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Weining Wang
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Tenet: Tail-event driven network risk
WK Härdle, W Wang, L Yu
Journal of Econometrics 192 (2), 499-513, 2016
3362016
Pricing cryptocurrency options
AJ Hou, W Wang, CYH Chen, WK Härdle
Journal of Financial Econometrics 18 (2), 250-279, 2020
109*2020
Network quantile autoregression
X Zhu, W Wang, H Wang, WK Härdle
Journal of econometrics 212 (1), 345-358, 2019
862019
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
77*2018
Local quantile regression
V Spokoiny, W Wang, WK Härdle
Journal of Statistical Planning and Inference 143 (7), 1109-1129, 2013
55*2013
Quantile regression in risk calibration
SK Chao
Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2015
532015
Lasso-driven inference in time and space
V Chernozhukov, W Karl Härdle, C Huang, W Wang
The Annals of Statistics 49 (3), 1702-1735, 2021
522021
Nonparametric estimates for conditional quantiles of time series
J Franke, P Mwita
40*2003
Modelling systemic risk using neural network quantile regression
G Keilbar, W Wang
Empirical Economics 62 (1), 93-118, 2022
382022
Hidden Markov structures for dynamic copulae
WK Härdle, O Okhrin, W Wang
Econometric Theory 31 (5), 981-1015, 2015
362015
Uniform confidence bands for pricing kernels
WK Härdle, Y Okhrin, W Wang
Journal of Financial Econometrics 13 (2), 376-413, 2015
352015
Inference of breakpoints in high-dimensional time series
L Chen, W Wang, WB Wu
Journal of the American Statistical Association 117 (540), 1951-1963, 2022
332022
Localising temperature risk
WK Härdle, BL Cabrera, O Okhrin, W Wang
SFB 649 Discussion Paper 2011-001, 2010
26*2010
Testing for increasing weather risk
W Wang, I Bobojonov, WK Härdle, M Odening
Stochastic environmental research and risk assessment 27, 1565-1574, 2013
182013
Estimation of NAIRU with In ation Expectation Data
W Cui, WK Härdle, W Wang
Department of Economics, City, Univeristy of London, 2016
12*2016
Dynamic semiparametric factor model with structural breaks
L Chen, W Wang, WB Wu
Journal of Business & Economic Statistics 39 (3), 757-771, 2021
102021
Time varying quantile lasso
L Zbonakova, WK Härdle, W Wang
SFB 649 Discussion Paper 2016-047, 2016
102016
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
92015
Local quantile regression (with rejoinder). J. of Statistical Planing and Inference, 143 (7): 11091129
V Spokoiny, W Wang, W Härdle
arXiv preprint ArXiv:1208.5384, 2013
92013
Basics of Modern Mathematical Statistics
WK Härdle, V Spokoiny, V Panov, W Wang
Springer, 2013
92013
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Articles 1–20