8
H index
7
i10 index
164
Citations
Yuanhua Feng : Citation Profile
| RESEARCH PRODUCTION: 21 Articles 51 Papers EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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29 years (1995 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Yuanhua Feng. | Is cited by:
| Cites to:
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Main data
Where Yuanhua Feng has published?
| Journals with more than one article published | # docs |
|---|---|
| Economic Modelling | 3 |
| International Journal of Forecasting | 2 |
Recent works citing Yuanhua Feng (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model. (2024). Teräsvirta, Timo ; Terasvirta, Timo ; Silvennoinen, Annastiina. In: Econometrics and Statistics. RePEc:eee:ecosta:v:32:y:2024:i:c:p:57-72. Full description at Econpapers || Download paper |
| 2024 | A 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 |
| 2024 | The effect of agricultural scale management on farmers income from a dual-scale perspective: Evidence from rural China. (2024). You, Yuxuan ; Han, Xiaoyan ; Yin, Guanqiu ; Chen, DI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003496. Full description at Econpapers || Download paper |
| 2024 | Carbon Taxation and Electricity Price Dynamics: Empirical Evidence from the Australian Market. (2024). Comincioli, Nicola ; Guerini, Mattia ; Vergalli, Sergio. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:12:d:10.1007_s10640-024-00908-4. Full description at Econpapers || Download paper |
| 2024 | Testing for periodicity at an unknown frequency under cyclic long memory, with applications to respiratory muscle training. (2024). Pietsch, Fabian ; Nscher, Jeremy ; Beran, Jan ; Walterspacher, Stephan. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:108:y:2024:i:4:d:10.1007_s10182-024-00499-x. Full description at Econpapers || Download paper |
Yuanhua Feng has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Yuanhua Feng:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | The Shanghai- Hong Kong Stock Connect: An Application of the Semi-CGARCH and Semi-EGARCH In: Asian Economic and Financial Review. [Full Text][Citation analysis] | article | 0 |
| 2013 | Optimal convergence rates in non-parametric regression with fractional time series errors In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 2002 | Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors.(2002) In: CoFE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2007 | Optimal convergence rates in nonparametric regression with fractional time series errors.(2007) In: CoFE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2019 | Growth Trends and Systematic Patterns of Booms and Busts‐Testing 200 Years of Business Cycle Dynamics In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
| 2016 | Growth Trends and Systematic Patterns of Booms and Busts - Testing 200 Years of Business Cycle Dynamics -.(2016) In: Working Papers CIE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2004 | SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE In: Econometric Theory. [Full Text][Citation analysis] | article | 22 |
| 2002 | Simultaneously Modelling Conditional Heteroskedasticity and Scale Change.(2002) In: CoFE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2002 | SEMIFAR models--a semiparametric approach to modelling trends, long-range dependence and nonstationarity In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 20 |
| 2008 | Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
| 2011 | Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
| 2010 | Short- 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2013 | Modeling of the impact of the financial crisis and Chinas accession to WTO on Chinas exports to Germany In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2019 | Secular stagnation? Is there statistical evidence of an unprecedented, systematic decline in growth? In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2002 | On robust local polynomial estimation with long-memory errors In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
| 2000 | On robust local polynomial estimation with long-memory errors.(2000) In: CoFE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2000 | On robust local polynominal estimation with long-memory errors.(2000) In: Technical Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2015 | Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
| 2013 | Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD.(2013) In: Working Papers CIE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2015 | Changes of China’s agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis In: China Agricultural Economic Review. [Full Text][Citation analysis] | article | 3 |
| 2013 | Changes 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: 3 | paper | |
| 2001 | Computing the Optimal Replenishment Policy for Inventory Systems with Random Discount Opportunities In: Operations Research. [Full Text][Citation analysis] | article | 10 |
| 2014 | A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification In: Journal of Industry, Competition and Trade. [Full Text][Citation analysis] | article | 0 |
| 2011 | A tree-form constant market share model for growth causes in international trade based on multi-level classification.(2011) In: Working Papers CIE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | Slow Booms and Deep Busts: 160 Years of Business Cycles in Spain In: Review of Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Data-driven local polynomial for the trend and its derivatives in economic time series In: Working Papers CIE. [Full Text][Citation analysis] | paper | 4 |
