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 0 131 0 3 14 618
A bootstrap bandwidth selector for local polynomial fitting 0 0 0 10 0 2 16 53
A data-driven P-spline smoother and the P-Spline-GARCH models 0 0 1 31 0 3 14 44
A local dynamic conditional correlation model 0 1 1 142 1 4 14 414
A robust data-driven version of the Berlin Method 0 0 0 60 0 0 6 612
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 4 11 172
A simple root n bandwidth selector for nonparametric regression 0 0 0 3 0 2 10 33
A tree-form constant market share analysis for modelling growth causes in international trade 0 0 0 13 0 4 13 88
A tree-form constant market share model for growth causes in international trade based on multi-level classification 0 0 0 15 0 4 14 115
An Iterative Plug-In Algorithm for Nonparametric Modelling of Seasonal Time Series 0 0 1 31 0 1 9 144
An extended exponential SEMIFAR model with application in R 0 1 4 176 0 4 19 301
An iterative plug-in algorithm for P-Spline regression 0 0 1 25 0 2 12 42
An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method 0 0 0 11 1 1 7 46
An iterative plug-in algorithm for realized kernels 0 0 2 45 0 3 10 111
Boundary modification in local polynomial regression* 0 0 4 59 1 7 38 192
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 1 10 120
Data-driven estimation of diurnal duration patterns 0 0 0 17 1 6 10 67
Data-driven estimation of semiparametric fractional autoregressive models 0 0 0 39 0 1 10 181
Data-driven local polynomial for the trend and its derivatives in economic time series 0 1 3 127 0 3 24 194
Data-driven optimal decomposition of time series 0 0 0 7 0 2 12 39
Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects 0 0 1 60 1 1 13 123
FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series 1 3 36 163 3 22 139 267
Fast Computation and Bandwidth Selection Algorithms for Smoothing Functional Time Series* 0 0 3 80 0 2 23 188
Filtered Log-periodogram Regression of long memory processes 0 0 0 54 0 0 8 113
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD 0 0 0 77 0 5 16 149
Fractionally integrated Log-GARCH with application to value at risk and expected shortfall 1 5 21 214 2 12 80 523
Growth Trends and Systematic Patterns of Booms and Busts - Testing 200 Years of Business Cycle Dynamics - 0 0 0 64 0 4 12 138
Impact of China's accession to WTO and the financial crisis on China's exports to Germany 0 0 0 17 0 4 15 89
Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties 0 0 1 52 0 2 9 226
Kernel Dependent Functions in Nonparametric Regression with Fractional Time Series Errors 0 0 0 16 0 3 6 76
Local Polynomial Estimation with a FARIMA-GARCH Error Process 0 0 0 234 0 4 10 1,000
Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent errors 0 0 0 132 0 1 10 558
Modelling Different Volatility Components 0 0 0 76 0 0 10 201
Modelling financial time series with SEMIFAR-GARCH model 0 0 0 160 0 1 11 440
Modelling financial time series with SEMIFAR-GARCH model 0 0 0 82 0 4 11 165
Modifying the double smoothing bandwidth selector in nonparametric regression 0 0 0 69 1 5 6 372
Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model 0 0 1 123 0 1 20 361
On robust local polynomial estimation with long-memory errors 0 0 0 117 0 0 13 456
On robust local polynominal estimation with long-memory errors 0 0 0 3 0 1 10 30
On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations 0 0 0 56 0 3 10 136
Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors 0 0 0 33 0 3 11 134
Optimal convergence rates in nonparametric regression with fractional time series errors 0 0 0 20 0 3 6 96
Recent Developments in Non- and Semiparametric Regression with Fractional Time Series Errors 0 0 0 47 1 5 8 153
SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market Indices 0 0 0 209 1 1 4 697
SEMIFAR models 0 0 0 14 1 2 10 63
Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall 1 2 3 130 3 13 53 355
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 8 14 123
Simultaneously Modelling Conditional Heteroskedasticity and Scale Change 0 0 0 50 0 1 11 180
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 10 149
Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression 0 0 1 46 1 8 28 112
Total Working Papers 3 13 84 3,462 18 176 860 11,259
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 1 6 0 0 8 73
An extended exponential SEMIFAR model with application in R 0 0 2 2 0 2 7 7
An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method 0 0 1 16 0 1 10 74
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 2 11 48
Computing the Optimal Replenishment Policy for Inventory Systems with Random Discount Opportunities 0 0 0 0 0 1 8 15
Data-driven local polynomial for the trend and its derivatives in economic time series 0 0 7 18 0 1 20 52
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD 0 0 1 21 0 3 23 98
Growth Trends and Systematic Patterns of Booms and Busts‐Testing 200 Years of Business Cycle Dynamics 0 0 0 6 0 1 10 33
Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors 0 0 1 48 0 1 15 147
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 7 96
Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models 0 0 0 19 0 2 16 85
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility 0 0 0 52 0 1 11 152
On robust local polynomial estimation with long-memory errors 0 0 0 19 0 1 12 90
Optimal convergence rates in non-parametric regression with fractional time series errors 0 0 0 6 0 0 9 29
SEMIFAR models--a semiparametric approach to modelling trends, long-range dependence and nonstationarity 0 0 1 47 0 1 11 123
SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE 0 0 0 44 0 2 7 103
Secular stagnation? Is there statistical evidence of an unprecedented, systematic decline in growth? 1 1 1 21 1 1 12 87
Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall 0 0 5 7 0 4 19 22
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 2 8 108
Slow Booms and Deep Busts: 160 Years of Business Cycles in Spain 0 0 0 7 0 0 6 34
The Shanghai- Hong Kong Stock Connect: An Application of the Semi-CGARCH and Semi-EGARCH 0 0 2 10 0 4 13 32
Total Journal Articles 1 1 22 377 2 32 243 1,508

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Statistics updated 2026-07-10