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 2 2 16 622
A bootstrap bandwidth selector for local polynomial fitting 0 0 0 10 2 2 17 55
A data-driven P-spline smoother and the P-Spline-GARCH models 0 0 1 31 3 5 17 49
A local dynamic conditional correlation model 0 0 1 142 2 2 14 416
A robust data-driven version of the Berlin Method 0 0 0 60 2 2 7 614
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 1 1 12 173
A semiparametric spatial FARIMA applied in the presence of spatial seasonality 0 0 4 4 3 4 16 16
A simple root n bandwidth selector for nonparametric regression 0 0 0 3 1 1 8 34
A tree-form constant market share analysis for modelling growth causes in international trade 0 0 0 13 0 3 14 91
A tree-form constant market share model for growth causes in international trade based on multi-level classification 0 0 0 15 1 2 15 117
An Iterative Plug-In Algorithm for Nonparametric Modelling of Seasonal Time Series 0 0 1 31 1 1 9 145
An extended exponential SEMIFAR model with application in R 0 0 3 176 2 2 17 304
An iterative plug-in algorithm for P-Spline regression 0 0 0 25 2 3 13 45
An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method 0 0 0 11 0 2 9 48
An iterative plug-in algorithm for realized kernels 0 0 1 45 2 2 11 113
Boundary modification in local polynomial regression* 0 0 2 59 2 2 26 194
Changes of China's agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis 0 0 0 23 2 3 11 123
Data-driven estimation of diurnal duration patterns 0 0 0 17 0 0 9 67
Data-driven estimation of semiparametric fractional autoregressive models 0 0 0 39 0 0 10 181
Data-driven local polynomial for the trend and its derivatives in economic time series 0 0 2 127 4 4 25 198
Data-driven optimal decomposition of time series 0 0 0 7 0 1 13 40
Diagnosing the trend and bootstrapping the forecasting intervals using a semiparametric ARMA 0 1 3 3 3 6 15 15
Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects 1 2 2 62 3 4 16 127
Dual-trend and dual long-memory time series modelling 0 0 11 11 2 10 24 24
Estimating, Forecasting and Backtesting a Family of Exponential and Other GARCH Models Using the fEGarch Package 1 6 13 13 4 13 30 30
FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series 1 2 20 167 2 19 95 292
Fast Computation and Bandwidth Selection Algorithms for Smoothing Functional Time Series* 0 1 2 81 2 4 15 192
Filtered Log-periodogram Regression of long memory processes 0 0 0 54 1 4 11 117
Forecasting economic growth with traditional methods and a simple neural network model 0 8 10 10 1 7 19 19
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD 0 0 1 78 0 0 15 150
Forecasting of trend stationary time series in SAP using a data-driven semiparametric ARMA model 0 2 3 3 4 8 10 10
Forecasting of trend stationary time series in SAP using a data-driven semiparametric ARMA model 2 3 4 4 3 5 5 5
Fractionally integrated Log-GARCH with application to value at risk and expected shortfall 0 0 14 214 7 18 71 541
Growth Trends and Systematic Patterns of Booms and Busts - Testing 200 Years of Business Cycle Dynamics - 0 0 0 64 2 2 14 140
Impact of China's accession to WTO and the financial crisis on China's exports to Germany 0 0 0 17 0 1 12 90
Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties 0 0 0 52 0 0 8 226
Kernel Dependent Functions in Nonparametric Regression with Fractional Time Series Errors 0 0 0 16 0 0 6 76
Local Polynomial Estimation with a FARIMA-GARCH Error Process 0 0 0 234 3 5 14 1,005
Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent errors 0 0 0 132 2 2 12 560
Modelling Different Volatility Components 0 0 0 76 0 0 9 201
Modelling financial time series with SEMIFAR-GARCH model 0 0 0 82 1 1 11 166
Modelling financial time series with SEMIFAR-GARCH model 0 0 0 160 1 2 11 442
Modifying the double smoothing bandwidth selector in nonparametric regression 0 0 0 69 0 0 7 373
Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model 0 0 1 123 0 4 29 371
On robust local polynomial estimation with long-memory errors 0 0 0 117 2 3 12 459
On robust local polynominal estimation with long-memory errors 0 0 0 3 0 1 10 31
On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations 0 0 0 56 1 5 14 141
Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors 0 0 0 33 0 0 11 134
