Access Statistics for Yang Zu

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Adaptive Testing for Cointegration with Nonstationary Volatility	0	0	0	53	0	0	19	55
Testing explosive bubbles with time-varying volatility	0	0	0	44	0	2	3	55
Total Working Papers	0	0	0	97	0	2	22	110

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Note on the Asymptotic Normality of the Kernel Deconvolution Density Estimator with Logarithmic Chi-Square Noise	0	0	0	5	0	0	1	46
Adaptive Testing for Cointegration With Nonstationary Volatility	0	1	1	1	0	1	1	3
Adaptive wild bootstrap tests for a unit root with non‐stationary volatility	0	0	0	1	0	1	2	10
CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility*	1	1	1	5	2	4	13	25
Consistent nonparametric specification tests for stochastic volatility models based on the return distribution	0	0	0	7	0	0	1	37
Estimating spot volatility with high-frequency financial data	0	0	1	49	0	0	6	151
Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments	0	0	1	1	0	0	21	21
Nonparametric specification tests for stochastic volatility models based on volatility density	0	0	0	4	0	0	1	61
SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY	0	1	3	11	0	3	7	39
Testing explosive bubbles with time-varying volatility	0	0	1	6	0	0	2	19
Total Journal Articles	1	3	8	90	2	9	55	412

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Statistics updated 2025-05-12