Items where City Author is "Wang, Weining"

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Number of items: 7.


Wang, W., Xuening, Z., Wang, H. & Haerdle, W. (2018). Network quantile autoregression. Journal of Econometrics,

Härdle, W.K., Wang, W. & Yu, L. (2016). TENET: Tail-Event driven NETwork risk. Journal of Econometrics, 192(2), pp. 499-513. doi: 10.1016/j.jeconom.2016.02.013

Wang, W., Härdle, W.K., Cabrera, B.L. & Okhrin, O. (2016). Localising temperature risk. Journal of the American Statistical Association, doi: 10.1080/01621459.2016.1180985

Wang, W., Fan, Y., Härdle, W.K. & Zhu, L. (2016). Single index based CoVaR with very high dimensional covariates. Journal of Business & Economic Statistics, doi: 10.1080/07350015.2016.1180990


Cui, W., Härdle, W.K. & Wang, W. (2016). Estimation of NAIRU with In ation Expectation Data (Report No. 16/05). London, UK: Department of Economics, City, Univeristy of London.

Chen, S., Härdle, W.K. & Wang, W. (2016). Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach (Report No. 16/06). London, UK: Department of Economics, City, University of London.

Zbonakova, L., Härdle, W.K. & Wang, W. (2016). Time Varying Quantile Lasso (Report No. 16/07). London, UK: Department of Economics, City, University of London.

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