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 10 31
A supreme test for periodic explosive GARCH 0 0 0 30 0 2 9 50
Beta-Sorted Portfolios 0 0 0 3 0 1 15 29
Combining Penalization and Adaption in High Dimension with Application in Bond Risk Premia Forecasting 0 0 0 1 0 0 6 24
Composite quantile regression for the single-index model 0 0 0 149 0 2 13 468
Dynamic Spatial Network Quantile Autoregression 0 0 0 28 1 1 15 56
Dynamic semiparametric factor model with a common break 0 0 0 60 0 0 14 219
Estimation of NAIRU with inflation expectation data 0 0 0 49 1 1 11 113
HMM in dynamic HAC models 0 0 0 38 0 0 18 146
Improved Estimation of Dynamic Models of Conditional Means and Variances 0 0 0 37 0 2 16 54
Increasing weather risk: Fact of fiction? 0 0 0 10 0 1 13 70
Inference of Break-Points in High-Dimensional Time Series 0 0 0 2 0 0 9 21
Inference of breakpoints in high-dimensional time series 0 0 1 31 0 1 15 69
Inflation co-movement across countries in multi-maturity term structure: An arbitrage-free approach 0 0 0 39 0 0 10 51
LASSO-Driven Inference in Time and Space 0 0 0 1 0 1 8 31
LASSO-Driven Inference in Time and Space 0 0 0 4 0 1 10 30
LASSO-driven inference in time and space 0 0 0 5 0 1 6 40
Local quantile regression 0 0 0 55 0 0 14 169
Localising temperature risk 0 0 1 34 0 0 11 119
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 0 7 0 0 10 129
Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing 0 0 0 7 0 0 16 46
Modelling Systemic Risk Using Neural Network Quantile Regression 0 0 0 10 0 0 13 50
Network quantile autoregression 0 0 0 63 0 7 14 162
Non-Parametric Estimation of Spot Covariance Matrix with High-Frequency Data 0 0 1 23 0 0 14 38
Nonparametric estimates for conditional quantiles of time series 0 0 0 51 0 1 13 149
Pricing Cryptocurrency Options 0 0 0 19 0 1 13 72
Pricing Cryptocurrency options: the case of CRIX and Bitcoin 1 2 2 17 3 4 20 87
Prognose mit nichtparametrischen Verfahren 0 0 0 29 0 1 7 158
Quantile regression in risk calibration 0 0 0 94 0 0 15 283
TENET: Tail-Event driven NETwork risk 0 1 1 74 0 15 46 439
Tail Event Driven Factor Augmented Dynamic Model 0 0 1 21 0 1 8 32
The common and speci fic components of inflation expectation across European countries 0 0 0 14 1 1 13 28
Tie the straps: Uniform bootstrap con fidence bands for bounded influence curve estimators 0 0 0 36 0 1 12 97
Time varying quantile Lasso 0 0 0 40 0 0 9 97
Uniform confidence bands for pricing kernels 0 0 0 84 0 0 5 210
Using generalized estimating equations to estimate nonlinear models with spatial data 0 0 1 47 0 1 32 116
Using generalized estimating equations to estimate nonlinear models with spatial data 0 0 1 10 0 0 13 54
Total Working Papers 1 3 9 1,225 6 47 496 4,037

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 7 29
HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE 0 0 0 2 0 0 4 39
Localizing Temperature Risk 0 0 0 3 0 1 13 36
Network quantile autoregression 0 0 0 19 1 3 15 119
Nonparametric estimates for conditional quantiles of time series 0 0 0 17 0 1 7 70
Novel operational matrices-based method for solving fractional-order delay differential equations via shifted Gegenbauer polynomials 0 0 0 22 0 1 5 56
Pricing Cryptocurrency Options* 0 0 1 27 0 0 14 165
Single-Index-Based CoVaR With Very High-Dimensional Covariates 0 0 2 31 1 2 12 111
TENET: Tail-Event driven NETwork risk 0 0 5 134 1 5 43 593
Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models 0 0 0 6 0 1 8 46
Uniform Confidence Bands for Pricing Kernels 0 0 1 5 0 1 11 60
Total Journal Articles 0 0 9 269 3 15 139 1,324

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Statistics updated 2026-10-11