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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
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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
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Data-driven estimation of diurnal duration patterns
Feng, Yuanhua - 2011
Persistent link: https://www.econbiz.de/10009411231
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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
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Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
Feng, Yuanhua; Chen Zhou - 2013
Persistent link: https://www.econbiz.de/10010194513
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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
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An iterative plug-in algorithm for realized kernels
Feng, Yuanhua; Chen Zhou - 2015
Persistent link: https://www.econbiz.de/10010484911
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An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method
Feng, Yuanhua - 2010
Persistent link: https://www.econbiz.de/10008937103
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Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression
Feng, Yuanhua; Härdle, Wolfgang - 2021
Persistent link: https://www.econbiz.de/10012625953