Weining Wang
Names
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Weining |
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Wang |
Identifer
Contact
Affiliations
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University of York
/ Department of Economics and Related Studies (weight: 92%)
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Institute for Fiscal Studies (IFS) (weight: 8%)
Research profile
author of:
- Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing (RePEc:aah:create:2017-34)
by Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou & Weining Wang - Using generalized estimating equations to estimate nonlinear models with spatial data (RePEc:arx:papers:1810.05855)
by Cuicui Lu & Weining Wang & Jeffrey M. Wooldridge - A supreme test for periodic explosive GARCH (RePEc:arx:papers:1812.03475)
by Stefan Richter & Weining Wang & Wei Biao Wu - Pricing Cryptocurrency Options (RePEc:arx:papers:2009.11007)
by Ai Jun Hou & Weining Wang & Cathy Y. H. Chen & Wolfgang Karl Hardle - Hidden Markov Structures For Dynamic Copulae (RePEc:cup:etheor:v:31:y:2015:i:05:p:981-1015_00)
by Härdle, Wolfgang Karl & Okhrin, Ostap & Wang, Weining - Novel operational matrices-based method for solving fractional-order delay differential equations via shifted Gegenbauer polynomials (RePEc:eee:apmaco:v:372:y:2020:i:c:s0096300319309774)
by Usman, M. & Hamid, M. & Zubair, T. & Haq, R.U. & Wang, W. & Liu, M.B. - TENET: Tail-Event driven NETwork risk (RePEc:eee:econom:v:192:y:2016:i:2:p:499-513)
by Härdle, Wolfgang Karl & Wang, Weining & Yu, Lining - Network quantile autoregression (RePEc:eee:econom:v:212:y:2019:i:1:p:345-358)
by Zhu, Xuening & Wang, Weining & Wang, Hansheng & Härdle, Wolfgang Karl - Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models (RePEc:eee:jmvana:v:134:y:2015:i:c:p:129-145)
by Härdle, Wolfgang Karl & Ritov, Ya’acov & Wang, Weining - Beta-Sorted Portfolios (RePEc:fip:fednsr:96510)
by Matias D. Cattaneo & Richard K. Crump & Weining Wang - Uniform confidence bands for pricing kernels (RePEc:hum:wpaper:sfb649dp2010-003)
by Wolfgang Karl Härdle & Yarema Okhrin & Weining Wang - Prognose mit nichtparametrischen Verfahren (RePEc:hum:wpaper:sfb649dp2010-041)
by Wolfgang Karl Härdle & Rainer Schulz & Weining Wang - Local Quantile Regression (RePEc:hum:wpaper:sfb649dp2011-005)
by Wolfgang Karl Härdle & Vladimir Spokoiny & Weining Wang - HMM in dynamic HAC models (RePEc:hum:wpaper:sfb649dp2012-001)
by Wolfgang Karl Härdle & Ostap Okhrin & Weining Wang - Quantile Regression in Risk Calibration (RePEc:hum:wpaper:sfb649dp2012-006)
by Shih-Kang Chao & Wolfgang Karl Härdle & Weining Wang - Composite Quantile Regression for the Single-Index Model (RePEc:hum:wpaper:sfb649dp2013-010)
by Yan Fan & Wolfgang Karl Härdle & Weining Wang & Lixing Zhu - Tie the straps: uniform bootstrap confidence bands for bounded influence curve estimators (RePEc:hum:wpaper:sfb649dp2013-047)
by Wolfgang Karl Härdle & Ya'acov Ritov & Weining Wang - Nonparametric Estimates for Conditional Quantiles of Time Series (RePEc:hum:wpaper:sfb649dp2014-012)
by Jürgen Franke & Peter Mwita & Weining Wang - TENET: Tail-Event driven NETwork risk (RePEc:hum:wpaper:sfb649dp2014-066)
by Wolfgang Karl Härdle & Natalia Sirotko-Sibirskaya & Weining Wang - Estimation of NAIRU with Inflation Expectation Data (RePEc:hum:wpaper:sfb649dp2015-010)
by Wei Cui & Wolfgang K. Härdle & Weining Wang - Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach (RePEc:hum:wpaper:sfb649dp2015-049)
by Shi Chen & Wolfgang Karl Härdle & Weining Wang - Time Varying Quantile Lasso (RePEc:hum:wpaper:sfb649dp2016-047)
by Lenka Zbonakova & Wolfgang Karl Härdle & Weining Wang - Network Quantile Autoregression (RePEc:hum:wpaper:sfb649dp2016-050)
by Xuening Zhu & Wolfgang K. Härdle & Weining Wang & Hangsheng Wang - Dynamic Semiparametric Factor Model with a Common Break (RePEc:hum:wpaper:sfb649dp2017-026)
by Likai Chen & Weining Wang & Wei Biao Wu - LASSO-Driven Inference in Time and Space (RePEc:ifs:cemmap:20/19)
by Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang - LASSO-driven inference in time and space (RePEc:ifs:cemmap:36/18)
by Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang - Uniform Confidence Bands for Pricing Kernels (RePEc:oup:jfinec:v:13:y:2015:i:2:p:376-413.)
