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 2 5 16 617
A bootstrap bandwidth selector for local polynomial fitting 0 0 0 10 1 6 15 52
A data-driven P-spline smoother and the P-Spline-GARCH models 0 1 2 31 2 3 15 43
A local dynamic conditional correlation model 0 0 0 141 2 7 12 412
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 3 4 12 171
A simple root n bandwidth selector for nonparametric regression 0 0 0 3 2 4 10 33
A tree-form constant market share analysis for modelling growth causes in international trade 0 0 0 13 4 5 13 88
A tree-form constant market share model for growth causes in international trade based on multi-level classification 0 0 0 15 3 7 13 114
An Iterative Plug-In Algorithm for Nonparametric Modelling of Seasonal Time Series 0 0 1 31 0 1 9 143
An extended exponential SEMIFAR model with application in R 0 0 3 175 3 4 18 300
An iterative plug-in algorithm for P-Spline regression 0 0 3 25 1 1 13 41
An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method 0 0 0 11 0 1 6 45
An iterative plug-in algorithm for realized kernels 0 1 3 45 3 5 11 111
Boundary modification in local polynomial regression* 0 0 4 59 6 9 43 191
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 10 120
Data-driven estimation of diurnal duration patterns 0 0 0 17 3 5 7 64
Data-driven estimation of semiparametric fractional autoregressive models 0 0 0 39 1 1 10 181
Data-driven local polynomial for the trend and its derivatives in economic time series 1 1 3 127 2 4 24 193
Data-driven optimal decomposition of time series 0 0 0 7 2 7 14 39
Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects 0 0 1 60 0 2 12 122
FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series 1 6 42 161 11 31 156 256
Fast Computation and Bandwidth Selection Algorithms for Smoothing Functional Time Series* 0 0 3 80 2 4 29 188
Filtered Log-periodogram Regression of long memory processes 0 0 0 54 0 2 8 113
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD 0 0 0 77 2 7 13 146
Fractionally integrated Log-GARCH with application to value at risk and expected shortfall 1 5 21 210 3 19 92 514
Growth Trends and Systematic Patterns of Booms and Busts - Testing 200 Years of Business Cycle Dynamics - 0 0 0 64 4 4 13 138
Impact of China's accession to WTO and the financial crisis on China's exports to Germany 0 0 0 17 2 3 13 87
Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties 0 0 1 52 2 3 10 226
Kernel Dependent Functions in Nonparametric Regression with Fractional Time Series Errors 0 0 0 16 1 1 4 74
Local Polynomial Estimation with a FARIMA-GARCH Error Process 0 0 0 234 4 5 10 1,000
Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent errors 0 0 0 132 0 2 9 557
Modelling Different Volatility Components 0 0 0 76 0 1 11 201
Modelling financial time series with SEMIFAR-GARCH model 0 0 0 82 3 3 10 164
Modelling financial time series with SEMIFAR-GARCH model 0 0 0 160 0 2 12 439
Modifying the double smoothing bandwidth selector in nonparametric regression 0 0 0 69 4 4 5 371
Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model 0 0 1 123 0 8 19 360
On robust local polynomial estimation with long-memory errors 0 0 0 117 0 1 13 456
On robust local polynominal estimation with long-memory errors 0 0 0 3 1 3 10 30
On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations 0 0 1 56 3 3 12 136
Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors 0 0 0 33 2 2 10 133
Optimal convergence rates in nonparametric regression with fractional time series errors 0 0 0 20 3 4 6 96
Recent Developments in Non- and Semiparametric Regression with Fractional Time Series Errors 0 0 0 47 2 2 5 150
SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market Indices 0 0 0 209 0 0 3 696
SEMIFAR models 0 0 0 14 1 1 9 62
Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall 1 1 3 129 4 7 58 346
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 7 8 13 122
Simultaneously Modelling Conditional Heteroskedasticity and Scale Change 0 0 0 50 0 2 10 179
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 5 12 25 109
Total Working Papers 4 15 94 3,453 107 227 887 11,190
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 1 8 73
An extended exponential SEMIFAR model with application in R 0 0 2 2 1 2 6 6
An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method 0 0 2 16 0 3 10 73
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 11 48
Computing the Optimal Replenishment Policy for Inventory Systems with Random Discount Opportunities 0 0 0 0 1 2 9 15
Data-driven local polynomial for the trend and its derivatives in economic time series 0 0 7 18 0 2 20 51
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD 0 0 3 21 3 6 25 98
Growth Trends and Systematic Patterns of Booms and Busts‐Testing 200 Years of Business Cycle Dynamics 0 0 0 6 1 2 10 33
Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors 0 0 1 48 1 4 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 6 95
Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models 0 0 0 19 2 7 16 85
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility 0 0 0 52 1 2 12 152
On robust local polynomial estimation with long-memory errors 0 0 0 19 1 3 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 2 47 0 1 11 122
SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE 0 0 0 44 2 3 7 103
Secular stagnation? Is there statistical evidence of an unprecedented, systematic decline in growth? 0 0 0 20 0 2 11 86
Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall 0 0 7 7 4 7 21 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 1 2 8 107
Slow Booms and Deep Busts: 160 Years of Business Cycles in Spain 0 0 0 7 0 1 6 34
The Shanghai- Hong Kong Stock Connect: An Application of the Semi-CGARCH and Semi-EGARCH 0 2 3 10 4 10 15 32
Total Journal Articles 0 2 28 376 25 65 248 1,501

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Statistics updated 2026-05-06