Yang Zu

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Affiliations

• University of Macau / Economics
  • EDIRC entry
  • location:

Research profile

author of:

• Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments (RePEc:bla:jtsera:v:44:y:2023:i:2:p:181-205)
  by David I. Harvey & Stephen J. Leybourne & Yang Zu
• Sign-Based Unit Root Tests For Explosive Financial Bubbles In The Presence Of Deterministically Time-Varying Volatility (RePEc:cup:etheor:v:36:y:2020:i:1:p:122-169_4)
  by Harvey, David I. & Leybourne, Stephen J. & Zu, Yang
• Estimating spot volatility with high-frequency financial data (RePEc:eee:econom:v:181:y:2014:i:2:p:117-135)
  by Zu, Yang & Peter Boswijk, H.
• Nonparametric specification tests for stochastic volatility models based on volatility density (RePEc:eee:econom:v:187:y:2015:i:1:p:323-344)
  by Zu, Yang
• Consistent nonparametric specification tests for stochastic volatility models based on the return distribution (RePEc:eee:empfin:v:41:y:2017:i:c:p:53-75)
  by Zu, Yang & Boswijk, H. Peter
• A Note on the Asymptotic Normality of the Kernel Deconvolution Density Estimator with Logarithmic Chi-Square Noise (RePEc:gam:jecnmx:v:3:y:2015:i:3:p:561-576:d:52948)
  by Yang Zu
• Testing explosive bubbles with time-varying volatility (RePEc:not:notgts:18/05)
  by David Harvey & Stephen Leybourne & Yang Zu
• CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility
  [Tests for an End-of-Sample Bubble in Financial Time Series] (RePEc:oup:jfinec:v:21:y:2023:i:1:p:187-227.)
  by Sam Astill & David I Harvey & Stephen J Leybourne & A M Robert Taylor & Yang Zu
• Testing explosive bubbles with time-varying volatility (RePEc:taf:emetrv:v:38:y:2019:i:10:p:1131-1151)
  by David I. Harvey & Stephen J. Leybourne & Yang Zu
• Adaptive Testing for Cointegration With Nonstationary Volatility (RePEc:taf:jnlbes:v:40:y:2022:i:2:p:744-755)
  by H. Peter Boswijk & Yang Zu
• Adaptive Testing for Cointegration with Nonstationary Volatility (RePEc:tin:wpaper:20190043)
  by Peter Boswijk & Yang Zu
• Adaptive wild bootstrap tests for a unit root with non‐stationary volatility (RePEc:wly:emjrnl:v:21:y:2018:i:2:p:87-113)
  by H. Peter Boswijk & Yang Zu