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 2 0 0 1 12
A supreme test for periodic explosive GARCH 0 0 0 30 0 0 0 39
Combining Penalization and Adaption in High Dimension with Application in Bond Risk Premia Forecasting 0 0 0 1 1 3 3 14
Composite Quantile Regression for the Single-Index Model 0 0 3 147 0 1 5 449
Dynamic Semiparametric Factor Model with a Common Break 0 1 5 55 1 3 13 185
Dynamic Spatial Network Quantile Autoregression 0 1 2 20 0 1 6 22
Estimation of NAIRU with Inflation Expectation Data 0 0 2 48 0 1 3 99
HMM in dynamic HAC models 0 0 0 38 1 1 3 126
Improved Estimation of Dynamic Models of Conditional Means and Variances 0 0 3 37 0 0 7 35
Inference of Break-Points in High-Dimensional Time Series 0 1 1 2 0 1 3 12
Inference of breakpoints in high-dimensional time series 0 0 1 30 1 3 8 46
Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach 0 0 0 39 0 0 1 37
LASSO-Driven Inference in Time and Space 0 0 1 1 0 0 3 20
LASSO-Driven Inference in Time and Space 0 0 0 1 0 1 2 11
LASSO-driven inference in time and space 0 0 0 5 0 0 0 31
Local Quantile Regression 0 0 1 55 0 0 2 147
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 0 7 4 9 23 103
Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing 0 0 0 7 0 0 2 24
Modelling Systemic Risk Using Neural Network Quantile Regression 0 0 0 7 0 0 2 22
Network Quantile Autoregression 0 0 2 62 1 2 9 138
Non-Parametric Estimation of Spot Covariance Matrix with High-Frequency Data 0 0 0 22 1 1 5 20
Nonparametric Estimates for Conditional Quantiles of Time Series 0 0 0 49 1 2 3 129
Pricing Cryptocurrency Options 0 0 4 16 0 1 15 46
Pricing Cryptocurrency options: the case of CRIX and Bitcoin 0 0 3 9 0 0 12 31
Prognose mit nichtparametrischen Verfahren 0 0 0 27 0 0 1 147
Quantile Regression in Risk Calibration 0 0 2 92 0 1 8 260
TENET: Tail-Event driven NETwork risk 0 0 0 72 9 16 47 330
Tail Event Driven Factor Augmented Dynamic Model 0 0 1 20 0 0 3 20
The common and speci fic components of inflation expectation across European countries 0 0 1 12 0 0 1 12
Tie the straps: uniform bootstrap confidence bands for bounded influence curve estimators 0 0 0 35 0 0 0 81
Time Varying Quantile Lasso 0 0 2 39 0 0 2 83
Uniform confidence bands for pricing kernels 0 0 0 83 0 0 1 199
Using generalized estimating equations to estimate nonlinear models with spatial data 0 1 1 45 0 3 4 78
Using generalized estimating equations to estimate nonlinear models with spatial data 0 0 0 9 0 0 2 30
Total Working Papers 0 4 35 1,124 20 50 200 3,038

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 2 20
HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE 0 0 0 2 0 0 1 31
Localizing Temperature Risk 0 0 0 3 0 0 0 17
Network quantile autoregression 0 1 2 15 2 7 13 77
Nonparametric estimates for conditional quantiles of time series 0 0 1 15 0 1 2 57
Novel operational matrices-based method for solving fractional-order delay differential equations via shifted Gegenbauer polynomials 0 0 3 18 0 0 4 39
Pricing Cryptocurrency Options* 0 0 3 16 1 2 18 111
Single-Index-Based CoVaR With Very High-Dimensional Covariates 0 1 3 24 0 1 14 89
TENET: Tail-Event driven NETwork risk 1 3 21 111 3 23 92 454
Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models 0 0 1 6 0 0 1 34
Uniform Confidence Bands for Pricing Kernels 0 0 0 3 0 1 4 43
Total Journal Articles 1 5 34 216 6 35 151 972

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Statistics updated 2023-05-07