Curriculum Vitae
Prof.Dr. Weining Wang
JP Nonparametric Statistics and Dynamic Risk Management
[Home| CV | Teaching | Publications | Research Projects ]
EDUCATION
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
TEACHING
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
RESEARCH INTEREST
Financial Econometrics, Statistics, Macroeconometrics
PROJECTS
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
PROCEEDINGS and BOOK CHAPTERS
Härdle, W., Schulz, R. and Wang, W. (2011) Prognose mit nichtparametrischen
Verfahren. 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
10.1007/978-3-642-33042-1_37
BOOKS
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