Browsing All of EconStor by Author Wang, Weining

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Year of PublicationTitleAuthor(s)
2010 Local quantile regressionHärdle, Wolfgang Karl; Spokoiny, Vladimir; Wang, Weining
2010 Localising temperature riskHärdle, Wolfgang Karl; López Cabrera, Brenda; Okhrin, Ostap; Wang, Weining
2010 Prognose mit nichtparametrischen VerfahrenHärdle, Wolfgang Karl; Schulz, Rainer; Wang, Weining
2010 Uniform confidence bands for pricing kernelsHärdle, Wolfgang Karl; Okhrin, Yarema; Wang, Weining
2011 Increasing weather risk: Fact of fiction?Wang, Weining; Bobojonov, Ihtiyor; Härdle, Wolfgang Karl; Odening, Martin
2012 HMM in dynamic HAC modelsHärdle, Wolfgang Karl; Okhrin, Ostap; Wang, Weining
2012 Quantile regression in risk calibrationChao, Shih-Kang; Härdle, Wolfgang Karl; Wang, Weining
2013 Tie the straps: Uniform bootstrap con fidence bands for bounded influence curve estimatorsHärdle, Wolfgang Karl; Ritov, Ya'acov; Wang, Weining
2013 Composite quantile regression for the single-index modelFan, Yan; Härdle, Wolfgang Karl; Wang, Weining; Zhu, Lixing
2014 Nonparametric estimates for conditional quantiles of time seriesFranke, Jürgen; Mwita, Peter; Wang, Weining
2014 TENET: Tail-Event driven NETwork riskHärdle, Wolfgang Karl; Sirotko-Sibirskaya, Natalia; Wang, Weining
2015 Inflation co-movement across countries in multi-maturity term structure: An arbitrage-free approachChen, Shi; Härdle, Wolfgang Karl; Wang, Weining
2015 Estimation of NAIRU with inflation expectation dataCui, Wei; Härdle, Wolfgang Karl; Wang, Weining
2016 Time varying quantile LassoZbonakova, Lenka; Härdle, Wolfgang Karl; Wang, Weining
2016 Network quantile autoregressionZhu, Xuening; Wang, Weining; Wang, Hangsheng; Härdle, Wolfgang Karl
2017 Dynamic semiparametric factor model with a common breakChen, Likai; Wang, Weining; Wu, Wei Biao
2018 Pricing Cryptocurrency options: the case of CRIX and BitcoinChen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl; Hou, Ai Jun; Wang, Weining
2018 LASSO-Driven Inference in Time and SpaceChernozhukov, Victor; Härdle, Wolfgang Karl; Huang, Chen; Wang, Weining
2018 LASSO-driven inference in time and spaceChernozhukov, Victor; Härdle, Wolfgang; Huang, Chen; Wang, Weining
2019 Modelling Systemic Risk Using Neural Network Quantile RegressionKeilbar, Georg; Wang, Weining