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subject:"Zeitreihenanalyse"
~person:"Feng, Yuanhua"
~subject:"Börsenkurs"
~subject:"Germany"
~subject:"Volkswirtschaftslehre"
~subject:"Ökonometrie"
~type_genre:"Collection of articles of several authors"
~type_genre:"Collection of articles written by one author"
~type_genre:"Festschrift"
~type_genre:"Handbook"
~type_genre:"Non-commercial literature"
~type_genre:"Textbook"
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Zeitreihenanalyse
Börsenkurs
Germany
Volkswirtschaftslehre
Ökonometrie
Theorie
50
Theory
50
Nichtparametrisches Verfahren
31
Nonparametric statistics
31
Time series analysis
31
Estimation theory
11
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11
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9
ARMA-Modell
9
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5
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5
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5
Scientific modelling
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bandwidth selection
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4
Robust statistics
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Saisonkomponente
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long memory
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long-range dependence
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nonparametric regression
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Collection of articles of several authors
Collection of articles written by one author
Festschrift
Handbook
Non-commercial literature
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Arbeitspapier
36
Graue Literatur
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Working Paper
36
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Feng, Yuanhua
Härdle, Wolfgang
81
Gil-Alaña, Luis A.
71
Caporale, Guglielmo Maria
70
Franses, Philip Hans
64
Koopman, Siem Jan
63
Phillips, Peter C. B.
57
Pesaran, M. Hashem
54
Bruhn, Manfred
53
Lux, Thomas
45
Lütkepohl, Helmut
42
Sibbertsen, Philipp
42
Hautsch, Nikolaus
41
Meffert, Heribert
41
Dijk, Herman K. van
39
Kunst, Robert M.
39
Maravall Herrero, Agustín
39
McAleer, Michael
38
Koop, Gary
36
Bauwens, Luc
34
Teräsvirta, Timo
34
Albach, Horst
33
Lucas, André
33
Timmermann, Allan
33
Hyndman, Rob J.
32
Marcellino, Massimiliano
32
Beran, Jan
31
Bauer, Hans H.
29
Pepels, Werner
28
Weber, Jürgen
28
Swanson, Norman R.
27
Harvey, Andrew C.
26
Dustmann, Christian
24
Gouriéroux, Christian
23
Schmid, Wolfgang
23
Ahlert, Dieter
22
Franz, Wolfgang
22
Winker, Peter
22
Backhaus, Klaus
21
Baetge, Jörg
21
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CIE working paper series
10
CoFE discussion papers
10
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
Diskussionsbeiträge / 2
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
Advanced studies in theoretical and applied econometrics : ASTA
1
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ECONIS (ZBW)
37
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1
FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series
Feng, Yuanhua
;
Gries, Thomas
;
Letmathe, Sebastian
-
2023
Persistent link: https://www.econbiz.de/10014282334
Saved in:
2
Semiparametric GARCH models with long memory applied to value at risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
-
2021
Persistent link: https://www.econbiz.de/10012508951
Saved in:
3
Growth trends and systematic patterns of booms and busts : testing 200 years of business cycle dynamics
Fritz, Marlon
;
Gries, Thomas
;
Feng, Yuanhua
-
2016
Persistent link: https://www.econbiz.de/10011520469
Saved in:
4
An iterative plug-in algorithm for realized kernels
Feng, Yuanhua
;
Chen Zhou
-
2015
Persistent link: https://www.econbiz.de/10010484911
Saved in:
5
Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects
Feng, Yuanhua
-
2013
Persistent link: https://www.econbiz.de/10010194494
Saved in:
6
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
Feng, Yuanhua
;
Chen Zhou
-
2013
Persistent link: https://www.econbiz.de/10010194513
Saved in:
7
A multivariate random walk model with slowly changing drift and cross-correlation applied to finance
Feng, Yuanhua
;
Hand, D. J.
;
Yu, Keming
-
2012
Persistent link: https://www.econbiz.de/10009572920
Saved in:
8
A tree-form constant market share analysis for modelling growth causes in international trade
Feng, Yuanhua
;
Zhichao Guo
;
Peitz, Christian
;
Xiangyong Tan
-
2011
Persistent link: https://www.econbiz.de/10009153488
Saved in:
9
A tree-form constant market share model for growth causes in international trade based on multi-level classification
Feng, Yuanhua
;
Zhichao Guo
;
Peitz, Christian
;
Xiangyong Tan
-
2011
Persistent link: https://www.econbiz.de/10009411236
Saved in:
10
An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method
Feng, Yuanhua
-
2010
Persistent link: https://www.econbiz.de/10008937103
Saved in:
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