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
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.).
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.
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.
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