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 6 14 614
A bootstrap bandwidth selector for local polynomial fitting 0 0 0 10 2 9 11 48
A data-driven P-spline smoother and the P-Spline-GARCH models 0 0 1 30 0 6 12 40
A local dynamic conditional correlation model 0 0 0 141 2 5 7 407
A robust data-driven version of the Berlin Method 0 0 0 60 0 4 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 1 6 10 168
A simple root n bandwidth selector for nonparametric regression 0 0 0 3 1 3 7 30
A tree-form constant market share analysis for modelling growth causes in international trade 0 0 1 13 0 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 2 5 12 109
An Iterative Plug-In Algorithm for Nonparametric Modelling of Seasonal Time Series 0 0 1 31 0 4 9 142
An extended exponential SEMIFAR model with application in R 0 1 3 175 0 6 14 296
An iterative plug-in algorithm for P-Spline regression 0 0 4 25 0 7 13 40
An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method 0 0 0 11 0 4 5 44
An iterative plug-in algorithm for realized kernels 1 1 3 45 1 5 8 107
Boundary modification in local polynomial regression* 0 2 5 59 1 15 39 183
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 6 10 118
Data-driven estimation of diurnal duration patterns 0 0 0 17 0 1 2 59
Data-driven estimation of semiparametric fractional autoregressive models 0 0 0 39 0 9 9 180
Data-driven local polynomial for the trend and its derivatives in economic time series 0 0 3 126 0 11 22 189
Data-driven optimal decomposition of time series 0 0 0 7 4 8 12 36
Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects 0 0 1 60 1 9 11 121
FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series 4 9 41 159 13 31 141 238
Fast Computation and Bandwidth Selection Algorithms for Smoothing Functional Time Series* 0 1 4 80 1 7 33 185
Filtered Log-periodogram Regression of long memory processes 0 0 0 54 1 6 7 112
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD 0 0 0 77 3 6 9 142
Fractionally integrated Log-GARCH with application to value at risk and expected shortfall 2 4 27 207 6 25 98 501
Growth Trends and Systematic Patterns of Booms and Busts - Testing 200 Years of Business Cycle Dynamics - 0 0 0 64 0 6 10 134
Impact of China's accession to WTO and the financial crisis on China's exports to Germany 0 0 0 17 0 4 11 84
Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties 0 0 1 52 1 6 9 224
Kernel Dependent Functions in Nonparametric Regression with Fractional Time Series Errors 0 0 0 16 0 2 3 73
Local Polynomial Estimation with a FARIMA-GARCH Error Process 0 0 0 234 1 5 7 996
Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent errors 0 0 0 132 1 7 8 556
Modelling Different Volatility Components 0 0 0 76 0 8 10 200
Modelling financial time series with SEMIFAR-GARCH model 0 0 0 82 0 6 7 161
Modelling financial time series with SEMIFAR-GARCH model 0 0 0 160 1 7 12 438
Modifying the double smoothing bandwidth selector in nonparametric regression 0 0 0 69 0 1 1 367
Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model 0 1 1 123 8 17 19 360
On robust local polynomial estimation with long-memory errors 0 0 0 117 1 7 13 456
On robust local polynominal estimation with long-memory errors 0 0 0 3 1 5 9 28
On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations 0 0 1 56 0 6 10 133
Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors 0 0 0 33 0 7 8 131
Optimal convergence rates in nonparametric regression with fractional time series errors 0 0 0 20 1 2 3 93
Recent Developments in Non- and Semiparametric Regression with Fractional Time Series Errors 0 0 0 47 0 2 3 148
SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market Indices 0 0 0 209 0 3 3 696
SEMIFAR models 0 0 0 14 0 6 9 61
Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall 0 0 6 128 2 15 65 341
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 4 5 114
Simultaneously Modelling Conditional Heteroskedasticity and Scale Change 0 0 0 50 2 7 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 9 10 149
Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression 0 0 1 46 5 13 21 102
Total Working Papers 7 19 106 3,445 65 365 797 11,028
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 1 4 8 73
An extended exponential SEMIFAR model with application in R 0 0 2 2 0 2 4 4
An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method 0 1 2 16 2 6 9 72
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 7 8 45
Computing the Optimal Replenishment Policy for Inventory Systems with Random Discount Opportunities 0 0 0 0 0 4 7 13
Data-driven local polynomial for the trend and its derivatives in economic time series 0 2 8 18 1 10 20 50
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD 0 0 3 21 2 15 21 94
Growth Trends and Systematic Patterns of Booms and Busts‐Testing 200 Years of Business Cycle Dynamics 0 0 1 6 0 3 9 31
Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors 0 1 1 48 3 12 14 146
Modeling of the impact of the financial crisis and China's accession to WTO on China's exports to Germany 0 0 0 13 0 2 4 93
Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models 0 0 0 19 2 6 11 80
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility 0 0 0 52 1 7 12 151
On robust local polynomial estimation with long-memory errors 0 0 0 19 0 7 9 87
Optimal convergence rates in non-parametric regression with fractional time series errors 0 0 0 6 0 6 9 29
SEMIFAR models--a semiparametric approach to modelling trends, long-range dependence and nonstationarity 0 0 2 47 1 8 11 122
SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE 0 0 0 44 0 3 4 100
Secular stagnation? Is there statistical evidence of an unprecedented, systematic decline in growth? 0 0 0 20 1 5 10 85
Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall 0 2 7 7 3 9 17 18
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 5 7 106
Slow Booms and Deep Busts: 160 Years of Business Cycles in Spain 0 0 0 7 0 2 5 33
The Shanghai- Hong Kong Stock Connect: An Application of the Semi-CGARCH and Semi-EGARCH 0 0 1 8 2 4 8 24
Total Journal Articles 0 6 28 374 20 127 207 1,456

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Statistics updated 2026-03-04