Yuanhua Feng : Citation Profile


Are you Yuanhua Feng?

8

H index

6

i10 index

157

Citations

RESEARCH PRODUCTION:

18

Articles

51

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   28 years (1995 - 2023). See details.
   Cites by year: 5
   Journals where Yuanhua Feng has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 41 (20.71 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfe24
   Updated: 2024-11-06    RAS profile: 2024-08-09    
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Relations with other researchers


Works with:

Gries, Thomas (3)

Härdle, Wolfgang (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Yuanhua Feng.

Is cited by:

Teräsvirta, Timo (19)

Silvennoinen, Annastiina (18)

Chikhi, Mohamed (15)

Amado, Cristina (12)

PEGUIN-FEISSOLLE, Anne (8)

Sibbertsen, Philipp (6)

DIEBOLT, Claude (6)

Mishra, Tapas (6)

Bos, Charles (3)

Leschinski, Christian (3)

Hall, Anthony (3)

Cites to:

Bollerslev, Tim (51)

Engle, Robert (40)

Bauwens, Luc (18)

Giot, Pierre (16)

Härdle, Wolfgang (10)

Fernald, John (9)

Baillie, Richard (9)

Teräsvirta, Timo (8)

Perron, Pierre (8)

Andersen, Torben (7)

Guo, Zhichao (7)

Main data


Where Yuanhua Feng has published?


Journals with more than one article published# docs
Economic Modelling3
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Working Papers CIE / Paderborn University, CIE Center for International Economics24
CoFE Discussion Papers / University of Konstanz, Center of Finance and Econometrics (CoFE)18
Discussion Papers, Series II / University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy"3
MPRA Paper / University Library of Munich, Germany3
Technical Reports / Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen2

Recent works citing Yuanhua Feng (2024 and 2023)


YearTitle of citing document
2024A robust optimization approach for inventory management with limited-time discounts and service-level requirement under demand uncertainty. (2024). Sun, Minghe ; Qiu, Ruozhen. In: International Journal of Production Economics. RePEc:eee:proeco:v:267:y:2024:i:c:s0925527323003286.

Full description at Econpapers || Download paper

2023The hierarchy of needs empirical examination of Maslow’s theory and lessons for development. (2023). Watkins-Fassler, Karen ; Mendez, Alfonso ; Rojas, Mariano. In: World Development. RePEc:eee:wdevel:v:165:y:2023:i:c:s0305750x23000037.

Full description at Econpapers || Download paper

2023Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks. (2023). Terasvirta, Timo ; Silvennoinen, Annastiina ; Hall, Anthony D. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:1:p:5-:d:1059591.

Full description at Econpapers || Download paper

2023Examining the interplay between agri-food and trade competitiveness: A review of literature. (2023). Ajmani, Manmeet. In: MPRA Paper. RePEc:pra:mprapa:118396.

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2023Review of Statistical Approaches for Modeling High-Frequency Trading Data. (2023). Ravishanker, Nalini ; Basu, Sumanta ; Karpman, Kara ; Dutta, Chiranjit. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-022-00280-7.

Full description at Econpapers || Download paper

Yuanhua Feng has edited the books:


YearTitleTypeCited

Works by Yuanhua Feng:


