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Article

Boswijk, Peter and Zu, Yang (2017) Adaptive wild bootstrap tests for a unit root with nonstationary volatility. Econometrics Journal . ISSN 1368-423X (In Press)

Zu, Yang and Boswijk, Peter (2017) Consistent nonparametric specification tests for stochastic volatility models based on the return distribution. Journal of Empirical Finance, 41 . pp. 53-75. ISSN 1879-1727

Zu, Yang and Boswijk, Peter (2014) Estimating spot volatility with high-frequency financial data. Journal of Econometrics, 181 (2). pp. 117-135. ISSN 0304-4076

This list was generated on Wed Oct 18 00:28:15 2017 UTC.