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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

Simultaneously modelling conditional heteroskedasticity and scale change

Feng, Yuanhua - 2002

Persistent link: https://www.econbiz.de/10001686434

Modelling different volatility components in high-frequency financial returns

Feng, Yuanhua (contributor) - 2002

This paper considers simultaneous modelling of seasonality, slowly changing un- conditional variance and conditional heteroskedasticity in high-frequency fiancial returns. A new approach, called a seasonal SEMIGARCH model, is proposed to perform this by introducing multiplicative seasonal and...

Persistent link: https://www.econbiz.de/10002527401

Locally weighted autoregression

Feng, Yuanhua - In: Econometrics in theory and practice : Festschrift for …, (pp. 101-117). 1998

Persistent link: https://www.econbiz.de/10001301452

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

Changes of China’s agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis

Zhichao Guo; Feng, Yuanhua; Gries, Thomas - In: China agricultural economic review : publ. in … 7 (2015) 2, pp. 262-279

Persistent link: https://www.econbiz.de/10011378317

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

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

Short- and long-term impact of remarkable economic events on the growth causes of China - Germany trade in agri-food products

Zhichao Guo; Feng, Yuanhua; Xiangyong Tan - In: Economic modelling 28 (2011) 6, pp. 2359-2368

Persistent link: https://www.econbiz.de/10009504015

Changes of China's agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis

Zhichao Guo; Feng, Yuanhua; Gries, Thomas - 2013

Persistent link: https://www.econbiz.de/10010213484