Search Results - Zu, Yang

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  1. 1
    Nonparametric specification tests for stochastic volatility models based on volatility density

    Nonparametric specification tests for stochastic volatility models based on volatility density by Zu, Yang

    Published 2015
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  2. 2
    A note on the asymptotic normality of the kernel deconvolution density estimator with logarithmic chi-square noise

    A note on the asymptotic normality of the kernel deconvolution density estimator with logarithmic chi-square noise by Zu, Yang

    Published 2015
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  3. 3
    Consistent nonparametric specification tests for stochastic volatility models based on the return distribution

    Consistent nonparametric specification tests for stochastic volatility models based on the return distribution by Zu, Yang, Boswijk, Peter

    Published 2017
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  4. 4
    Adaptive wild bootstrap tests for a unit root with nonstationary volatility

    Adaptive wild bootstrap tests for a unit root with nonstationary volatility by Boswijk, Peter, Zu, Yang

    Published 2018
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  5. 5
    Estimating spot volatility with high-frequency financial data

    Estimating spot volatility with high-frequency financial data by Zu, Yang, Boswijk, Peter

    Published 2014
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  6. 6
    Testing explosive bubbles with time-varying volatility

    Testing explosive bubbles with time-varying volatility by Harvey, David I., Leybourne, Stephen J., Zu, Yang

    Published 2018
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