Prof. Dr. Yuanhua Feng
Section Owner -
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
- Office hours:
Im WS 2024/ 25:
Donnerstags von 14.45 - 15.45 Uhr.
Um vorherige Anmeldung per E-Mail wird gebeten.
Während der vorlesungsfreien Zeit findet keine reguläre Sprechstunde statt. Bitte vereinbaren Sie in dringenden Fällen einen Termin per Mail.
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.).
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 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.
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Teaching
Current Courses
- Introduction to Econometrics
- Econometrics (Übung)
- Econometrics
- Advanced Time Series Analysis and Forecasting