Prof. Dr. Yuanhua Feng

Fachgruppeninhaber -

Fakultät für Wirtschaftswissenschaften » Department 4: Economics » Ökonometrie & Quantitative Methoden
Fachgruppeninhaber - Ehemaliger
Ökonometrie, Finanzökonometrie, Zeitreihenanalyse, nichtparametrische Regression, Computergestützte Statistik, empirische Wirtschaftsforschung
E-Mail:
yuanhua.feng@uni-paderborn.de
Telefon:
+49 5251 60-3379
Web:
Homepage
Büro­anschrift:
Warburger Str. 100
33098 Paderborn
Raum:
Q4.122
Center of International Economics
Fachgruppeninhaber - Professor
Lehre in Ökonometrie und Forschung in Zeitreihenanalyse, nichtparametrische Regression, Finanzökonometrie und Quantitative Risikomanagement

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.

PDF

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.

PDF

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.

DOI

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

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