Prof. Dr. Yuanhua Feng

Section Owner -

Contact

Section Owner - Professor

Econometrics, Financial Econometrics, Time Series Analysis, nonparametric regression

E-Mail:

yuanhua.feng@uni-paderborn.de

Phone:

+49 5251 60-3379

Web:

Homepage

Die Sprechstunde findet im WS 2025/ 26 immer Montags in der Zeit von 11.15 bis 12.15 Uhr statt. Bitte vereinbaren Sie einen Termin per Mail.

Section Owner - Professor

Teaching: Econometrics; Research: Time Series analysis, nonparametric regression, financial econometrics and quantitative risk management

Forecasting economic growth by combining local linear and standard approaches

M. Fritz, S. Forstinger, Y. Feng, T. Gries, Journal of Applied Statistics 52 (2024) 1342–1360.

DOI

Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall

S. Letmathe, Y. Feng, A. Uhde, Journal of Risk 25 (n.d.).

Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall

S. Letmathe, Y. Feng, A. Uhde, Journal of Risk (n.d.).

DOI

The smoots Package in R for Semiparametric Modeling of Trend Stationary Time Series

Y. Feng, T. Gries, S. Letmathe, D. Schulz, The R Journal 14 (2022) 182–195.

DOI

The Shanghai-Hong Kong Stock Connect: An Application of the Semi-CGARCH and Semi-EGARCH

C. Peitz, Y. Feng, B.M. Gilroy, N. Stöckmann, Asian Economic and Financial Review 10 (2020) 427–438.

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