Concepedia

Wei Dai

WD

7

Publications

316

Citations

7

H-Index

2011

Active since

Affiliations

Princeton University(Current)

University of Calgary

Wei Dai is an author at Princeton University specializing in finance, business, and statistics.

Top concepts

FinanceBusinessEconomicsStatisticsFinancial EconomicsData ScienceAsset PricingEconomic AnalysisLiquidityTail Risk

Publications per year

2011–2019

7

Publications

7

Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models

Jianqing Fan, Yunbei Ma, Wei Dai · Journal of the American Statistical Association · 2014 · 193 citations · Full text

Sparse Representation, Nonparametric Independence Screening, Multivariate Analysis +11

Robust Measures of Earnings Surprises

Chin-Han Chiang, Wei Dai, Jianqing Fan et al. · The Journal of Finance · 2018 · 42 citations

Financial Economics, Asset Pricing, Consensus Error +13

What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk?

Jianqing Fan, Michael B. Imerman, Wei Dai · Journal of Business and Economic Statistics · 2016 · 22 citations

Empirical Finance, Volatility Modeling, Financial Risk Management +23

On the Markov switching welfare cost of inflation

Wei Dai, Apostolos Serletis · Journal of Economic Dynamics and Control · 2019 · 20 citations

Dynamic Economic Model, Economics, Dynamic Pricing +5

AUC-based biomarker ensemble with an application on gene scores predicting low bone mineral density

Xiang Zhao, Wei Dai, Y. Li et al. · Bioinformatics · 2011 · 17 citations · Full text

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