Weining Wang
Title
Cited by
Cited by
Year
Tenet: Tail-event driven network risk
WK Härdle, W Wang, L Yu
Journal of Econometrics 192 (2), 499-513, 2016
1182016
Single-index-based CoVaR with very high-dimensional covariates
Y Fan, WK Härdle, W Wang, L Zhu
Journal of Business & Economic Statistics 36 (2), 212-226, 2018
45*2018
Local quantile regression
V Spokoiny, W Wang, WK Härdle
Journal of Statistical Planning and Inference 143 (7), 1109-1129, 2013
42*2013
Pricing cryptocurrency options
AJ Hou, W Wang, CYH Chen, WK Härdle
Journal of Financial Econometrics 18 (2), 250-279, 2020
39*2020
Nonparametric estimates for conditional quantiles of time series
J Franke, P Mwita
36*2003
Network quantile autoregression
X Zhu, W Wang, H Wang, WK Härdle
Journal of econometrics 212 (1), 345-358, 2019
352019
Uniform confidence bands for pricing kernels
WK Härdle, Y Okhrin, W Wang
Journal of Financial Econometrics 13 (2), 376-413, 2015
332015
Quantile regression in risk calibration
SK Chao, WK Härdle, W Wang
SFB 649 Discussion Paper 2012-006, 2012
322012
LASSO-driven inference in time and space
V Chernozhukov, WK Härdle, C Huang, W Wang
Available at SSRN 3188362, 2019
232019
Localizing Temperature Risk
BLÃ Cabrera, O Okhrin, W Wang
Journal of the American Statistical Association, 2016
19*2016
Hidden Markov structures for dynamic copulae
W Wang, O Okhrin, WK Härdle
17*2014
Testing for increasing weather risk
W Wang, I Bobojonov, WK Härdle, M Odening
Stochastic environmental research and risk assessment 27 (7), 1565-1574, 2013
172013
Estimation of NAIRU with In ation Expectation Data
W Cui, WK Härdle, W Wang
Department of Economics, City, Univeristy of London, 2016
11*2016
Local quantile regression (with rejoinder). J. of Statistical Planing and Inference, 143 (7): 1109–1129
V Spokoiny, W Wang, W Härdle
arXiv preprint ArXiv:1208.5384, 2013
92013
Inference of breakpoints in high-dimensional time series
L Chen, W Wang, WB Wu
Journal of the American Statistical Association, 1-33, 2021
72021
Time varying quantile lasso
L Zbonakova, WK Härdle, W Wang
SFB 649 Discussion Paper 2016-047, 2016
72016
Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models
WK Härdle, Y Ritov, W Wang
Journal of Multivariate Analysis 134, 129-145, 2015
62015
Basics of Modern Mathematical Statistics
WK Härdle, V Spokoiny, V Panov, W Wang
Springer, 2013
62013
Dynamic semiparametric factor model with structural breaks
L Chen, W Wang, WB Wu
Journal of Business & Economic Statistics, 1-15, 2020
42020
Time varying quantile Lasso
WK Härdle, W Wang, L Zboňáková
Applied Quantitative Finance, 331-353, 2017
32017
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Articles 1–20