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 1 3 10 609
A bootstrap bandwidth selector for local polynomial fitting 0 0 0 10 0 1 2 39
A data-driven P-spline smoother and the P-Spline-GARCH models 0 0 1 30 2 6 8 36
A local dynamic conditional correlation model 0 0 0 141 1 2 3 403
A robust data-driven version of the Berlin Method 0 0 0 60 1 2 3 609
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 8 165
A simple root n bandwidth selector for nonparametric regression 0 0 0 3 1 3 5 28
A tree-form constant market share analysis for modelling growth causes in international trade 0 0 1 13 1 2 5 78
A tree-form constant market share model for growth causes in international trade based on multi-level classification 0 0 1 15 0 3 7 104
An Iterative Plug-In Algorithm for Nonparametric Modelling of Seasonal Time Series 0 1 1 31 1 4 6 139
An extended exponential SEMIFAR model with application in R 1 2 6 175 2 5 16 292
An iterative plug-in algorithm for P-Spline regression 0 0 5 25 2 4 9 35
An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method 0 0 1 11 0 1 2 40
An iterative plug-in algorithm for realized kernels 0 1 2 44 1 2 4 103
Boundary modification in local polynomial regression* 1 1 4 58 4 6 44 172
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 4 7 115
Data-driven estimation of diurnal duration patterns 0 0 0 17 0 1 2 58
Data-driven estimation of semiparametric fractional autoregressive models 0 0 0 39 3 3 3 174
Data-driven local polynomial for the trend and its derivatives in economic time series 0 1 3 126 4 9 18 182
Data-driven optimal decomposition of time series 0 0 0 7 1 2 5 29
Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects 0 0 1 60 3 4 6 115
FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series 1 9 39 151 6 33 127 213
Fast Computation and Bandwidth Selection Algorithms for Smoothing Functional Time Series* 1 2 4 80 3 6 45 181
Filtered Log-periodogram Regression of long memory processes 0 0 0 54 1 1 2 107
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD 0 0 0 77 1 3 5 137
Fractionally integrated Log-GARCH with application to value at risk and expected shortfall 0 5 27 203 7 18 100 483
Growth Trends and Systematic Patterns of Booms and Busts - Testing 200 Years of Business Cycle Dynamics - 0 0 0 64 2 4 6 130
Impact of China's accession to WTO and the financial crisis on China's exports to Germany 0 0 0 17 2 5 9 82
Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties 0 0 1 52 0 0 3 218
Kernel Dependent Functions in Nonparametric Regression with Fractional Time Series Errors 0 0 0 16 1 2 2 72
Local Polynomial Estimation with a FARIMA-GARCH Error Process 0 0 0 234 1 2 3 992
Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent errors 0 0 0 132 2 3 4 551
Modelling Different Volatility Components 0 0 0 76 2 3 4 194
Modelling financial time series with SEMIFAR-GARCH model 0 0 0 82 3 3 4 158
Modelling financial time series with SEMIFAR-GARCH model 0 0 0 160 4 6 10 435
Modifying the double smoothing bandwidth selector in nonparametric regression 0 0 0 69 0 0 0 366
Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model 1 1 1 123 4 5 8 347
On robust local polynomial estimation with long-memory errors 0 0 0 117 1 5 8 450
On robust local polynominal estimation with long-memory errors 0 0 0 3 1 4 5 24
On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations 0 0 1 56 2 3 6 129
Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors 0 0 0 33 1 2 2 125
Optimal convergence rates in nonparametric regression with fractional time series errors 0 0 0 20 0 1 2 91
Recent Developments in Non- and Semiparametric Regression with Fractional Time Series Errors 0 0 0 47 1 2 3 147
SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market Indices 0 0 0 209 1 1 1 694
SEMIFAR models 0 0 0 14 2 3 6 57
Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall 0 0 7 128 6 12 70 332
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 3 4 112
Simultaneously Modelling Conditional Heteroskedasticity and Scale Change 0 0 0 50 3 5 6 175
Supplement to the Paper "Interative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties": Detailed Simulation Results 0 0 0 17 1 2 2 141
Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression 0 0 1 46 2 4 11 91
Total Working Papers 5 23 108 3,431 96 212 631 10,759
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 1 4 7 70
An extended exponential SEMIFAR model with application in R 0 1 2 2 2 3 4 4
An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method 0 0 1 15 2 3 5 68
Changes of China’s agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis 0 0 0 4 1 1 2 39
Computing the Optimal Replenishment Policy for Inventory Systems with Random Discount Opportunities 0 0 0 0 2 4 5 11
Data-driven local polynomial for the trend and its derivatives in economic time series 0 3 6 16 3 8 13 43
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD 0 0 3 21 9 12 15 88
Growth Trends and Systematic Patterns of Booms and Busts‐Testing 200 Years of Business Cycle Dynamics 0 0 1 6 1 3 7 29
Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors 0 0 0 47 5 7 10 139
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 3 92
Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models 0 0 0 19 1 5 6 75
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility 0 0 0 52 1 2 7 145
On robust local polynomial estimation with long-memory errors 0 0 0 19 3 5 5 83
Optimal convergence rates in non-parametric regression with fractional time series errors 0 0 0 6 2 5 5 25
SEMIFAR models--a semiparametric approach to modelling trends, long-range dependence and nonstationarity 0 0 2 47 3 4 7 117
SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE 0 0 0 44 2 2 3 99
Secular stagnation? Is there statistical evidence of an unprecedented, systematic decline in growth? 0 0 0 20 2 5 8 82
Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall 1 3 6 6 3 5 12 12
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 2 101
Slow Booms and Deep Busts: 160 Years of Business Cycles in Spain 0 0 0 7 1 4 4 32
The Shanghai- Hong Kong Stock Connect: An Application of the Semi-CGARCH and Semi-EGARCH 0 0 1 8 0 0 4 20
Total Journal Articles 1 8 23 369 45 84 134 1,374

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Statistics updated 2026-01-09