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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

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

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 - 2010

Persistent link: https://www.econbiz.de/10008796193

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

Impact of China's accession to WTO and the financial crisis on China's exports to Germany

Zhichao Guo; Feng, Yuanhua; Xiangyong Tan - 2011

Persistent link: https://www.econbiz.de/10009153503

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 - In: China agricultural economic review : publ. in … 7 (2015) 2, pp. 262-279

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

Modeling of the impact of the financial crisis and China's accession to WTO on China's exports to Germany

Zhichao Guo; Feng, Yuanhua - In: Economic modelling 31 (2013), pp. 474-483

Persistent link: https://www.econbiz.de/10009730793

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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