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 1 3 42
A supreme test for periodic explosive GARCH 0 0 0 3 1 1 4 22
Beta-Sorted Portfolios 0 0 0 3 2 4 4 17
Combining Penalization and Adaption in High Dimension with Application in Bond Risk Premia Forecasting 0 0 0 1 0 0 2 18
Composite quantile regression for the single-index model 0 0 0 149 1 2 5 457
Dynamic Spatial Network Quantile Autoregression 0 0 1 28 0 1 5 42
Dynamic semiparametric factor model with a common break 0 0 0 60 2 3 7 208
Estimation of NAIRU with inflation expectation data 0 0 0 49 0 0 1 102
HMM in dynamic HAC models 0 0 0 38 6 7 8 135
Improved Estimation of Dynamic Models of Conditional Means and Variances 0 0 0 37 2 4 4 41
Increasing weather risk: Fact of fiction? 0 0 0 10 1 1 1 58
Inference of Break-Points in High-Dimensional Time Series 0 0 0 2 1 2 2 14
Inference of breakpoints in high-dimensional time series 0 0 0 30 2 6 7 60
Inflation co-movement across countries in multi-maturity term structure: An arbitrage-free approach 0 0 0 39 1 1 3 42
LASSO-Driven Inference in Time and Space 0 0 0 4 1 1 2 21
LASSO-Driven Inference in Time and Space 0 0 0 1 2 2 2 25
LASSO-driven inference in time and space 0 0 0 5 0 0 1 34
Local quantile regression 0 0 0 55 1 5 9 160
Localising temperature risk 0 0 0 33 1 1 2 109
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 0 7 0 2 4 121
Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing 0 0 0 7 2 7 8 36
Modelling Systemic Risk Using Neural Network Quantile Regression 0 0 0 10 1 1 5 38
Network quantile autoregression 0 0 0 63 2 2 2 150
Non-Parametric Estimation of Spot Covariance Matrix with High-Frequency Data 1 1 1 23 2 2 3 26
Nonparametric estimates for conditional quantiles of time series 0 0 0 51 0 0 2 136
Pricing Cryptocurrency Options 0 0 1 19 1 1 3 60
Pricing Cryptocurrency options: the case of CRIX and Bitcoin 0 0 2 15 1 4 13 69
Prognose mit nichtparametrischen Verfahren 0 0 0 29 0 0 2 151
Quantile regression in risk calibration 0 0 0 94 1 2 3 270
TENET: Tail-Event driven NETwork risk 0 0 0 73 0 2 11 395
Tail Event Driven Factor Augmented Dynamic Model 0 0 0 20 0 1 2 24
The common and speci fic components of inflation expectation across European countries 0 0 0 14 0 1 2 16
Tie the straps: Uniform bootstrap con fidence bands for bounded influence curve estimators 0 0 0 36 0 1 3 86
Time varying quantile Lasso 0 0 0 40 0 3 5 90
Uniform confidence bands for pricing kernels 0 0 0 84 0 0 3 205
Using generalized estimating equations to estimate nonlinear models with spatial data 1 1 1 10 1 2 6 43
Using generalized estimating equations to estimate nonlinear models with spatial data 0 0 0 46 3 3 4 87
Total Working Papers 2 2 6 1,218 39 76 153 3,610

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 22
HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE 0 0 0 2 0 0 3 35
Localizing Temperature Risk 0 0 0 3 1 1 4 24
Network quantile autoregression 0 0 1 19 0 1 11 104
Nonparametric estimates for conditional quantiles of time series 0 0 1 17 2 5 8 66
Novel operational matrices-based method for solving fractional-order delay differential equations via shifted Gegenbauer polynomials 0 0 0 22 1 1 4 52
Pricing Cryptocurrency Options* 0 0 2 26 1 3 16 153
Single-Index-Based CoVaR With Very High-Dimensional Covariates 1 1 3 30 1 2 6 101
TENET: Tail-Event driven NETwork risk 0 1 4 129 2 7 35 555
Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models 0 0 0 6 1 3 6 40
Uniform Confidence Bands for Pricing Kernels 0 1 1 4 0 2 4 50
Total Journal Articles 1 3 12 261 9 25 99 1,202

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Statistics updated 2025-12-06