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 3 130 0 3 18 600
A bootstrap bandwidth selector for local polynomial fitting 0 0 0 10 0 0 0 37
A data-driven P-spline smoother and the P-Spline-GARCH models 0 0 0 29 0 0 3 28
A local dynamic conditional correlation model 0 0 0 141 0 0 0 400
A robust data-driven version of the Berlin Method 0 0 0 60 0 0 0 606
A semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets 0 0 1 71 1 1 3 158
A simple root n bandwidth selector for nonparametric regression 0 0 0 3 0 0 0 23
A tree-form constant market share analysis for modelling growth causes in international trade 0 0 0 12 0 0 0 73
A tree-form constant market share model for growth causes in international trade based on multi-level classification 0 0 0 14 0 0 2 97
An Iterative Plug-In Algorithm for Nonparametric Modelling of Seasonal Time Series 0 0 0 30 0 0 1 133
An extended exponential SEMIFAR model with application in R 1 3 19 172 3 7 44 282
An iterative plug-in algorithm for P-Spline regression 0 1 2 21 0 1 5 27
An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method 0 1 1 11 0 1 1 39
An iterative plug-in algorithm for realized kernels 0 0 0 42 0 1 3 99
Boundary modification in local polynomial regression* 0 1 8 54 7 20 32 144
Changes of China's agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis 0 0 0 23 0 0 2 108
Data-driven estimation of diurnal duration patterns 0 0 0 17 1 1 2 57
Data-driven estimation of semiparametric fractional autoregressive models 0 0 0 39 0 0 1 171
Data-driven local polynomial for the trend and its derivatives in economic time series 0 0 3 123 1 3 8 167
Data-driven optimal decomposition of time series 0 0 1 7 0 0 2 24
Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects 0 0 2 59 0 1 3 110
FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series 2 10 20 118 4 18 37 97
Fast Computation and Bandwidth Selection Algorithms for Smoothing Functional Time Series* 0 0 10 76 5 22 38 152
Filtered Log-periodogram Regression of long memory processes 0 0 0 54 0 0 0 105
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD 0 0 1 77 1 1 3 133
Fractionally integrated Log-GARCH with application to value at risk and expected shortfall 1 5 35 180 9 24 83 403
Growth Trends and Systematic Patterns of Booms and Busts - Testing 200 Years of Business Cycle Dynamics - 0 0 1 64 0 0 1 124
Impact of China's accession to WTO and the financial crisis on China's exports to Germany 0 0 0 17 0 0 1 73
Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties 0 0 0 51 0 0 0 215
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 0 0 0 989
Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent errors 0 0 0 132 0 1 1 548
Modelling Different Volatility Components 0 0 0 76 0 0 0 190
Modelling financial time series with SEMIFAR-GARCH model 0 0 1 82 0 1 2 154
Modelling financial time series with SEMIFAR-GARCH model 0 0 1 160 0 1 2 426
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 2 2 341
On robust local polynomial estimation with long-memory errors 0 0 0 117 1 1 1 443
On robust local polynominal estimation with long-memory errors 0 0 0 3 0 0 0 19
On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations 0 0 0 55 0 0 2 123
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 1 90
Recent Developments in Non- and Semiparametric Regression with Fractional Time Series Errors 0 0 0 47 0 1 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 2 52
Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall 0 1 16 122 6 14 46 276
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 1 1 1 109
Simultaneously Modelling Conditional Heteroskedasticity and Scale Change 0 0 0 50 0 0 1 169
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 0 3 45 0 1 8 81
Total Working Papers 4 22 128 3,339 42 129 363 10,231
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 3 65
An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method 0 0 0 14 0 0 0 63
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 0 1 37
Computing the Optimal Replenishment Policy for Inventory Systems with Random Discount Opportunities 0 0 0 0 0 0 0 6
Data-driven local polynomial for the trend and its derivatives in economic time series 0 0 2 10 0 1 6 30
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD 0 0 0 18 0 0 1 73
Growth Trends and Systematic Patterns of Booms and Busts‐Testing 200 Years of Business Cycle Dynamics 0 0 0 5 0 0 0 22
Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors 0 0 0 47 3 3 4 132
Modeling of the impact of the financial crisis and China's accession to WTO on China's exports to Germany 0 0 1 13 0 0 4 89
Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models 0 0 1 19 0 0 5 69
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility 0 0 0 52 0 1 1 139
On robust local polynomial estimation with long-memory errors 0 0 0 19 0 0 0 78
Optimal convergence rates in non-parametric regression with fractional time series errors 0 0 0 6 0 0 0 20
SEMIFAR models--a semiparametric approach to modelling trends, long-range dependence and nonstationarity 0 0 2 45 1 1 3 111
SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE 0 0 0 44 0 0 0 96
Secular stagnation? Is there statistical evidence of an unprecedented, systematic decline in growth? 0 0 0 20 1 1 4 75
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 99
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 0 7 0 0 1 16
Total Journal Articles 0 0 6 346 7 9 34 1,248

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Statistics updated 2025-03-03