Weining Wang
Professor
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Profile
Biography
- MSc (Humboldt University zu Berlin)
- Doctor (Humboldt University zu Berlin)
Departmental roles
- Chair, Departmental Research Committee (DRC)
- PRD reviews
Research
Overview
Professor Weining Wang's research interest is on financial econometrics. In particular she specializes in non and semiparametrics statistics, network analysis, high dimensional nonstationary time series.
Publications
Selected publications
- Network quantile autoregression,(2018) joint with Xuening Zhu, Hansheng Wang and Wolfgang Haerdle, Journal of Econometrics
- Härdle, W., Wang, W. and Yu, L.N. (2016) Tail-Event driven NETwork risk. Journal of Econometrics
- Yan, F., Härdle, W., Wang, W. and Zhu, L.X. (2018) Composite Quantile Regression for the Single-Index Model. Journal of Business economics and statistics
- Härdle, W., Lopez, B., Okhrin, O. and Wang, W.(2016) Localising Temperature Risk, accepted, Journal of the American Statistical Association.
Teaching
Postgraduate
- Financial Risk Management
Weining Wang
Professor
Department of Economics
Room: A/D/021
Tel: 01904 323771
weining.wang@york.ac.uk
personal website
Office and feedback hours for York Students only during term time:
Fridays
10-11am
1-2pm
Other times may be available by email appointment.