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 3 6 12 612
A bootstrap bandwidth selector for local polynomial fitting 0 0 0 10 7 8 9 46
A data-driven P-spline smoother and the P-Spline-GARCH models 0 0 1 30 4 8 12 40
A local dynamic conditional correlation model 0 0 0 141 2 3 5 405
A robust data-driven version of the Berlin Method 0 0 0 60 3 5 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 2 6 10 167
A simple root n bandwidth selector for nonparametric regression 0 0 0 3 1 3 6 29
A tree-form constant market share analysis for modelling growth causes in international trade 0 0 1 13 5 6 10 83
A tree-form constant market share model for growth causes in international trade based on multi-level classification 0 0 1 15 3 5 10 107
An Iterative Plug-In Algorithm for Nonparametric Modelling of Seasonal Time Series 0 1 1 31 3 6 9 142
An extended exponential SEMIFAR model with application in R 0 2 4 175 4 9 17 296
An iterative plug-in algorithm for P-Spline regression 0 0 4 25 5 8 13 40
An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method 0 0 0 11 4 5 5 44
An iterative plug-in algorithm for realized kernels 0 0 2 44 3 4 7 106
Boundary modification in local polynomial regression* 1 2 5 59 10 14 45 182
Changes of China's agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis 0 0 0 23 3 6 10 118
Data-driven estimation of diurnal duration patterns 0 0 0 17 1 1 3 59
Data-driven estimation of semiparametric fractional autoregressive models 0 0 0 39 6 9 9 180
Data-driven local polynomial for the trend and its derivatives in economic time series 0 1 3 126 7 16 23 189
Data-driven optimal decomposition of time series 0 0 0 7 3 5 8 32
Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects 0 0 1 60 5 9 10 120
FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series 4 8 39 155 12 28 132 225
Fast Computation and Bandwidth Selection Algorithms for Smoothing Functional Time Series* 0 1 4 80 3 7 37 184
Filtered Log-periodogram Regression of long memory processes 0 0 0 54 4 5 6 111
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD 0 0 0 77 2 4 7 139
Fractionally integrated Log-GARCH with application to value at risk and expected shortfall 2 5 26 205 12 25 101 495
Growth Trends and Systematic Patterns of Booms and Busts - Testing 200 Years of Business Cycle Dynamics - 0 0 0 64 4 8 10 134
Impact of China's accession to WTO and the financial crisis on China's exports to Germany 0 0 0 17 2 6 11 84
Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties 0 0 1 52 5 5 8 223
Kernel Dependent Functions in Nonparametric Regression with Fractional Time Series Errors 0 0 0 16 1 3 3 73
Local Polynomial Estimation with a FARIMA-GARCH Error Process 0 0 0 234 3 4 6 995
Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent errors 0 0 0 132 4 7 7 555
Modelling Different Volatility Components 0 0 0 76 6 8 10 200
Modelling financial time series with SEMIFAR-GARCH model 0 0 0 160 2 6 11 437
Modelling financial time series with SEMIFAR-GARCH model 0 0 0 82 3 6 7 161
Modifying the double smoothing bandwidth selector in nonparametric regression 0 0 0 69 1 1 1 367
Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model 0 1 1 123 5 10 11 352
On robust local polynomial estimation with long-memory errors 0 0 0 117 5 8 13 455
On robust local polynominal estimation with long-memory errors 0 0 0 3 3 6 8 27
On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations 0 0 1 56 4 6 10 133
Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors 0 0 0 33 6 8 8 131
Optimal convergence rates in nonparametric regression with fractional time series errors 0 0 0 20 1 1 3 92
Recent Developments in Non- and Semiparametric Regression with Fractional Time Series Errors 0 0 0 47 1 3 3 148
SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market Indices 0 0 0 209 2 3 3 696
SEMIFAR models 0 0 0 14 4 6 10 61
Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall 0 0 6 128 7 19 69 339
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 2 5 6 114
Simultaneously Modelling Conditional Heteroskedasticity and Scale Change 0 0 0 50 2 6 8 177
Supplement to the Paper "Interative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties": Detailed Simulation Results 0 0 0 17 8 10 10 149
Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression 0 0 1 46 6 9 16 97
Total Working Papers 7 21 103 3,438 204 365 774 10,963
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 1 1 6 2 4 9 72
An extended exponential SEMIFAR model with application in R 0 1 2 2 0 3 4 4
An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method 1 1 2 16 2 5 7 70
Changes of China’s agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis 0 0 0 4 6 7 8 45
Computing the Optimal Replenishment Policy for Inventory Systems with Random Discount Opportunities 0 0 0 0 2 4 7 13
Data-driven local polynomial for the trend and its derivatives in economic time series 2 4 8 18 6 13 19 49
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD 0 0 3 21 4 15 19 92
Growth Trends and Systematic Patterns of Booms and Busts‐Testing 200 Years of Business Cycle Dynamics 0 0 1 6 2 4 9 31
Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors 1 1 1 48 4 11 14 143
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 93
Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models 0 0 0 19 3 7 9 78
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility 0 0 0 52 5 6 11 150
On robust local polynomial estimation with long-memory errors 0 0 0 19 4 8 9 87
Optimal convergence rates in non-parametric regression with fractional time series errors 0 0 0 6 4 8 9 29
SEMIFAR models--a semiparametric approach to modelling trends, long-range dependence and nonstationarity 0 0 2 47 4 8 11 121
SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE 0 0 0 44 1 3 4 100
Secular stagnation? Is there statistical evidence of an unprecedented, systematic decline in growth? 0 0 0 20 2 5 10 84
Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall 1 3 7 7 3 7 15 15
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 4 4 6 105
Slow Booms and Deep Busts: 160 Years of Business Cycles in Spain 0 0 0 7 1 5 5 33
The Shanghai- Hong Kong Stock Connect: An Application of the Semi-CGARCH and Semi-EGARCH 0 0 1 8 2 2 6 22
Total Journal Articles 5 11 28 374 62 131 195 1,436

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Statistics updated 2026-02-12