Prof. Dr. Yuanhua Feng
Fachgruppeninhaber -
- E-Mail:
- yuanhua.feng@uni-paderborn.de
- Telefon:
- +49 5251 60-3379
- Web:
- Homepage
- Büroanschrift:
-
Warburger Str. 100
33098 Paderborn - Raum:
- Q4.122
- Sprechstunden:
Die Sprechstunde findet im SoSe 2026 immer Dienstags in der Zeit von 11 bis 12 Uhr statt. Bitte vereinbaren Sie einen Termin per Mail.
Publikationen
Aktuelle Publikationen
Application of Novel Exponential (Semi-)Parametric Short and Long Memory GARCH Models under Regulatory Requirements of Basel III
D.C. Hanke, A. Uhde, Y. Feng, Application of Novel Exponential (Semi-)Parametric Short and Long Memory GARCH Models under Regulatory Requirements of Basel III, 2026.
Comparing the behaviors of some original short and long memory exponential volatility models
D.C. Hanke, Y. Feng, A. Uhde, Comparing the Behaviors of Some Original Short and Long Memory Exponential Volatility Models, 2026.
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.
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.).
Alle Publikationen anzeigen
Lehre
Laufende Lehrveranstaltungen
- Introduction to Econometrics
- Financial Econometrics and Quantitative Risk Management (Übung)
- Financial Econometrics and Quantitative Risk Management (Vorlesung)
- Econometrics - Tutorial
- Econometrics - Lecture
- Econometrics (Übung)
- Econometrics