| 2020 | Data-driven local polynomial for the trend and its derivatives in economic time series.(2020) In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2017 | A general class of SemiGARCH models based on the Box-Cox transformation In: Working Papers CIE. [Full Text][Citation analysis] | paper | 4 |
| 2020 | Fractionally integrated Log-GARCH with application to value at risk and expected shortfall In: Working Papers CIE. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall In: Working Papers CIE. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression In: Working Papers CIE. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Fast Computation and Bandwidth Selection Algorithms for Smoothing Functional Time Series* In: Working Papers CIE. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Boundary modification in local polynomial regression* In: Working Papers CIE. [Full Text][Citation analysis] | paper | 1 |
| 2021 | An extended exponential SEMIFAR model with application in R In: Working Papers CIE. [Full Text][Citation analysis] | paper | 0 |
| 2022 | An iterative plug-in algorithm for P-Spline regression In: Working Papers CIE. [Full Text][Citation analysis] | paper | 1 |
| 2023 | FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series In: Working Papers CIE. [Full Text][Citation analysis] | paper | 0 |
| 2010 | An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method In: Working Papers CIE. [Full Text][Citation analysis] | paper | 1 |
| 2013 | An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method.(2013) In: Journal of Applied Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2011 | Impact of Chinas accession to WTO and the financial crisis on Chinas exports to Germany In: Working Papers CIE. [Full Text][Citation analysis] | paper | 0 |
| 2011 | A tree-form constant market share analysis for modelling growth causes in international trade In: Working Papers CIE. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Data-driven estimation of diurnal duration patterns In: Working Papers CIE. [Full Text][Citation analysis] | paper | 0 |
| 2012 | A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance In: Working Papers CIE. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects In: Working Papers CIE. [Full Text][Citation analysis] | paper | 1 |
| 2013 | On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations In: Working Papers CIE. [Full Text][Citation analysis] | paper | 0 |
| 2013 | A semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets In: Working Papers CIE. [Full Text][Citation analysis] | paper | 2 |
| 2015 | An iterative plug-in algorithm for realized kernels In: Working Papers CIE. [Full Text][Citation analysis] | paper | 0 |
| 2006 | A local dynamic conditional correlation model In: MPRA Paper. [Full Text][Citation analysis] | paper | 10 |
| 2006 | Modelling financial time series with SEMIFAR-GARCH model In: MPRA Paper. [Full Text][Citation analysis] | paper | 15 |
| 2007 | Modelling financial time series with SEMIFAR-GARCH model.(2007) In: CoFE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2006 | Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2002 | Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 16 |
| 1999 | Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent errors.(1999) In: CoFE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2015 | Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models In: Statistical Papers. [Full Text][Citation analysis] | article | 4 |
| 2024 | An extended exponential SEMIFAR model with application in R In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
| 2000 | A robust data-driven version of the Berlin Method In: CoFE Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Data-driven estimation of semiparametric fractional autoregressive models In: CoFE Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Modifying the double smoothing bandwidth selector in nonparametric regression In: CoFE Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties In: CoFE Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Supplement to the Paper Interative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties: Detailed Simulation Results In: CoFE Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | An Iterative Plug-In Algorithm for Nonparametric Modelling of Seasonal Time Series In: CoFE Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Recent Developments in Non- and Semiparametric Regression with Fractional Time Series Errors In: CoFE Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Modelling Different Volatility Components In: CoFE Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Kernel Dependent Functions in Nonparametric Regression with Fractional Time Series Errors In: CoFE Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Filtered Log-periodogram Regression of long memory processes In: CoFE Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Local Polynomial Estimation with a FARIMA-GARCH Error Process In: CoFE Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 1999 | SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market Indices In: CoFE Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | A data-driven P-spline smoother and the P-Spline-GARCH models In: IRTG 1792 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1995 | A simple root n bandwidth selector for nonparametric regression In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 0 |
| 1995 | Data-driven optimal decomposition of time series In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 1 |
| 1997 | A bootstrap bandwidth selector for local polynomial fitting In: Discussion Papers, Series II. [Full Text][Citation analysis] | paper | 3 |
| 1999 | SEMIFAR models In: Technical Reports. [Full Text][Citation analysis] | paper | 11 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team