Yang Zu

Contact

• workRoom B11 Sir Clive Granger Building
  University Park
  Nottingham
  NG7 2RD
  UK
• work0115 95 15480
• yang.zu@nottingham.ac.uk
• https://sites.google.com/site/zuyang/

Biography

Download Yang's CV here

ORCID: http://orcid.org/0000-0002-3427-5403

Recent Publications

• PETER BOSWIJK and YANG ZU, 2022. Adaptive Testing for Cointegration With Nonstationary Volatility Journal of Business & Economic Statistics. 40(2), 744-755
• DAVE HARVEY, STEVE LEYBOURNE and YANG ZU, 2022. Estimation of the variance function in structural break autoregressive models with nonstationary and explosive segments Journal of Time Series Analysis.
• ASTILL, S., HARVEY, D.I., LEYBOURNE, S.J., TAYLOR, A.R. and ZU, Y., 2021. CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility Journal of Financial Econometrics.
• DAVE HARVEY, STEVE LEYBOURNE and YANG ZU, 2020. Testing explosive bubbles with time-varying volatility. Econometric Reviews. 38, 1131-1151

• View all publications

Estimating of the variance function in structural break autoregressive models with nonstationary and explosive segments, with Dave Harvey and Steve Leybourne

Tests for equal forecast accuracy under unconditional heteroskedasticity, with Dave Harvey and Steve Leybourne

• PETER BOSWIJK and YANG ZU, 2022. Adaptive Testing for Cointegration With Nonstationary Volatility Journal of Business & Economic Statistics. 40(2), 744-755
• DAVE HARVEY, STEVE LEYBOURNE and YANG ZU, 2022. Estimation of the variance function in structural break autoregressive models with nonstationary and explosive segments Journal of Time Series Analysis.
• ASTILL, S., HARVEY, D.I., LEYBOURNE, S.J., TAYLOR, A.R. and ZU, Y., 2021. CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility Journal of Financial Econometrics.
• DAVE HARVEY, STEVE LEYBOURNE and YANG ZU, 2020. Testing explosive bubbles with time-varying volatility. Econometric Reviews. 38, 1131-1151
• DAVE HARVEY, STEVE LEYBOURNE and YANG ZU, 2020. Sign-based unit root tests for explosive financial bubbles in the presence of nonstationary volatility Econometric Theory. 36, 122-169
• H. PETER BOSWIJK and YANG ZU, 2018. Adaptive wild bootstrap tests for a unit root with nonstationary volatility Econometrics Journal. 2, 87-113
• ZU, YANG and BOSWIJK, H. PETER, 2017. Consistent nonparametric specification tests for stochastic volatility models based on the return distribution Journal of Empirical Finance. 41, 53–75
• ZU, YANG, 2015. Nonparametric specification tests for stochastic volatility models based on volatility density Journal of Econometrics. 187(1), 323-344
• ZU, YANG, 2015. A Note on the Asymptotic Normality of the Kernel Deconvolution Density Estimator with Logarithmic Chi-Square Noise Econometrics. 3(3), 561-576
• ZU, YANG and BOSWIJK, H. PETER, 2014. Estimating spot volatility with high-frequency financial data Journal of Econometrics. 181(2), 117-135
• YANG ZU, 2012. Essays on nonparametric econometrics of stochastic volatility Thela Thesis.