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 2 3 5 24
A supreme test for periodic explosive GARCH 0 0 0 30 4 5 6 46
Beta-Sorted Portfolios 0 0 0 3 5 8 10 23
Combining Penalization and Adaption in High Dimension with Application in Bond Risk Premia Forecasting 0 0 0 1 0 1 1 19
Composite quantile regression for the single-index model 0 0 0 149 4 6 10 462
Dynamic Spatial Network Quantile Autoregression 0 0 1 28 2 3 8 45
Dynamic semiparametric factor model with a common break 0 0 0 60 6 10 14 216
Estimation of NAIRU with inflation expectation data 0 0 0 49 3 3 3 105
HMM in dynamic HAC models 0 0 0 38 7 14 15 143
Improved Estimation of Dynamic Models of Conditional Means and Variances 0 0 0 37 5 8 10 47
Increasing weather risk: Fact of fiction? 0 0 0 10 8 11 11 68
Inference of Break-Points in High-Dimensional Time Series 0 0 0 2 4 5 6 18
Inference of breakpoints in high-dimensional time series 0 0 0 30 1 3 8 61
Inflation co-movement across countries in multi-maturity term structure: An arbitrage-free approach 0 0 0 39 5 7 7 48
LASSO-Driven Inference in Time and Space 0 0 0 4 3 4 4 24
LASSO-Driven Inference in Time and Space 0 0 0 1 2 5 5 28
LASSO-driven inference in time and space 0 0 0 5 0 1 1 35
Local quantile regression 0 0 0 55 5 6 12 165
Localising temperature risk 0 0 0 33 1 3 3 111
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 0 7 1 3 5 124
Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing 0 0 0 7 5 8 13 42
Modelling Systemic Risk Using Neural Network Quantile Regression 0 0 0 10 5 7 10 44
Network quantile autoregression 0 0 0 63 2 5 5 153
Non-Parametric Estimation of Spot Covariance Matrix with High-Frequency Data 0 1 1 23 4 6 6 30
Nonparametric estimates for conditional quantiles of time series 0 0 0 51 4 5 7 141
Pricing Cryptocurrency Options 0 0 1 19 4 7 8 66
Pricing Cryptocurrency options: the case of CRIX and Bitcoin 0 0 0 15 2 5 13 73
Prognose mit nichtparametrischen Verfahren 0 0 0 29 1 2 2 153
Quantile regression in risk calibration 0 0 0 94 4 6 7 275
TENET: Tail-Event driven NETwork risk 0 0 0 73 5 11 17 406
Tail Event Driven Factor Augmented Dynamic Model 0 0 0 20 4 4 5 28
The common and speci fic components of inflation expectation across European countries 0 0 0 14 4 6 8 22
Tie the straps: Uniform bootstrap con fidence bands for bounded influence curve estimators 0 0 0 36 6 7 9 93
Time varying quantile Lasso 0 0 0 40 2 3 7 93
Uniform confidence bands for pricing kernels 0 0 0 84 1 3 5 208
Using generalized estimating equations to estimate nonlinear models with spatial data 0 1 1 10 3 6 9 48
Using generalized estimating equations to estimate nonlinear models with spatial data 1 1 1 47 16 24 25 108
Total Working Papers 1 3 5 1,219 140 224 300 3,795

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 3 5 6 27
HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE 0 0 0 2 1 3 5 38
Localizing Temperature Risk 0 0 0 3 2 8 10 31
Network quantile autoregression 0 0 1 19 4 8 17 112
Nonparametric estimates for conditional quantiles of time series 0 0 1 17 2 4 9 68
Novel operational matrices-based method for solving fractional-order delay differential equations via shifted Gegenbauer polynomials 0 0 0 22 1 2 3 53
Pricing Cryptocurrency Options* 0 1 2 27 1 5 17 157
Single-Index-Based CoVaR With Very High-Dimensional Covariates 0 1 2 30 4 6 10 106
TENET: Tail-Event driven NETwork risk 0 0 4 129 3 10 40 563
Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models 0 0 0 6 3 4 8 43
Uniform Confidence Bands for Pricing Kernels 0 0 1 4 5 5 9 55
Total Journal Articles 0 2 11 262 29 60 134 1,253

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Statistics updated 2026-02-12