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	3	6	6	61
Testing explosive bubbles with time-varying volatility	0	0	0	44	0	3	6	59
Total Working Papers	0	0	0	97	3	9	12	120

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	1	2	4	50
Adaptive Testing for Cointegration With Nonstationary Volatility	0	0	1	1	0	0	1	3
Adaptive wild bootstrap tests for a unit root with non‐stationary volatility	0	0	1	2	2	4	10	19
CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility*	0	0	1	5	3	8	16	36
Consistent nonparametric specification tests for stochastic volatility models based on the return distribution	0	0	0	7	2	4	5	42
Estimating spot volatility with high-frequency financial data	0	0	0	49	1	2	3	153
Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments	0	0	0	1	3	3	4	24
Nonparametric specification tests for stochastic volatility models based on volatility density	0	0	0	4	0	0	3	64
SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY	0	0	1	11	2	3	9	45
Testing explosive bubbles with time-varying volatility	0	0	0	6	4	5	6	25
Total Journal Articles	0	0	4	91	18	31	61	461

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Statistics updated 2026-01-09