The following pages link to Yang Zu (Q494405):
Displaying 7 items.
- Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
- Estimating spot volatility with high-frequency financial data (Q2451790) (← links)
- Adaptive Wild Bootstrap Tests for a Unit Root With Non‐Stationary Volatility (Q5084371) (← links)
- SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY (Q5218427) (← links)
- Testing explosive bubbles with time-varying volatility (Q5860962) (← links)
- Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments (Q6135339) (← links)
- Adaptive Testing for Cointegration With Nonstationary Volatility (Q6620899) (← links)
