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Jump to: Article Number of items: 6. ArticleHarvey, David I., Leybourne, Stephen J. and Zu, Yang (2018) Testing explosive bubbles with time-varying volatility. Econometric Reviews . ISSN 1532-4168 (In Press) Boswijk, Peter and Zu, Yang (2018) Adaptive wild bootstrap tests for a unit root with nonstationary volatility. Econometrics Journal, 21 (2). pp. 87-113. ISSN 1368-423X 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 (2015) A note on the asymptotic normality of the kernel deconvolution density estimator with logarithmic chi-square noise. Econometrics, 3 (3). pp. 561-576. ISSN 2225-1146 Zu, Yang (2015) Nonparametric specification tests for stochastic volatility models based on volatility density. Journal of Econometrics, 187 . pp. 323-344. ISSN 0304-4076 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 |
