Feng, Yuanhua (2006): A local dynamic conditional correlation model. Unpublished.
Feng, Yuanhua; Beran, Jan and Yu, Keming (2006): Modelling financial time series with SEMIFAR-GARCH model. Unpublished.
Feng, Yuanhua and Yu, Keming (2006): Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model. Unpublished.
