Yang Zu : Citation Profile

Are you Yang Zu?

University of Macau

4

H index

3

i10 index

70

Citations

RESEARCH PRODUCTION:

9

Articles

2

Papers

RESEARCH ACTIVITY:

   9 years (2014 - 2023). See details.
   Cites by year: 7
   Journals where Yang Zu has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 2 (2.78 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzu85
   Updated: 2024-12-03    RAS profile: 2023-05-08    
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Relations with other researchers

Works with:

Zu, Yang (3)

Harvey, David (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Yang Zu.

Is cited by:

Prats, Maria (6)

Veliyev, Bezirgen (4)

Yu, Jun (4)

Mancino, Maria Elvira (4)

Malec, Peter (3)

Wilfling, Bernd (3)

Hautsch, Nikolaus (3)

Wang, Weining (3)

Phillips, Peter (3)

Kristensen, Dennis (2)

LINTON, OLIVER (2)

Cites to:

Phillips, Peter (10)

Swanson, Norman (9)

Harvey, David (9)

Taylor, Robert (9)

Leybourne, Stephen (8)

Bollerslev, Tim (6)

Andersen, Torben (6)

GAO, Jiti (6)

Shephard, Neil (5)

Ait-Sahalia, Yacine (5)

Kristensen, Dennis (5)

Main data

Where Yang Zu has published?

Journals with more than one article published# docs
Journal of Econometrics2

Recent works citing Yang Zu (2024 and 2023)

YearTitle of citing document
2023Improving the accuracy of bubble date estimators under time-varying volatility. (2023). Skrobotov, Anton ; Kurozumi, Eiji. In: Papers. RePEc:arx:papers:2306.02977.

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2024Testing for an Explosive Bubble using High-Frequency Volatility. (2024). Yu, Jun ; Zu, Yang ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2405.02087.

Full description at Econpapers || Download paper

2024Mildly Explosive Autoregression with Anti?persistent Errors. (2021). Yu, Jun ; Xiao, Weilin ; Lui, Yiu Lim. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:2:p:518-539.

Full description at Econpapers || Download paper

2023Testing for explosive bubbles in the presence of non-Gaussian conditions. (2023). Feng, Hao. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004172.

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2024Robust testing for explosive behavior with strongly dependent errors. (2024). Yu, Jun ; Phillips, Peter ; Lui, Yiu Lim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003421.

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2024Estimation of Large Dynamic Covariance Matrices: A Selective Review. (2024). Li, Degui. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:16-30.

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2023Testing 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.

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2023Testing 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.

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2023Testing for parameter change epochs in GARCH time series. (2023). Wu, Wei Biao ; Wang, Weining ; Richter, Stefan. In: The Econometrics Journal. RePEc:oup:emjrnl:v:26:y:2023:i:3:p:467-491..

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2023Testing for explosive bubbles: a review. (2023). Anton, Skrobotov. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:26:n:1.

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Works by Yang Zu:

YearTitleTypeCited
2023Estimation 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]		article0
2020SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY In: Econometric Theory.
[Full Text][Citation analysis]		article14
2014Estimating spot volatility with high-frequency financial data In: Journal of Econometrics.
[Full Text][Citation analysis]		article35
2015Nonparametric specification tests for stochastic volatility models based on volatility density In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
2017Consistent nonparametric specification tests for stochastic volatility models based on the return distribution In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2015A Note on the Asymptotic Normality of the Kernel Deconvolution Density Estimator with Logarithmic Chi-Square Noise In: Econometrics.
[Full Text][Citation analysis]		article0
2018Testing explosive bubbles with time-varying volatility In: Discussion Papers.
[Full Text][Citation analysis]		paper14
2019Testing explosive bubbles with time-varying volatility.(2019) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2023CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility* In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article0
2022Adaptive Testing for Cointegration With Nonstationary Volatility In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article4
2019Adaptive Testing for Cointegration with Nonstationary Volatility.(2019) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper

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