Prof. Dr. Yuanhua Feng

Section Owner -

Fakultät für Wirtschaftswissenschaften » Department 4: Economics » Ökonometrie & Quantitative Methoden
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
Office Address:
Warburger Str. 100
33098 Paderborn
Room:
Q4.122
Office hours:

Im  SoSe 2024:

Donnerstags von 14.00 - 15.00 Uhr.
Um vorherige Anmeldung per E-Mail wird gebeten.

Während der vorlesungsfreien Zeit findet keine reguläre Sprechstunde statt. Bitte vereinbaren Sie in dringenden Fällen einen Termin per Mail.

Center of International Economics
Section Owner - Professor
Teaching: Econometrics; Research: Time Series analysis, nonparametric regression, financial econometrics and quantitative risk management

Publications

Latest Publications

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 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.
Further Development of the Double Conditional Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model
B. Schäfer, Y. Feng, in: Book of Abstracts, 2018, p. 7.
The Non-Gaussian ESEMIFAR Model
Y. Feng, S. Letmathe, (2018) 7.
Show all publications

Teaching


Current Courses

  • Übung: Angewandte Zeitreihenanalyse und Wirtschaftsprognose
  • Vorlesung: Angewandte Zeitreihenanalyse und Wirtschaftsprognose
  • Topics in Financial and Economic Data
  • Introduction to Econometrics
  • Financial Econometrics and Quantitative Risk Management (Übung)
  • Financial Econometrics and Quantitative Risk Management (Vorlesung)