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 1 5 6 47
A supreme test for periodic explosive GARCH 0 0 0 3 1 4 7 26
Beta-Sorted Portfolios 0 0 0 3 1 8 13 26
Combining Penalization and Adaption in High Dimension with Application in Bond Risk Premia Forecasting 0 0 0 1 1 3 4 22
Composite quantile regression for the single-index model 0 0 0 149 0 4 7 462
Dynamic Spatial Network Quantile Autoregression 0 0 1 28 2 6 10 49
Dynamic semiparametric factor model with a common break 0 0 0 60 1 9 16 219
Estimation of NAIRU with inflation expectation data 0 0 0 49 2 9 9 111
HMM in dynamic HAC models 0 0 0 38 1 9 17 145
Improved Estimation of Dynamic Models of Conditional Means and Variances 0 0 0 37 0 7 12 49
Increasing weather risk: Fact of fiction? 0 0 0 10 0 8 11 68
Inference of Break-Points in High-Dimensional Time Series 0 0 0 2 0 6 8 20
Inference of breakpoints in high-dimensional time series 1 1 1 31 1 4 10 64
Inflation co-movement across countries in multi-maturity term structure: An arbitrage-free approach 0 0 0 39 0 6 8 49
LASSO-Driven Inference in Time and Space 0 0 0 4 0 4 5 25
LASSO-Driven Inference in Time and Space 0 0 0 1 0 2 5 28
LASSO-driven inference in time and space 0 0 0 5 0 0 1 35
Local quantile regression 0 0 0 55 2 7 13 167
Localising temperature risk 0 1 1 34 0 6 8 116
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 0 7 0 2 6 125
Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing 0 0 0 7 1 7 15 44
Modelling Systemic Risk Using Neural Network Quantile Regression 0 0 0 10 3 10 14 49
Network quantile autoregression 0 0 0 63 0 2 5 153
Non-Parametric Estimation of Spot Covariance Matrix with High-Frequency Data 0 0 1 23 3 8 10 34
Nonparametric estimates for conditional quantiles of time series 0 0 0 51 2 7 9 144
Pricing Cryptocurrency Options 0 0 1 19 2 7 11 69
Pricing Cryptocurrency options: the case of CRIX and Bitcoin 0 0 0 15 0 7 17 78
Prognose mit nichtparametrischen Verfahren 0 0 0 29 1 3 4 155
Quantile regression in risk calibration 0 0 0 94 3 7 10 278
TENET: Tail-Event driven NETwork risk 0 0 0 73 4 14 25 415
Tail Event Driven Factor Augmented Dynamic Model 0 1 1 21 0 5 6 29
The common and speci fic components of inflation expectation across European countries 0 0 0 14 0 6 9 24
Tie the straps: Uniform bootstrap con fidence bands for bounded influence curve estimators 0 0 0 36 0 6 9 93
Time varying quantile Lasso 0 0 0 40 1 4 8 95
Uniform confidence bands for pricing kernels 0 0 0 84 1 2 6 209
Using generalized estimating equations to estimate nonlinear models with spatial data 0 1 1 47 1 18 26 110
Using generalized estimating equations to estimate nonlinear models with spatial data 0 0 1 10 2 5 11 50
Total Working Papers 1 4 8 1,222 37 227 371 3,882

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 3 6 27
HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE 0 0 0 2 0 1 3 38
Localizing Temperature Risk 0 0 0 3 2 4 12 33
Network quantile autoregression 0 0 0 19 1 6 18 114
Nonparametric estimates for conditional quantiles of time series 0 0 0 17 0 2 7 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 0 2 27 1 3 15 159
Single-Index-Based CoVaR With Very High-Dimensional Covariates 1 1 3 31 1 6 12 108
TENET: Tail-Event driven NETwork risk 0 1 4 130 5 12 42 572
Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models 0 0 0 6 0 4 9 44
Uniform Confidence Bands for Pricing Kernels 0 0 1 4 0 5 8 55
Total Journal Articles 1 2 10 264 10 47 135 1,271

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Statistics updated 2026-04-09