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Weining Wang
Dr
318
Citations
Overview
Fingerprint
Network
Research output
(3)
Similar Profiles
(1)
Supervised Work
(2)
Fingerprint
Dive into the research topics where Weining Wang is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
1
Similar Profiles
Tail Event
Mathematics
100%
Gaussian Distribution
Mathematics
100%
Financial Institution
Economics, Econometrics and Finance
100%
Institution
Economics, Econometrics and Finance
100%
Variables
Mathematics
75%
Measures
Mathematics
75%
Conditionals
Mathematics
50%
Parametric
Mathematics
50%
Research output
3
Article
Research output per year
Research output per year
Localising temperature risk
Karl Härdle, W., López Cabreray, B., Okhrin, O. &
Wang, W.
,
13 May 2016
, (E-pub ahead of print)
In:
Journal of American statistical association.
2016
,
p. 1491-1508
111:516.
Research output
:
Contribution to journal
›
Article
›
peer-review
Open Access
File
Gaussian Distribution
100%
Constant
50%
Derivatives
50%
Variables
50%
Residuals
50%
4
Citations (Scopus)
177
Downloads (Pure)
Single index based CoVaR with very high dimensional covariates
Fan, Y., Karl Härdle, W.,
Wang, W.
& Zhu, L.,
27 Apr 2016
, (E-pub ahead of print)
In:
Journal of Statistics and Business Economics.
Research output
:
Contribution to journal
›
Article
›
peer-review
Open Access
File
Dimensionality
100%
Regressors
100%
Joints (Structural Components)
49%
Systemic Risk
49%
43
Citations (Scopus)
308
Downloads (Pure)
TENET: :Tail-EventdrivenNETworkrisk
Karl Härdle, W.,
Wang, W.
& Yu, L.,
Jun 2016
,
In:
JOURNAL OF ECONOMETRICS.
192
,
2
,
p. 499-513
Research output
:
Contribution to journal
›
Article
›
peer-review
Open Access
File
Institution
100%
Financial Institution
100%
Tail Event
100%
Measures
75%
Financial Market
50%
279
Citations (Scopus)
178
Downloads (Pure)