| Tenet: Tail-event driven network risk WK Härdle, W Wang, L Yu Journal of Econometrics 192 (2), 499-513, 2016 | 526 | 2016 |
| Pricing cryptocurrency options AJ Hou, W Wang, CYH Chen, WK Härdle Journal of Financial Econometrics 18 (2), 250-279, 2020 | 175* | 2020 |
| Network quantile autoregression X Zhu, W Wang, H Wang, WK Härdle Journal of econometrics 212 (1), 345-358, 2019 | 115 | 2019 |
| Single-index-based CoVaR with very high-dimensional covariates Y Fan, WK Härdle, W Wang, L Zhu Journal of Business & Economic Statistics 36 (2), 212-226, 2018 | 106* | 2018 |
| Lasso-driven inference in time and space V Chernozhukov, W Karl Härdle, C Huang, W Wang The Annals of Statistics 49 (3), 1702-1735, 2021 | 80 | 2021 |
| Modelling systemic risk using neural network quantile regression G Keilbar, W Wang Empirical Economics 62 (1), 93-118, 2022 | 75 | 2022 |
| Local quantile regression V Spokoiny, W Wang, WK Härdle Journal of Statistical Planning and Inference 143 (7), 1109-1129, 2013 | 63* | 2013 |
| Inference of breakpoints in high-dimensional time series L Chen, W Wang, WB Wu Journal of the American Statistical Association 117 (540), 1951-1963, 2022 | 62 | 2022 |
| Quantile regression in risk calibration SK Chao, WK Härdle, W Wang Handbook of financial econometrics and statistics, 1467-1489, 2015 | 57 | 2015 |
| Hidden Markov structures for dynamic copulae WK Härdle, O Okhrin, W Wang Econometric Theory 31 (5), 981-1015, 2015 | 43 | 2015 |
| Nonparametric estimates for conditional quantiles of time series J Franke, P Mwita | 43* | 2003 |
| Uniform confidence bands for pricing kernels WK Härdle, Y Okhrin, W Wang Journal of Financial Econometrics 13 (2), 376-413, 2015 | 37 | 2015 |
| Dynamic network quantile regression model X Xu, W Wang, Y Shin, C Zheng Journal of Business & Economic Statistics 42 (2), 407-421, 2024 | 29 | 2024 |
| Localizing temperature risk WK Härdle, B López Cabrera, O Okhrin, W Wang Journal of the American Statistical Association 111 (516), 1491-1508, 2016 | 26* | 2016 |
| Testing for increasing weather risk W Wang, I Bobojonov, WK Härdle, M Odening Stochastic environmental research and risk assessment 27 (7), 1565-1574, 2013 | 20 | 2013 |
| inference for change points in high-dimensional time series via a Two-Way MOSUM J Li, L Chen, W Wang, WB Wu The Annals of Statistics 52 (2), 602-627, 2024 | 18 | 2024 |
| Dynamic semiparametric factor model with structural breaks L Chen, W Wang, WB Wu Journal of Business & Economic Statistics 39 (3), 757-771, 2021 | 18 | 2021 |
| Time varying quantile lasso L Zbonakova, WK Härdle, W Wang SFB 649 Discussion Paper, 2016 | 18* | 2016 |
| Estimation of NAIRU with In ation Expectation Data W Cui, WK Härdle, W Wang Department of Economics, City, Univeristy of London, 2016 | 11* | 2016 |
| Basics of Modern Mathematical Statistics WK Härdle, V Spokoiny, V Panov, W Wang Springer, 2013 | 11 | 2013 |
Wolfgang Karl HärdleHumboldt-Universität zu Berlin, Ladislaus von Bortkiewicz Professor of StatisticsVerified email at hu-berlin.de
