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 4 10 65
Testing explosive bubbles with time-varying volatility 1 1 1 45 2 6 10 65
Total Working Papers 1 1 1 98 3 10 20 130

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 1 5 51
Adaptive Testing for Cointegration With Nonstationary Volatility 0 0 0 1 2 4 4 7
Adaptive wild bootstrap tests for a unit root with non‐stationary volatility 0 0 1 2 1 5 14 24
CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility* 0 0 1 5 1 8 21 44
Consistent nonparametric specification tests for stochastic volatility models based on the return distribution 0 0 0 7 1 3 8 45
Estimating spot volatility with high-frequency financial data 1 2 2 51 4 7 9 160
Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments 0 0 0 1 2 4 7 28
Nonparametric specification tests for stochastic volatility models based on volatility density 0 0 0 4 0 2 5 66
SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY 1 2 2 13 7 14 20 59
Testing explosive bubbles with time-varying volatility 0 0 0 6 0 4 10 29
Total Journal Articles 2 4 6 95 18 52 103 513

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Statistics updated 2026-04-09