Personal profile

Research interests

Financial Econometrics, Bayesian Econometrics, and Energy Economics

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Research Output 2016 2016

  • 1 Article
  • 1 Comment / Debate

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., nbv012

Research output: Contribution to journalComment / 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 journalArticle