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 1 2 3 21
A supreme test for periodic explosive GARCH 0 0 0 30 0 0 2 41
Beta-Sorted Portfolios 0 0 0 3 0 0 0 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 0 3 455
Dynamic Spatial Network Quantile Autoregression 0 0 4 28 0 0 7 41
Dynamic semiparametric factor model with a common break 0 0 2 60 1 2 10 205
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 0 1 54
Inflation co-movement across countries in multi-maturity term structure: An arbitrage-free approach 0 0 0 39 0 0 2 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 4 155
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 2 119
Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing 0 0 0 7 0 0 2 29
Modelling Systemic Risk Using Neural Network Quantile Regression 0 0 1 10 0 2 6 37
Network quantile autoregression 0 0 0 63 0 0 4 148
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 3 136
Pricing Cryptocurrency Options 0 1 1 19 0 1 2 59
Pricing Cryptocurrency options: the case of CRIX and Bitcoin 0 0 2 15 2 4 12 65
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 1 3 12 393
Tail Event Driven Factor Augmented Dynamic Model 0 0 0 20 0 0 1 23
The common and speci fic components of inflation expectation across European countries 0 0 0 14 0 0 1 15
Tie the straps: Uniform bootstrap con fidence bands for bounded influence curve estimators 0 0 0 36 0 1 2 85
Time varying quantile Lasso 0 0 0 40 0 0 3 87
Uniform confidence bands for pricing kernels 0 0 0 84 1 2 4 205
Using generalized estimating equations to estimate nonlinear models with spatial data 0 0 0 46 0 0 2 84
Using generalized estimating equations to estimate nonlinear models with spatial data 0 0 0 9 1 1 7 41
Total Working Papers 0 1 11 1,216 7 20 109 3,534

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 1 1 2 22
HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE 0 0 0 2 0 0 3 35
Localizing Temperature Risk 0 0 0 3 1 1 3 23
Network quantile autoregression 0 0 1 19 0 6 11 103
Nonparametric estimates for conditional quantiles of time series 0 0 1 17 0 0 3 61
Novel operational matrices-based method for solving fractional-order delay differential equations via shifted Gegenbauer polynomials 0 0 0 22 0 1 4 51
Pricing Cryptocurrency Options* 0 0 2 26 3 5 16 150
Single-Index-Based CoVaR With Very High-Dimensional Covariates 0 1 4 29 0 2 7 99
TENET: Tail-Event driven NETwork risk 0 0 3 128 6 13 29 548
Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models 0 0 0 6 2 2 3 37
Uniform Confidence Bands for Pricing Kernels 0 0 0 3 0 1 2 48
Total Journal Articles 0 1 11 258 13 32 83 1,177

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Statistics updated 2025-09-05