by Wolfgang Karl Härdle & Yarema Okhrin & Weining Wang - Pricing Cryptocurrency Options (RePEc:oup:jfinec:v:18:y:2020:i:2:p:250-279.)
by Ai Jun Hou & Weining Wang & Cathy Y H Chen & Wolfgang Karl Härdle - Nonparametric estimates for conditional quantiles of time series (RePEc:spr:alstar:v:99:y:2015:i:1:p:107-130)
by Jürgen Franke & Peter Mwita & Weining Wang - Localizing Temperature Risk (RePEc:taf:jnlasa:v:111:y:2016:i:516:p:1491-1508)
by Wolfgang Karl Härdle & Brenda López Cabrera & Ostap Okhrin & Weining Wang - Comment (RePEc:taf:jnlbes:v:32:y:2014:i:2:p:173-174)
by Wolfgang Karl Härdle & Weining Wang - Single-Index-Based CoVaR With Very High-Dimensional Covariates (RePEc:taf:jnlbes:v:36:y:2018:i:2:p:212-226)
by Yan Fan & Wolfgang Karl Härdle & Weining Wang & Lixing Zhu - Pricing Cryptocurrency options: the case of CRIX and Bitcoin (RePEc:zbw:irtgdp:2018004)
by Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Hou, Ai Jun & Wang, Weining - LASSO-Driven Inference in Time and Space (RePEc:zbw:irtgdp:2018021)
by Chernozhukov, Victor & Härdle, Wolfgang Karl & Huang, Chen & Wang, Weining - Inference of Break-Points in High-Dimensional Time Series (RePEc:zbw:irtgdp:2019013)
by Chen, Likai & Wang, Weining & Wu, Wei Biao - Modelling Systemic Risk Using Neural Network Quantile Regression (RePEc:zbw:irtgdp:2019019)
by Keilbar, Georg & Wang, Weining - Combining Penalization and Adaption in High Dimension with Application in Bond Risk Premia Forecasting (RePEc:zbw:irtgdp:2019030)
by Li, Xinjue & Zboňáková, Lenka & Wang, Weining & Härdle, Wolfgang Karl - Using generalized estimating equations to estimate nonlinear models with spatial data (RePEc:zbw:irtgdp:2020017)
by Lu, Cuicui & Wang, Weining & Wooldridge, Jeffrey M. - A supreme test for periodic explosive GARCH (RePEc:zbw:irtgdp:2020018)
by Richter, Stefan & Wang, Weining & Wu, Wei Biao - Inference of breakpoints in high-dimensional time series (RePEc:zbw:irtgdp:2020019)
by Chen, Likai & Wang, Weining & Wu, Wei Biao - Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing (RePEc:zbw:irtgdp:2020020)
by Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun & Wang, Weining - Improved Estimation of Dynamic Models of Conditional Means and Variances (RePEc:zbw:irtgdp:2020021)
by Wang, Weining & Wooldridge, Jeffrey M. & Xu, Mengshan - Tail Event Driven Factor Augmented Dynamic Model (RePEc:zbw:irtgdp:2020022)
by Wang, Weining & Yu, Lining & Wang, Bingling - The common and speci fic components of inflation expectation across European countries (RePEc:zbw:irtgdp:2020023)
