Narrow search
Showing 1 - 6 of 6
Cover Image
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua; McNeil, Alexander J. - In: Economic modelling 25 (2008) 5, pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
Cover Image
Nonparametric smoothing and quantile estimation in time series
Abberger, Klaus - In: Risk measurement, econometrics and neural networks : …, (pp. 1-16). 1998
Persistent link: https://www.econbiz.de/10001305364
Cover Image
Locally weighted autoregression
Feng, Yuanhua - In: Econometrics in theory and practice : Festschrift for …, (pp. 101-117). 1998
Persistent link: https://www.econbiz.de/10001301452
Cover Image
Simultaneously modeling conditional heteroskedasticity and scale change
Feng, Yuanhua - In: Econometric theory 20 (2004) 3, pp. 563-596
Persistent link: https://www.econbiz.de/10002068275
Cover Image
Locally weighted autoregression
Feng, Yuanhua; Heiler, Siegfried - In: Institutional arrangements for global economic integration, (pp. 371-388). 2000
Persistent link: https://www.econbiz.de/10001533889
Cover Image
A tree-form constant market share model for growth causes in international trade based on mlti-level cassification
Feng, Yuanhua; Zhichao Guo; Peitz, Christian - In: Journal of industry, competition and trade 14 (2014) 2, pp. 207-228
Persistent link: https://www.econbiz.de/10010439828