Browsing All of EconStor by Author Wang, Weining


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