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 4 15 90 8 35 112 395
A bootstrap bandwidth selector for local polynomial fitting 0 0 0 6 0 0 1 25
A general class of SemiGARCH models based on the Box-Cox transformation 2 6 15 103 7 14 37 151
A local dynamic conditional correlation model 0 0 0 141 1 1 5 394
A semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets 0 0 3 63 0 2 13 133
A simple root n bandwidth selector for nonparametric regression 0 0 0 3 0 1 2 20
A tree-form constant market share analysis for modelling growth causes in international trade 0 0 1 10 1 2 6 63
A tree-form constant market share model for growth causes in international trade based on multi-level classification 0 0 3 13 2 6 14 83
An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method 0 0 1 8 0 1 4 30
An iterative plug-in algorithm for realized kernels 0 1 1 41 0 5 8 84
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 90
Data-driven estimation of diurnal duration patterns 0 0 0 16 1 3 9 50
Data-driven local polynomial for the trend and its derivatives in economic time series 0 2 7 87 1 5 16 107
Data-driven optimal decomposition of time series 0 0 0 5 0 0 0 17
Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects 0 0 0 48 0 0 1 81
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD 0 0 2 66 1 1 12 109
Growth Trends and Systematic Patterns of Booms and Busts - Testing 200 Years of Business Cycle Dynamics - 0 0 1 53 1 2 6 99
Impact of China's accession to WTO and the financial crisis on China's exports to Germany 0 0 2 16 0 0 4 63
Modelling financial time series with SEMIFAR-GARCH model 0 0 0 158 0 0 6 416
Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model 0 1 3 122 1 3 11 330
On robust local polynominal estimation with long-memory errors 0 0 0 2 0 0 1 13
On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations 1 1 2 55 2 3 7 107
SEMIFAR models 0 0 1 11 2 4 8 35
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 4 11 99
Total Working Papers 3 15 57 1,151 30 93 304 2,994


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 0 0 2 56
An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method 0 0 0 14 0 0 1 63
Changes of China’s agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis 0 0 1 3 0 2 6 29
Computing the Optimal Replenishment Policy for Inventory Systems with Random Discount Opportunities 0 0 0 0 0 0 2 4
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD 0 0 0 12 0 0 3 57
Growth Trends and Systematic Patterns of Booms and Busts‐Testing 200 Years of Business Cycle Dynamics 0 0 1 4 0 1 3 14
Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors 0 0 0 45 1 1 3 120
Modeling of the impact of the financial crisis and China's accession to WTO on China's exports to Germany 0 0 1 11 0 0 3 78
Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models 0 0 0 15 0 2 7 52
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility 0 0 0 48 0 0 3 131
On robust local polynomial estimation with long-memory errors 0 0 2 18 1 1 3 73
Optimal convergence rates in non-parametric regression with fractional time series errors 0 0 0 6 0 0 1 20
SEMIFAR models--a semiparametric approach to modelling trends, long-range dependence and nonstationarity 0 1 4 38 1 4 10 91
SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE 0 0 2 40 0 1 6 85
Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products 0 0 1 11 0 0 11 89
Slow Booms and Deep Busts: 160 Years of Business Cycles in Spain 0 0 1 5 1 2 6 22
Total Journal Articles 0 1 13 275 4 14 70 984


Statistics updated 2021-01-03