Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Curriculum Vitae

Prof.Dr. Weining Wang

JP Nonparametric Statistics and Dynamic Risk Management


[Home| CV | Teaching | Publications | Research Projects ]




2013—Now         Hermann-Otto-Hirschfeld Junior Professor
                         in Nonparametric Statistics and Dynamic Risk Management


2009—2012        Doctoral student in Economics


2008—2009        Master of Statistics


2004—2008        Statistics and Operation Research at Hong Kong Baptist University





Statistics I, Tutorials, SS 09

Statistics II, Tutorials, WS 09

Statistics Language Programming, SS10                    

Multivariate Statistical Analysis I, WS10

Multivariate Statistical Analysis II, SS11

Statistics of Financial Market, WS 11

Introduction to Non and Semiparametric Statistics, WS 11





Financial Econometrics, Statistics, Macroeconometrics




Härdle, W., Okhrin, Y. and Wang, W.(2013) Uniform Confidence Bands for Empirical Pricing Kernel. Forthcoming, Journal of Financial Econometrics, DOI 10.1093/jjfinec/nbu002

Spokoiny , V., Wang, W. and Härdle W. (2013) Local Quantile Regression. Journal of Statistical Planning and Inference, DOI 10.1016/j.jspi.2013.03.008,, Volume 143, Issue 7, July,2013, with discussions,  pages 1109-1129


Härdle, W., Lopez, B., Okhrin, O. and Wang, W.(2013) Localising Temperature Risk. Revised and resubmit, Jounal of Econometrics


Wang, W., Bobojobov, I., Härdle, W. and Odening, M.(2012) Testing for increasing weather risk. Stoch. Environ. Res. Risk Assess (impact factor 1.961), Jan 2013,  pages, 1436-3240, DOI 10.1007/s00477-013-0692-3.


Wang, W., Okhrin, O. and Härdle W. (2013) Hidden Markov structures for Dynamic Copulae. To be revised and resubmit, Econometric Theory


Yan, F., Härdle, W., Wang, W. and Zhu, L.X. (2013) Composite Quantile Regression for the Single-Index Model. Submitted.



Härdle, W., Ritov, Y., and Wang, W.(2013) Precise Bootstrap Uniform Confidence Bands, submitted, research in Pairs (RiP) project, Oberwolfach





Härdle, W., Schulz, R. and Wang, W. (2011) Prognose mit nichtparametrischen
. in: Prognoserechnungg, 7. Auflage ed. Mertens, Physica Verlag

Härdle, W., Chao, S. and Wang, W. (2012) Quantile Regression in Risk Calibration
Handbook of Financial Econometrics and Statistics, editor Cheng-Few Lee, Springer Verlag, New York


Wang, W.,Okhrin, O.,  and,Härdle, W. (2011) HMM for HAC

Synergies of Soft Computing and Statistics for Intelligent

Data Analysis Advances in Intelligent Systems and Computing,

Volume 190, 2013, pp 341-348, Springer Verlag, Berlin Heidelberg, DOI





Härdle, W., Spokoiny, V., Panov, V. and Wang, W. (2013) Basics of Modern Mathematical Statistics, Exercises and Solutions with R and Matlab Quantlets, Springer Verlag, ISBN 978-3-642-36849-3.


Other Affliations

International Research Training Group “High Dimensional Non Stationary Time Series”

Center for applied Statistics and Economics

Collabrative Research Center 649: Economic Risk




Wei Cui