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