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 3 14 69
Testing explosive bubbles with time-varying volatility 0 0 1 45 0 3 17 73
Total Working Papers 0 0 1 98 1 6 31 142

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 0 0 4 52
Adaptive Testing for Cointegration With Nonstationary Volatility 0 0 0 1 0 0 7 10
Adaptive wild bootstrap tests for a unit root with non‐stationary volatility 0 0 0 2 0 1 15 28
CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility* 0 0 0 5 1 5 28 56
Consistent nonparametric specification tests for stochastic volatility models based on the return distribution 0 0 0 7 0 0 8 46
Estimating spot volatility with high-frequency financial data 0 1 4 53 1 3 17 168
Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments 0 0 0 1 1 1 10 31
Nonparametric specification tests for stochastic volatility models based on volatility density 0 0 0 4 0 0 3 67
SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY 0 0 2 13 0 0 18 59
Testing explosive bubbles with time-varying volatility 0 0 0 6 0 2 14 34
Total Journal Articles 0 1 6 97 3 12 124 551

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Statistics updated 2026-09-10