Items where authors include "Wang, Weining"

Article

Richter, Stefan, Wang, Weining and Wu, Wei Biao (2023) Testing for parameter change epochs in GARCH time series. Econometrics Journal. pp. 467-491. ISSN 1368-4221

Asgharian, Hossein, Christiansen, Charlotte, Hou, Aijun et al. (1 more author) (2021) Long- and Short-Run Components of Factor Betas : Implications for Equity Pricing. Journal of International Financial Markets, Institutions and Money. 101412. ISSN 1042-4431

Wang, Weining, Chen, Likai and Wu, Wei Biao (2021) Inference of Break-Points in High-Dimensional Time Series. Journal of the American Statistical Association. ISSN 0162-1459

Wang, Weining (2021) The common and specific components of inflation expectation across European countries. Empirical Economics. ISSN 0377-7332

Wang, Weining (2021) Modelling Systemic Risk Using Neural Network Quantile Regression. Empirical Economics. ISSN 0377-7332

Wang, Weining (2020) LASSO-Driven Inference in Time and Space. Annals of Statistics. ISSN 0090-5364 (In Press)

Hou, Aijun, Wang, Weining, Chen, Cathy et al. (1 more author) (2020) Pricing cryptocurrency options. Journal of Financial Econometrics. pp. 250-279. ISSN 1479-8409

Chen, Likai, Wang, Weining and Wu, Wei Biao (2020) Dynamic Semiparametric Factor Model with Structural Breaks. Journal of Business and Economic Statistics. 1730857. ISSN 0735-0015