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 2 2 9 50
Beta-Sorted Portfolios 0 0 0 3 1 1 16 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 2 3 13 468
Dynamic Spatial Network Quantile Autoregression 0 0 0 28 0 2 14 55
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 0 0 10 112
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 2 3 17 54
Increasing weather risk: Fact of fiction? 0 0 0 10 1 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 1 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 4 1 1 10 30
LASSO-Driven Inference in Time and Space 0 0 0 1 1 1 8 31
LASSO-driven inference in time and space 0 0 0 5 1 1 6 40
Local quantile regression 0 0 0 55 0 0 14 169
Localising temperature risk 0 0 1 34 0 1 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 17 46
Modelling Systemic Risk Using Neural Network Quantile Regression 0 0 0 10 0 0 13 50
Network quantile autoregression 0 0 0 63 7 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 1 1 13 149
Pricing Cryptocurrency Options 0 0 0 19 1 2 13 72
Pricing Cryptocurrency options: the case of CRIX and Bitcoin 0 1 1 16 0 1 19 84
Prognose mit nichtparametrischen Verfahren 0 0 0 29 1 1 7 158
Quantile regression in risk calibration 0 0 0 94 0 0 15 283
TENET: Tail-Event driven NETwork risk 1 1 1 74 14 16 46 439
Tail Event Driven Factor Augmented Dynamic Model 0 0 1 21 0 1 9 32
The common and speci fic components of inflation expectation across European countries 0 0 0 14 0 0 12 27
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 10 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 10 0 0 13 54
Using generalized estimating equations to estimate nonlinear models with spatial data 0 0 1 47 1 1 32 116
Total Working Papers 1 2 8 1,224 37 48 497 4,031

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 1 1 13 36
Network quantile autoregression 0 0 0 19 2 2 15 118
Nonparametric estimates for conditional quantiles of time series 0 0 0 17 1 1 9 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 15 165
Single-Index-Based CoVaR With Very High-Dimensional Covariates 0 0 2 31 1 1 11 110
TENET: Tail-Event driven NETwork risk 0 1 6 134 2 8 44 592
Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models 0 0 0 6 0 1 9 46
Uniform Confidence Bands for Pricing Kernels 0 0 2 5 0 1 12 60
Total Journal Articles 0 1 11 269 7 16 144 1,321

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Statistics updated 2026-09-10