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 1 3 42
A supreme test for periodic explosive GARCH 0 0 0 3 0 1 4 22
Beta-Sorted Portfolios 0 0 0 3 1 4 5 18
Combining Penalization and Adaption in High Dimension with Application in Bond Risk Premia Forecasting 0 0 0 1 1 1 3 19
Composite quantile regression for the single-index model 0 0 0 149 1 3 6 458
Dynamic Spatial Network Quantile Autoregression 0 0 1 28 1 2 6 43
Dynamic semiparametric factor model with a common break 0 0 0 60 2 5 9 210
Estimation of NAIRU with inflation expectation data 0 0 0 49 0 0 1 102
HMM in dynamic HAC models 0 0 0 38 1 8 9 136
Improved Estimation of Dynamic Models of Conditional Means and Variances 0 0 0 37 1 4 5 42
Increasing weather risk: Fact of fiction? 0 0 0 10 2 3 3 60
Inference of Break-Points in High-Dimensional Time Series 0 0 0 2 0 2 2 14
Inference of breakpoints in high-dimensional time series 0 0 0 30 0 6 7 60
Inflation co-movement across countries in multi-maturity term structure: An arbitrage-free approach 0 0 0 39 1 2 3 43
LASSO-Driven Inference in Time and Space 0 0 0 1 1 3 3 26
LASSO-Driven Inference in Time and Space 0 0 0 4 0 1 2 21
LASSO-driven inference in time and space 0 0 0 5 1 1 1 35
Local quantile regression 0 0 0 55 0 5 8 160
Localising temperature risk 0 0 0 33 1 2 3 110
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 0 7 2 4 6 123
Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing 0 0 0 7 1 7 9 37
Modelling Systemic Risk Using Neural Network Quantile Regression 0 0 0 10 1 2 6 39
Network quantile autoregression 0 0 0 63 1 3 3 151
Non-Parametric Estimation of Spot Covariance Matrix with High-Frequency Data 0 1 1 23 0 2 3 26
Nonparametric estimates for conditional quantiles of time series 0 0 0 51 1 1 3 137
Pricing Cryptocurrency Options 0 0 1 19 2 3 5 62
Pricing Cryptocurrency options: the case of CRIX and Bitcoin 0 0 1 15 2 4 13 71
Prognose mit nichtparametrischen Verfahren 0 0 0 29 1 1 2 152
Quantile regression in risk calibration 0 0 0 94 1 3 3 271
TENET: Tail-Event driven NETwork risk 0 0 0 73 6 8 15 401
Tail Event Driven Factor Augmented Dynamic Model 0 0 0 20 0 0 2 24
The common and speci fic components of inflation expectation across European countries 0 0 0 14 2 3 4 18
Tie the straps: Uniform bootstrap con fidence bands for bounded influence curve estimators 0 0 0 36 1 2 4 87
Time varying quantile Lasso 0 0 0 40 1 3 6 91
Uniform confidence bands for pricing kernels 0 0 0 84 2 2 4 207
Using generalized estimating equations to estimate nonlinear models with spatial data 0 0 0 46 5 8 9 92
Using generalized estimating equations to estimate nonlinear models with spatial data 0 1 1 10 2 4 8 45
Total Working Papers 0 2 5 1,218 45 114 188 3,655

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 2 2 4 24
HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE 0 0 0 2 2 2 5 37
Localizing Temperature Risk 0 0 0 3 5 6 9 29
Network quantile autoregression 0 0 1 19 4 4 13 108
Nonparametric estimates for conditional quantiles of time series 0 0 1 17 0 3 8 66
Novel operational matrices-based method for solving fractional-order delay differential equations via shifted Gegenbauer polynomials 0 0 0 22 0 1 4 52
Pricing Cryptocurrency Options* 1 1 2 27 3 5 17 156
Single-Index-Based CoVaR With Very High-Dimensional Covariates 0 1 3 30 1 3 7 102
TENET: Tail-Event driven NETwork risk 0 0 4 129 5 10 37 560
Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models 0 0 0 6 0 2 6 40
Uniform Confidence Bands for Pricing Kernels 0 0 1 4 0 1 4 50
Total Journal Articles 1 2 12 262 22 39 114 1,224

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Statistics updated 2026-01-09