Prof. Dr. Yuanhua Feng

Section Owner -

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
Sprechzeiten:

Im WS 2023/ 24:

Donnerstags von 14.45 bis 15.45 Uhr.
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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.).
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.
Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models
S. Forstinger, Y. Feng, C. Peitz, in: Book of Abstracts, 2018, p. 17.
Show all publications

Teaching


Current Courses

  • Introduction to Econometrics
  • Econometrics (Übung)
  • Econometrics
  • Advanced Time Series Analysis and Forecasting