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
862016
Local quantile regression
V Spokoiny, W Wang, WK Härdle
Journal of Statistical Planning and Inference 143 (7), 1109-1129, 2013
41*2013
Nonparametric estimates for conditional quantiles of time series
J Franke, P Mwita
38*2003
Uniform confidence bands for pricing kernels
WK Härdle, Y Okhrin, W Wang
Journal of Financial Econometrics 13 (2), 376-413, 2015
312015
Quantile regression in risk calibration
SK Chao, WK Härdle, W Wang
SFB 649 Discussion Paper 2012-006, 2012
292012
Composite quantile regression for the single-index model
Y Fan, WK Härdle, W Wang, L Zhu
SFB 649 Discussion Paper 2013-010, 2013
252013
Network quantile autoregression
X Zhu, W Wang, H Wang, WK Härdle
Journal of econometrics 212 (1), 345-358, 2019
212019
Pricing Cryptocurrency options: the case of CRIX and Bitcoin
CYH Chen, WK Härdle, AJ Hou, W Wang
SSRN Electronic Journal, DOI 10, 2018
202018
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
182018
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
Hidden Markov structures for dynamic copulae
W Wang, O Okhrin, WK Härdle
15*2014
Localising temperature risk
WK Härdle, BL Cabrera, O Okhrin, W Wang
SFB 649 Discussion Paper 2011-001, 2010
15*2010
Lasso-driven inference in time and space
V Chernozhukov, WK Härdle, C Huang, W Wang
Available at SSRN 3188362, 2019
142019
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
82013
Time varying quantile lasso
L Zbonakova, WK Härdle, W Wang
SFB 649 Discussion Paper 2016-047, 2016
72016
Localizing temperature risk
WK Härdle, B López Cabrera, O Okhrin, W Wang
Journal of the American Statistical Association 111 (516), 1491-1508, 2016
72016
Estimation of NAIRU with Inflation Expectation Data
W Cui, WK Härdle, W Wang
SFB 649 Discussion Paper 2015-010, 2014
72014
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
52013
Pricing cryptocurrency options: The case of bitcoin and CRIX
AJ Hou, W Wang, CYH Chen, WK Härdle
Available at SSRN 3159130, 2019
42019
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Articles 1–20