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
Adaptive Testing for Cointegration with Nonstationary Volatility 0 0 0 53 1 6 9 64
Testing explosive bubbles with time-varying volatility 0 0 0 44 0 4 8 63
Total Working Papers 0 0 0 97 1 10 17 127

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 5 1 2 5 51
Adaptive Testing for Cointegration With Nonstationary Volatility 0 0 1 1 0 2 3 5
Adaptive wild bootstrap tests for a unit root with non‐stationary volatility 0 0 1 2 1 6 13 23
CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility* 0 0 1 5 2 10 22 43
Consistent nonparametric specification tests for stochastic volatility models based on the return distribution 0 0 0 7 0 4 7 44
Estimating spot volatility with high-frequency financial data 0 1 1 50 0 4 5 156
Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments 0 0 0 1 1 5 5 26
Nonparametric specification tests for stochastic volatility models based on volatility density 0 0 0 4 1 2 5 66
SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY 0 1 2 12 3 9 15 52
Testing explosive bubbles with time-varying volatility 0 0 0 6 2 8 10 29
Total Journal Articles 0 2 6 93 11 52 90 495

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Statistics updated 2026-03-04