Yuanhua Feng (冯元化)
Universität Paderborn
H-index: 17
Europe-Germany
Top articles of Yuanhua Feng (冯元化)
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Package ‘esemifar’ | Yuanhua Feng Jan Beran Sebastian Letmathe Dominik Schulz Maintainer Sebastian Letmathe | 2023/10/22 | |
FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series | Yuanhua Feng Thomas Gries Sebastian Letmathe | 2023/5 | |
An extended exponential SEMIFAR model with application in R | Communications in Statistics-Theory and Methods | Sebastian Letmathe Jan Beran Yuanhua Feng | 2023/11/6 |
Package ‘ufRisk’ | Yuanhua Feng Xuehai Zhang Christian Peitz Dominik Schulz Shujie Li | 2023/10/22 | |
An iterative plug-in algorithm for P-Spline regression | Available at SSRN 4680572 | Sebastian Letmathe Yuanhua Feng | 2022 |
Package ‘DCSmooth’ | Bastian Schaefer Sebastian Letmathe Yuanhua Feng Maintainer Bastian Schaefer | 2022/10/12 | |
Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall | Journal of Risk | Sebastian Letmathe Yuanhua Feng André Uhde | 2022/7/5 |
The smoots Package in R for Semiparametric Modeling of Trend Stationary Time Series. | R Journal | Yuanhua Feng Thomas Gries Sebastian Letmathe Dominik Schulz | 2022/3/1 |
Boundary modification in local polynomial regression | Yuanhua Feng Bastian Schäfer | 2021/8 | |
Fast Computation and Bandwidth Selection Algorithms for Smoothing Functional Time Series | Bastian Schäfer Yuanhua Feng | 2021/8 | |
Uni-and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression | Yuanhua Feng Wolfgang Karl Härdle | 2021/5 | |
A Data-Driven P-Spline Smoother and the P-Spline-Garch Models | Available at SSRN 3714616 | Wolfgang Karl Härdle Yuanhua Feng | 2020/10/19 |
Data-driven local polynomial for the trend and its derivatives in economic time series | Journal of Nonparametric Statistics | Yuanhua Feng Thomas Gries Marlon Fritz | 2020/4/2 |
The Shanghai-Hong Kong Stock Connect: An Application of the Semi-CGARCH and Semi-EGARCH | Asian Economic and Financial Review | Christian Peitz Yuanhua Feng Bernard M Gilroy Nico Stoeckmann | 2020 |
Fractionally integrated Log-GARCH with application to value at risk and expected shortfall | Yuanhua Feng Jan Beran Sebastian Letmathe Sucharita Ghosh | 2020/11 |
Co-Authors
