Yang Zu

Available identifiers

zbMath Open zu.yangWikidataQ103067075 ScholiaQ103067075MaRDI QIDQ494405

List of research outcomes

Publication	Date of Publication	Type
Adaptive Testing for Cointegration With Nonstationary Volatility	2024-10-17	Paper
Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments	2023-08-24	Paper
Adaptive Wild Bootstrap Tests for a Unit Root With Non‐Stationary Volatility	2022-06-24	Paper
Testing explosive bubbles with time-varying volatility	2022-03-04	Paper
SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY	2020-03-03	Paper
Nonparametric specification tests for stochastic volatility models based on volatility density	2015-09-01	Paper
Estimating spot volatility with high-frequency financial data	2014-06-04	Paper

Research outcomes over time

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