by Chen, Shi & Härdle, Wolfgang Karl & Wang, Weining - Dynamic Spatial Network Quantile Autoregression (RePEc:zbw:irtgdp:2020024)
by Xu, Xiu & Wang, Weining & Shin, Yongcheol - Non-Parametric Estimation of Spot Covariance Matrix with High-Frequency Data (RePEc:zbw:irtgdp:2020025)
by Mustafayeva, Konul & Wang, Weining - Uniform confidence bands for pricing kernels (RePEc:zbw:sfb649:sfb649dp2010-003)
by Härdle, Wolfgang Karl & Okhrin, Yarema & Wang, Weining - Prognose mit nichtparametrischen Verfahren (RePEc:zbw:sfb649:sfb649dp2010-041)
by Härdle, Wolfgang Karl & Schulz, Rainer & Wang, Weining - Localising temperature risk (RePEc:zbw:sfb649:sfb649dp2011-001)
by Härdle, Wolfgang Karl & López Cabrera, Brenda & Okhrin, Ostap & Wang, Weining - Local quantile regression (RePEc:zbw:sfb649:sfb649dp2011-005)
by Härdle, Wolfgang Karl & Spokoiny, Vladimir & Wang, Weining - Increasing weather risk: Fact of fiction? (RePEc:zbw:sfb649:sfb649dp2011-077)
by Wang, Weining & Bobojonov, Ihtiyor & Härdle, Wolfgang Karl & Odening, Martin - HMM in dynamic HAC models (RePEc:zbw:sfb649:sfb649dp2012-001)
by Härdle, Wolfgang Karl & Okhrin, Ostap & Wang, Weining - Quantile regression in risk calibration (RePEc:zbw:sfb649:sfb649dp2012-006)
by Chao, Shih-Kang & Härdle, Wolfgang Karl & Wang, Weining - Composite quantile regression for the single-index model (RePEc:zbw:sfb649:sfb649dp2013-010)
by Fan, Yan & Härdle, Wolfgang Karl & Wang, Weining & Zhu, Lixing - Tie the straps: Uniform bootstrap con fidence bands for bounded influence curve estimators (RePEc:zbw:sfb649:sfb649dp2013-047)
by Härdle, Wolfgang Karl & Ritov, Ya'acov & Wang, Weining - Nonparametric estimates for conditional quantiles of time series (RePEc:zbw:sfb649:sfb649dp2014-012)
by Franke, Jürgen & Mwita, Peter & Wang, Weining - TENET: Tail-Event driven NETwork risk (RePEc:zbw:sfb649:sfb649dp2014-066)
by Härdle, Wolfgang Karl & Sirotko-Sibirskaya, Natalia & Wang, Weining - Estimation of NAIRU with inflation expectation data (RePEc:zbw:sfb649:sfb649dp2015-010)
by Cui, Wei & Härdle, Wolfgang Karl & Wang, Weining - Inflation co-movement across countries in multi-maturity term structure: An arbitrage-free approach (RePEc:zbw:sfb649:sfb649dp2015-049)
by Chen, Shi & Härdle, Wolfgang Karl & Wang, Weining - Time varying quantile Lasso (RePEc:zbw:sfb649:sfb649dp2016-047)
by Zbonakova, Lenka & Härdle, Wolfgang Karl & Wang, Weining - Network quantile autoregression (RePEc:zbw:sfb649:sfb649dp2016-050)
by Zhu, Xuening & Wang, Weining & Wang, Hangsheng & Härdle, Wolfgang Karl - Dynamic semiparametric factor model with a common break (RePEc:zbw:sfb649:sfb649dp2017-026)
by Chen, Likai & Wang, Weining & Wu, Wei Biao