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 7 48
A supreme test for periodic explosive GARCH 0 0 0 3 0 5 12 31
Beta-Sorted Portfolios 0 0 0 3 0 2 15 28
Combining Penalization and Adaption in High Dimension with Application in Bond Risk Premia Forecasting 0 0 0 1 0 2 6 24
Composite quantile regression for the single-index model 0 0 0 149 1 4 11 466
Dynamic Spatial Network Quantile Autoregression 0 0 0 28 2 6 14 55
Dynamic semiparametric factor model with a common break 0 0 0 60 0 0 16 219
Estimation of NAIRU with inflation expectation data 0 0 0 49 0 1 10 112
HMM in dynamic HAC models 0 0 0 38 0 1 18 146
Improved Estimation of Dynamic Models of Conditional Means and Variances 0 0 0 37 1 3 15 52
Increasing weather risk: Fact of fiction? 0 0 0 10 0 1 12 69
Inference of Break-Points in High-Dimensional Time Series 0 0 0 2 0 1 9 21
Inference of breakpoints in high-dimensional time series 0 0 1 31 0 4 14 68
Inflation co-movement across countries in multi-maturity term structure: An arbitrage-free approach 0 0 0 39 0 2 10 51
LASSO-Driven Inference in Time and Space 0 0 0 1 0 2 7 30
LASSO-Driven Inference in Time and Space 0 0 0 4 0 4 9 29
LASSO-driven inference in time and space 0 0 0 5 0 4 5 39
Local quantile regression 0 0 0 55 0 2 15 169
Localising temperature risk 0 0 1 34 1 3 11 119
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 0 7 0 4 10 129
Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing 0 0 0 7 0 2 17 46
Modelling Systemic Risk Using Neural Network Quantile Regression 0 0 0 10 0 1 14 50
Network quantile autoregression 0 0 0 63 0 2 7 155
Non-Parametric Estimation of Spot Covariance Matrix with High-Frequency Data 0 0 1 23 0 4 14 38
Nonparametric estimates for conditional quantiles of time series 0 0 0 51 0 4 13 148
Pricing Cryptocurrency Options 0 0 1 19 1 2 13 71
Pricing Cryptocurrency options: the case of CRIX and Bitcoin 0 0 0 15 0 5 20 83
Prognose mit nichtparametrischen Verfahren 0 0 0 29 0 2 6 157
Quantile regression in risk calibration 0 0 0 94 0 5 15 283
TENET: Tail-Event driven NETwork risk 0 0 0 73 1 9 33 424
Tail Event Driven Factor Augmented Dynamic Model 0 0 1 21 0 2 8 31
The common and speci fic components of inflation expectation across European countries 0 0 0 14 0 3 12 27
Tie the straps: Uniform bootstrap con fidence bands for bounded influence curve estimators 0 0 0 36 0 3 12 96
Time varying quantile Lasso 0 0 0 40 0 2 10 97
Uniform confidence bands for pricing kernels 0 0 0 84 0 1 7 210
Using generalized estimating equations to estimate nonlinear models with spatial data 0 0 1 10 0 4 14 54
Using generalized estimating equations to estimate nonlinear models with spatial data 0 0 1 47 0 5 31 115
Total Working Papers 0 0 7 1,222 7 108 472 3,990

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 2 8 29
HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE 0 0 0 2 0 1 4 39
Localizing Temperature Risk 0 0 0 3 0 2 13 35
Network quantile autoregression 0 0 0 19 0 2 18 116
Nonparametric estimates for conditional quantiles of time series 0 0 0 17 0 1 8 69
Novel operational matrices-based method for solving fractional-order delay differential equations via shifted Gegenbauer polynomials 0 0 0 22 0 2 5 55
Pricing Cryptocurrency Options* 0 0 1 27 0 6 19 165
Single-Index-Based CoVaR With Very High-Dimensional Covariates 0 0 3 31 0 1 11 109
TENET: Tail-Event driven NETwork risk 1 4 6 134 4 16 49 588
Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models 0 0 0 6 0 1 10 45
Uniform Confidence Bands for Pricing Kernels 0 1 2 5 0 4 11 59
Total Journal Articles 1 5 12 269 4 38 156 1,309

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Statistics updated 2026-07-10