Optimal convergence rates in nonparametric regression with fractional time series errors 0 0 0 20 0 0 5 96
Recent Developments in Non- and Semiparametric Regression with Fractional Time Series Errors 0 0 0 47 3 3 11 156
SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market Indices 0 0 0 209 2 2 6 699
SEMIFAR models 0 0 0 14 0 1 10 65
Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall 0 0 2 130 2 14 49 369
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 3 17 126
Simultaneously Modelling Conditional Heteroskedasticity and Scale Change 0 0 0 50 3 4 14 185
Supplement to the Paper "Interative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties": Detailed Simulation Results 0 0 0 17 2 3 13 152
Time series forecasting in SAP using a data-driven seasonal semiparametric ARMA model 0 2 3 3 1 6 7 7
Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression 1 1 1 47 2 5 31 119
Well-known and recent long-memory GARCH models and their semiparametric extensions 1 5 18 18 4 9 27 27
Total Working Papers 7 33 123 3,540 95 218 985 11,583
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 5 73
A data-driven P-spline smoother and the P-Spline-GARCH models 0 0 0 0 0 1 1 1
An extended exponential SEMIFAR model with application in R 0 0 1 2 0 0 7 8
An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method 1 2 3 18 5 8 18 83
Changes of China’s agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis 0 0 0 4 2 3 13 51
Computing the Optimal Replenishment Policy for Inventory Systems with Random Discount Opportunities 0 0 0 0 2 3 9 18
Data-driven local polynomial for the trend and its derivatives in economic time series 0 0 4 18 0 0 16 52
Endogenous Nonparametric Trend Estimation for Economic Data—An Enhanced Alternative to the Hodrick-Prescott Filter 0 0 0 0 1 1 1 1
Forecasting economic growth by combining local linear and standard approaches 0 0 0 0 0 1 7 10
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD 0 0 0 21 0 0 23 100
Growth Trends and Systematic Patterns of Booms and Busts‐Testing 200 Years of Business Cycle Dynamics 0 0 0 6 1 2 8 35
Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors 0 0 1 48 1 2 17 149
Modeling of the impact of the financial crisis and China's accession to WTO on China's exports to Germany 0 0 0 13 2 4 9 100
Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models 0 0 0 19 0 1 15 86
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility 0 0 0 52 5 5 13 157
On robust local polynomial estimation with long-memory errors 0 0 0 19 4 4 15 94
Optimal convergence rates in non-parametric regression with fractional time series errors 0 0 0 6 1 1 9 30
SEMIFAR models--a semiparametric approach to modelling trends, long-range dependence and nonstationarity 0 0 0 47 2 2 12 125
SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE 0 0 0 44 1 1 8 105
Secular stagnation? Is there statistical evidence of an unprecedented, systematic decline in growth? 0 0 1 21 1 3 11 90
Semiparametric GARCH models for value-at-risk and expected shortfall: an object-driven procedure 0 0 9 12 0 0 25 28
Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall 0 0 3 7 0 0 14 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 0 7 108
Slow Booms and Deep Busts: 160 Years of Business Cycles in Spain 0 0 0 7 1 1 7 35
The Shanghai- Hong Kong Stock Connect: An Application of the Semi-CGARCH and Semi-EGARCH 0 0 2 10 2 3 16 36
Total Journal Articles 1 2 25 391 31 46 286 1,597

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Long-Memory Processes 0 0 0 0 3 4 8 8
Total Books 0 0 0 0 3 4 8 8

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Definition of Long Memory 0 0 0 0 1 1 2 2
Forecasting 0 0 0 0 1 1 3 3
Limit Theorems 0 0 0 0 0 0 2 2
Mathematical Concepts 0 0 0 0 2 3 7 7
Origins and Generation of Long Memory 0 0 0 0 1 1 2 2
Resampling 0 0 0 0 1 1 3 3
Spatial and Space-Time Processes 0 0 0 0 0 0 3 3
Statistical Inference for Nonlinear Processes 0 0 0 0 2 2 4 4
Statistical Inference for Nonstationary Processes 0 0 0 0 1 1 2 2
Statistical Inference for Stationary Processes 0 0 0 0 2 2 6 6
Total Chapters 0 0 0 0 11 12 34 34

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Statistics updated 2026-11-12