Yang Zu
Yang Zu
School of Economics, University of Nottingham
Verified email at nottingham.ac.uk - Homepage
Title
Cited by
Cited by
Year
Estimating spot volatility with high-frequency financial data
Y Zu, HP Boswijk
Journal of Econometrics 181 (2), 117-135, 2014
442014
Testing for cointegration with nonstationary volatility
HP Boswijk, Y Zu
Department of Economics, City University London, 2013
182013
Testing explosive bubbles with time-varying volatility
DI Harvey, SJ Leybourne, Y Zu
Econometric Reviews, 2018
112018
Adaptive wild bootstrap tests for a unit root with non‐stationary volatility
HP Boswijk, Y Zu
The Econometrics Journal 21 (2), 87-113, 2018
82018
Sign-based unit root tests for explosive financial bubbles in the presence of nonstationary volatility
DI Harvey, SJ Leybourne, Y Zu
Working paper, 2018
7*2018
Consistent nonparametric specification tests for stochastic volatility models based on the return distribution
Y Zu, HP Boswijk
Journal of Empirical Finance 41, 53-75, 2017
42017
Nonparametric specification tests for stochastic volatility models based on volatility density
Y Zu
Journal of Econometrics 187 (1), 323-344, 2015
42015
Estimating realized spot volatility with noisy high frequency data
Y Zu, P Boswijk
Technical report, Working Paper, 2009
32009
A note on the asymptotic normality of the kernel deconvolution density estimator with logarithmic chi-square noise
Y Zu
Econometrics 3 (3), 561-576, 2015
22015
Adaptive testing for cointegration with nonstationary volatility
HP Boswijk, Y Zu
Tinbergen Institute Discussion Paper 2019-043/III, 2019
12019
Nonparametric estimation of the variance function in an explosive autoregression model
DI Harvey, SJ Leybourne, Y Zu
2019
Consistent nonparametric specification tests for stochastic volatility models based on the return distribution (15/02)
Y Zu
London, UK: Department of Economics, City University London. This is the …, 2015
2015
Estimating stochastic volatility models with high-frequency data: a Monte Carlo investigation
Y Zu
Working paper, City University London, 2014
2014
Essays on nonparametric econometrics of stochastic volatility
Y Zu
Tinbergen Institute, 2012
2012
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Articles 1–14