Access Statistics for Yang Zu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Consistent nonparametric specification tests for stochastic volatility models based on the return distribution 0 0 1 1 5 9 13 17
Testing for Cointegration with Nonstationary Volatility 0 0 3 31 1 3 11 37
Total Working Papers 0 0 4 32 6 12 24 54


Journal Article File Downloads Abstract Views
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 2 2 3 6 34
Consistent nonparametric specification tests for stochastic volatility models based on the return distribution 0 0 2 6 4 4 10 26
Estimating spot volatility with high-frequency financial data 1 1 2 20 2 2 11 79
Nonparametric specification tests for stochastic volatility models based on volatility density 0 0 0 3 1 4 5 41
Total Journal Articles 1 1 4 31 9 13 32 180


Statistics updated 2019-11-03