range dependence and nonstationarity 0 1 2 47 0 1 3 113
SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE 0 0 0 44 0 1 1 97
Secular stagnation? Is there statistical evidence of an unprecedented, systematic decline in growth? 0 0 0 20 2 3 5 79
Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall 1 2 4 4 1 2 8 8
Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products 0 0 0 11 0 0 2 101
Slow Booms and Deep Busts: 160 Years of Business Cycles in Spain 0 0 0 7 0 0 0 28
The Shanghai- Hong Kong Stock Connect: An Application of the Semi-CGARCH and Semi-EGARCH 0 0 1 8 0 1 4 20
Total Journal Articles 2 5 18 363 15 25 70 1,305

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-11-08