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Weining Wang
Dr
211
Citations
Overview
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Research output
(3)
Similar Profiles
(1)
Supervised Work
(2)
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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
Volatility
Economics, Econometrics and Finance
100%
Indexes
Social Sciences
100%
Value at Risk
Computer Science
100%
Financial Institution
Economics, Econometrics and Finance
50%
Institution
Economics, Econometrics and Finance
50%
Pricing
Economics, Econometrics and Finance
50%
Measure of Dispersion
Economics, Econometrics and Finance
50%
Location
Economics, Econometrics and Finance
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
Volatility
100%
Measure of Dispersion
50%
Location
50%
Pricing
50%
Mathematical Finance
50%
4
Citations (Scopus)
145
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
Indexes
100%
Value at Risk
100%
Problem
25%
Application
25%
Balance
25%
35
Citations (Scopus)
264
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
Tail Event
100%
Systemic Risk
100%
Measures
75%
Conditionals
50%
Institution
50%
172
Citations (Scopus)
94
Downloads (Pure)