Yang Zu

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Testing for Equal Average Forecast Accuracy in Possibly Unstable Environments Journal of Business and Economic Statistics	2025-08-25	Paper
A new heteroskedasticity-robust test for explosive bubbles Journal of Time Series Analysis	2025-08-25	Paper
Adaptive Testing for Cointegration With Nonstationary Volatility Journal of Business and Economic Statistics	2024-10-17	Paper
Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments Journal of Time Series Analysis	2023-08-24	Paper
Adaptive Wild Bootstrap Tests for a Unit Root With Non‐Stationary Volatility Econometrics Journal	2022-06-24	Paper
Testing explosive bubbles with time-varying volatility Econometric Reviews	2022-03-04	Paper
Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility Econometric Theory	2020-03-03	Paper
Nonparametric specification tests for stochastic volatility models based on volatility density Journal of Econometrics	2015-09-01	Paper
Estimating spot volatility with high-frequency financial data Journal of Econometrics	2014-06-04	Paper

Research outcomes over time

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