YearTitleTypeCited
2020The Shanghai- Hong Kong Stock Connect: An Application of the Semi-CGARCH and Semi-EGARCH In: Asian Economic and Financial Review.
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article0
2013Optimal convergence rates in non-parametric regression with fractional time series errors In: Journal of Time Series Analysis.
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article2
2002Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors.(2002) In: CoFE Discussion Papers.
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This paper has nother version. Agregated cites: 2
paper
2007Optimal convergence rates in nonparametric regression with fractional time series errors.(2007) In: CoFE Discussion Papers.
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This paper has nother version. Agregated cites: 2
paper
2004SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE In: Econometric Theory.
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article21
2002Simultaneously Modelling Conditional Heteroskedasticity and Scale Change.(2002) In: CoFE Discussion Papers.
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This paper has nother version. Agregated cites: 21
paper
2002SEMIFAR models--a semiparametric approach to modelling trends, long-range dependence and nonstationarity In: Computational Statistics & Data Analysis.
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article20
2008Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility In: Economic Modelling.
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article4
2011Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products In: Economic Modelling.
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article2
2010Short- and long-term impact of remarkable economic events on the growth causes of China-Germany trade in agri-food products.(2010) In: Working Papers CIE.
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This paper has nother version. Agregated cites: 2
paper
2013Modeling of the impact of the financial crisis and Chinas accession to WTO on Chinas exports to Germany In: Economic Modelling.
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article0
2019Secular stagnation? Is there statistical evidence of an unprecedented, systematic decline in growth? In: Economics Letters.
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article5
2002On robust local polynomial estimation with long-memory errors In: International Journal of Forecasting.
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article9
2000On robust local polynomial estimation with long-memory errors.(2000) In: CoFE Discussion Papers.
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This paper has nother version. Agregated cites: 9
paper
2000On robust local polynominal estimation with long-memory errors.(2000) In: Technical Reports.
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This paper has nother version. Agregated cites: 9
paper
2015Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD In: International Journal of Forecasting.
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article2
2013Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD.(2013) In: Working Papers CIE.
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This paper has nother version. Agregated cites: 2
paper
2015Changes of China’s agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis In: China Agricultural Economic Review.
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article2
2013Changes of Chinas agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis.(2013) In: Working Papers CIE.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2001Computing the Optimal Replenishment Policy for Inventory Systems with Random Discount Opportunities In: Operations Research.
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article9
2014A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification In: Journal of Industry, Competition and Trade.
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article0
2011A tree-form constant market share model for growth causes in international trade based on multi-level classification.(2011) In: Working Papers CIE.
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This paper has nother version. Agregated cites: 0
paper
2017Slow Booms and Deep Busts: 160 Years of Business Cycles in Spain In: Review of Economics.
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article0
2017Data-driven local polynomial for the trend and its derivatives in economic time series In: Working Papers CIE.
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paper3
2020Data-driven local polynomial for the trend and its derivatives in economic time series.(2020) In: Journal of Nonparametric Statistics.
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This paper has nother version. Agregated cites: 3
article
2017A general class of SemiGARCH models based on the Box-Cox transformation In: Working Papers CIE.
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paper4
2020Fractionally integrated Log-GARCH with application to value at risk and expected shortfall In: Working Papers CIE.
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paper0
2021Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall In: Working Papers CIE.
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paper0
2021Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression In: Working Papers CIE.
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paper0
2021Fast Computation and Bandwidth Selection Algorithms for Smoothing Functional Time Series* In: Working Papers CIE.
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paper1
2021Boundary modification in local polynomial regression* In: Working Papers CIE.
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paper1
2021An extended exponential SEMIFAR model with application in R In: Working Papers CIE.
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paper0
2022An iterative plug-in algorithm for P-Spline regression In: Working Papers CIE.
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paper1
2023FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series In: Working Papers CIE.
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paper0
2010An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method In: Working Papers CIE.
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paper0
2013An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method.(2013) In: Journal of Applied Statistics.
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This paper has nother version. Agregated cites: 0
article
2011Impact of Chinas accession to WTO and the financial crisis on Chinas exports to Germany In: Working Papers CIE.
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paper0
2011A tree-form constant market share analysis for modelling growth causes in international trade In: Working Papers CIE.
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paper1
2011Data-driven estimation of diurnal duration patterns In: Working Papers CIE.
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paper0
2012A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance In: Working Papers CIE.
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paper0
2013Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects In: Working Papers CIE.
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paper1
2013On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations In: Working Papers CIE.
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paper0
2013A semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets In: Working Papers CIE.
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paper2
2015An iterative plug-in algorithm for realized kernels In: Working Papers CIE.
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paper0
2016Growth Trends and Systematic Patterns of Booms and Busts - Testing 200 Years of Business Cycle Dynamics - In: Working Papers CIE.
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paper0
2006A local dynamic conditional correlation model In: MPRA Paper.
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paper10
2006Modelling financial time series with SEMIFAR-GARCH model In: MPRA Paper.
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paper15
2007Modelling financial time series with SEMIFAR-GARCH model.(2007) In: CoFE Discussion Papers.
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This paper has nother version. Agregated cites: 15
paper
2006Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model In: MPRA Paper.
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paper0
2002Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors In: Annals of the Institute of Statistical Mathematics.
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article16
1999Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent errors.(1999) In: CoFE Discussion Papers.
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This paper has nother version. Agregated cites: 16
paper
2015Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models In: Statistical Papers.
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article4
2000A robust data-driven version of the Berlin Method In: CoFE Discussion Papers.
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paper0
2000Data-driven estimation of semiparametric fractional autoregressive models In: CoFE Discussion Papers.
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paper0
2000Modifying the double smoothing bandwidth selector in nonparametric regression In: CoFE Discussion Papers.
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paper0
2001Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties In: CoFE Discussion Papers.
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paper0
2001Supplement to the Paper Interative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties: Detailed Simulation Results In: CoFE Discussion Papers.
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paper0
2002An Iterative Plug-In Algorithm for Nonparametric Modelling of Seasonal Time Series In: CoFE Discussion Papers.
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paper0
2002Recent Developments in Non- and Semiparametric Regression with Fractional Time Series Errors In: CoFE Discussion Papers.
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paper0
2002Modelling Different Volatility Components In: CoFE Discussion Papers.
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paper0
2003Kernel Dependent Functions in Nonparametric Regression with Fractional Time Series Errors In: CoFE Discussion Papers.
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paper0
2008Filtered Log-periodogram Regression of long memory processes In: CoFE Discussion Papers.
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paper0
1999Local Polynomial Estimation with a FARIMA-GARCH Error Process In: CoFE Discussion Papers.
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paper1
1999SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market Indices In: CoFE Discussion Papers.
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paper1
2020A data-driven P-spline smoother and the P-Spline-GARCH models In: IRTG 1792 Discussion Papers.
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paper0
1995A simple root n bandwidth selector for nonparametric regression In: Discussion Papers, Series II.
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paper0
1995Data-driven optimal decomposition of time series In: Discussion Papers, Series II.
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paper1
1997A bootstrap bandwidth selector for local polynomial fitting In: Discussion Papers, Series II.
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paper3
1999SEMIFAR models In: Technical Reports.
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paper11

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