3
H index
3
i10 index
65
Citations
Yang Zu : Citation Profile
University of Macau | RESEARCH PRODUCTION: 10 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2014 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Yang Zu. | Is cited by:
| Cites to:
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Main data
Where Yang Zu has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 2 |
Recent works citing Yang Zu (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Improving the accuracy of bubble date estimators under time-varying volatility. (2023). Skrobotov, Anton ; Kurozumi, Eiji. In: Papers. RePEc:arx:papers:2306.02977. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Testing explosive bubbles with time-varying volatility: The case of Spanish public debt. (2023). Prats, Maria A ; Esteve, Vicente. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005098. Full description at Econpapers || Download paper |
| 2023 | Testing explosive bubbles with time-varying volatility: the case of Spanish public debt. (2022). Prats, Maria A ; Esteve, Vicente. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:116980. Full description at Econpapers || Download paper |
| 2023 | Testing for explosive bubbles: a review. (2023). Anton, Skrobotov. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:26:n:1. Full description at Econpapers || Download paper |
Works by Yang Zu:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | Estimation of the variance function in structural break autoregressive models with non?stationary and explosive segments In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2020 | SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY In: Econometric Theory. [Full Text][Citation analysis] | article | 10 |
| 2014 | Estimating spot volatility with high-frequency financial data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 34 |
| 2015 | Nonparametric specification tests for stochastic volatility models based on volatility density In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2017 | Consistent nonparametric specification tests for stochastic volatility models based on the return distribution In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
| 2015 | A Note on the Asymptotic Normality of the Kernel Deconvolution Density Estimator with Logarithmic Chi-Square Noise In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Testing explosive bubbles with time-varying volatility In: Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
| 2019 | Testing explosive bubbles with time-varying volatility.(2019) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2023 | CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility* In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2022 | Adaptive Testing for Cointegration With Nonstationary Volatility In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 3 |
| 2019 | Adaptive Testing for Cointegration with Nonstationary Volatility.(2019) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2018 | Adaptive wild bootstrap tests for a unit root with non?stationary volatility In: Econometrics Journal. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team