Weining Wang

Statistik | W. Wang

Contact

E-mail:	wangwein at cms.hu-berlin.de
Phone:	+49 30 2093 5709
Fax:	+49 30 2093 5649
Postal address:	Ladislaus von Bortkiewicz Chair of Statistics School of Business and Economics Humboldt-Universität zu Berlin Spandauerstr. 1, 10178 Berlin, Germany

EDUCATION

2009—Now 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.(2012) Uniform Confidence Bands for Empirical Pricing Kernel. Revised and resubmit, Journal of Financial Econometrics

Spokoiny , V., Wang, W. and Härdle W. (2012) Local Quantile Regression. Forthcoming, discussed paper, Journal of Statistical Planning and Inference, DOI 10.1016/j.jspi.2013.03.008,

Härdle, W., Lopez, B., Okhrin, O. and Wang, W.(2012) 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 1.52), Jan 2013, Page, 1436-3240, DOI 10.1007/s00477-013-0692-3.

Wang, W., Okhrin, O. and Härdle W. (2012) Hidden Markov structures for Dynamic Copulae. Submitted.

Yan, F., Härdle, W., Wang, W. and Zhu, L.X. (2011) Composite Quantile Regression for the Single-Index Model. Submitted.

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
Management, 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

WORKING PAPERS

Härdle, W., Ritov, Y., and Wang, W.(2011) Precise Bootstrap Uniform Confidence
Bands, in progress, Research in Pairs (RiP) project, Oberwolfach

Wang, W., Fan, J. and Rigollet, Ph..(2011) What does Fused Lasso achieve?, in
progress

BOOKS

Härdle, W., Spokoiny, V., Panov, V. and Wang, W. (2012) Modern Mathematical
Statistics, Exercises and Solutions with R and Matlab Quantlets, Springer Verlag