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 30 0 4 5 46
A supreme test for periodic explosive GARCH 0 0 0 3 1 3 6 25
Beta-Sorted Portfolios 0 0 0 3 2 8 12 25
Combining Penalization and Adaption in High Dimension with Application in Bond Risk Premia Forecasting 0 0 0 1 2 3 3 21
Composite quantile regression for the single-index model 0 0 0 149 0 5 9 462
Dynamic Spatial Network Quantile Autoregression 0 0 1 28 2 5 8 47
Dynamic semiparametric factor model with a common break 0 0 0 60 2 10 15 218
Estimation of NAIRU with inflation expectation data 0 0 0 49 4 7 7 109
HMM in dynamic HAC models 0 0 0 38 1 9 16 144
Improved Estimation of Dynamic Models of Conditional Means and Variances 0 0 0 37 2 8 12 49
Increasing weather risk: Fact of fiction? 0 0 0 10 0 10 11 68
Inference of Break-Points in High-Dimensional Time Series 0 0 0 2 2 6 8 20
Inference of breakpoints in high-dimensional time series 0 0 0 30 2 3 9 63
Inflation co-movement across countries in multi-maturity term structure: An arbitrage-free approach 0 0 0 39 1 7 8 49
LASSO-Driven Inference in Time and Space 0 0 0 4 1 4 5 25
LASSO-Driven Inference in Time and Space 0 0 0 1 0 3 5 28
LASSO-driven inference in time and space 0 0 0 5 0 1 1 35
Local quantile regression 0 0 0 55 0 5 11 165
Localising temperature risk 1 1 1 34 5 7 8 116
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 0 7 1 4 6 125
Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing 0 0 0 7 1 7 14 43
Modelling Systemic Risk Using Neural Network Quantile Regression 0 0 0 10 2 8 12 46
Network quantile autoregression 0 0 0 63 0 3 5 153
Non-Parametric Estimation of Spot Covariance Matrix with High-Frequency Data 0 0 1 23 1 5 7 31
Nonparametric estimates for conditional quantiles of time series 0 0 0 51 1 6 7 142
Pricing Cryptocurrency Options 0 0 1 19 1 7 9 67
Pricing Cryptocurrency options: the case of CRIX and Bitcoin 0 0 0 15 5 9 18 78
Prognose mit nichtparametrischen Verfahren 0 0 0 29 1 3 3 154
Quantile regression in risk calibration 0 0 0 94 0 5 7 275
TENET: Tail-Event driven NETwork risk 0 0 0 73 5 16 21 411
Tail Event Driven Factor Augmented Dynamic Model 1 1 1 21 1 5 6 29
The common and speci fic components of inflation expectation across European countries 0 0 0 14 2 8 9 24
Tie the straps: Uniform bootstrap con fidence bands for bounded influence curve estimators 0 0 0 36 0 7 9 93
Time varying quantile Lasso 0 0 0 40 1 4 7 94
Uniform confidence bands for pricing kernels 0 0 0 84 0 3 5 208
Using generalized estimating equations to estimate nonlinear models with spatial data 0 0 1 10 0 5 9 48
Using generalized estimating equations to estimate nonlinear models with spatial data 0 1 1 47 1 22 25 109
Total Working Papers 2 3 7 1,221 50 235 338 3,845

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 5 6 27
HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE 0 0 0 2 0 3 3 38
Localizing Temperature Risk 0 0 0 3 0 7 10 31
Network quantile autoregression 0 0 0 19 1 9 17 113
Nonparametric estimates for conditional quantiles of time series 0 0 1 17 0 2 8 68
Novel operational matrices-based method for solving fractional-order delay differential equations via shifted Gegenbauer polynomials 0 0 0 22 0 1 3 53
Pricing Cryptocurrency Options* 0 1 2 27 1 5 16 158
Single-Index-Based CoVaR With Very High-Dimensional Covariates 0 0 2 30 1 6 11 107
TENET: Tail-Event driven NETwork risk 1 1 4 130 4 12 41 567
Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models 0 0 0 6 1 4 9 44
Uniform Confidence Bands for Pricing Kernels 0 0 1 4 0 5 9 55
Total Journal Articles 1 2 10 263 8 59 133 1,261

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Statistics updated 2026-03-04