Research Output per year
Personal profile
Research interests
Financial Econometrics, Bayesian Econometrics, and Energy Economics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Research Output 2016 2016
Comments on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference
Wei, W. & Lunde, A. 1 Mar 2016 In : Journal of Financial Econometrics. 14, 2, p. 278-283 6 p., nbv012Research output: Contribution to journal › Comment / Debate
The geometric-VaR backtesting method
Pelletier, D. & Wei, W. 1 Sep 2016 In : Journal of Financial Econometrics. 14, 4, p. 725-745 21 p.Research output: Contribution to journal › Article