Access Statistics for Weining Wang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A supreme test for periodic explosive GARCH 0 0 0 3 0 0 1 19
A supreme test for periodic explosive GARCH 0 0 0 30 0 1 2 41
Beta-Sorted Portfolios 0 0 0 3 0 0 1 13
Combining Penalization and Adaption in High Dimension with Application in Bond Risk Premia Forecasting 0 0 0 1 0 0 2 18
Composite quantile regression for the single-index model 0 0 0 149 0 3 3 455
Dynamic Spatial Network Quantile Autoregression 0 0 3 27 0 2 8 39
Dynamic semiparametric factor model with a common break 0 0 2 60 0 1 9 203
Estimation of NAIRU with inflation expectation data 0 0 0 49 0 0 2 102
HMM in dynamic HAC models 0 0 0 38 0 0 1 128
Improved Estimation of Dynamic Models of Conditional Means and Variances 0 0 0 37 0 0 0 37
Increasing weather risk: Fact of fiction? 0 0 0 10 0 0 0 57
Inference of Break-Points in High-Dimensional Time Series 0 0 0 2 0 0 0 12
Inference of breakpoints in high-dimensional time series 0 0 0 30 0 1 1 54
Inflation co-movement across countries in multi-maturity term structure: An arbitrage-free approach 0 0 0 39 0 0 3 41
LASSO-Driven Inference in Time and Space 0 0 0 4 0 0 1 20
LASSO-Driven Inference in Time and Space 0 0 0 1 0 0 0 23
LASSO-driven inference in time and space 0 0 0 5 0 0 1 34
Local quantile regression 0 0 0 55 0 1 3 154
Localising temperature risk 0 0 0 33 0 0 1 108
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 0 7 0 0 4 119
Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing 0 0 0 7 0 0 3 29
Modelling Systemic Risk Using Neural Network Quantile Regression 0 0 2 10 0 1 6 35
Network quantile autoregression 0 0 0 63 0 0 6 148
Non-Parametric Estimation of Spot Covariance Matrix with High-Frequency Data 0 0 0 22 0 0 1 24
Nonparametric estimates for conditional quantiles of time series 0 0 0 51 0 1 2 135
Pricing Cryptocurrency Options 0 0 0 18 0 0 3 58
Pricing Cryptocurrency options: the case of CRIX and Bitcoin 0 0 3 15 0 1 17 61
Prognose mit nichtparametrischen Verfahren 0 0 1 29 0 0 3 151
Quantile regression in risk calibration 0 0 0 94 0 0 2 268
TENET: Tail-Event driven NETwork risk 0 0 0 73 0 1 17 390
Tail Event Driven Factor Augmented Dynamic Model 0 0 0 20 0 0 2 23
The common and speci fic components of inflation expectation across European countries 0 0 0 14 0 1 1 15
Tie the straps: Uniform bootstrap con fidence bands for bounded influence curve estimators 0 0 0 36 0 0 1 84
Time varying quantile Lasso 0 0 0 40 0 1 3 87
Uniform confidence bands for pricing kernels 0 0 0 84 0 0 3 203
Using generalized estimating equations to estimate nonlinear models with spatial data 0 0 0 46 0 1 3 84
Using generalized estimating equations to estimate nonlinear models with spatial data 0 0 0 9 1 1 7 40
Total Working Papers 0 0 11 1,214 1 17 123 3,512

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comment 0 0 0 3 0 0 1 21
HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE 0 0 0 2 0 2 3 35
Localizing Temperature Risk 0 0 0 3 1 1 3 22
Network quantile autoregression 0 1 3 19 1 2 8 97
Nonparametric estimates for conditional quantiles of time series 0 1 1 17 0 2 3 61
Novel operational matrices-based method for solving fractional-order delay differential equations via shifted Gegenbauer polynomials 0 0 3 22 0 0 7 50
Pricing Cryptocurrency Options* 1 1 4 26 1 5 18 145
Single-Index-Based CoVaR With Very High-Dimensional Covariates 0 0 3 28 0 0 4 96
TENET: Tail-Event driven NETwork risk 1 2 5 127 1 8 23 531
Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models 0 0 0 6 0 0 1 35
Uniform Confidence Bands for Pricing Kernels 0 0 0 3 0 1 1 47
Total Journal Articles 2 5 19 256 4 21 72 1,140

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Statistics updated 2025-05-12