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

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Section Owner - Professor

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

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.

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