Yang Zu
Author
Alternate names Y. Zu, Yang Zu
Institution University of Macau
Past institutions University of Macau, University of Nottingham, City, University of London, Institute of Fluid Physics, Nanjing Normal University +2 more
ORCID: Yes
H-index: 7
I10-index: 7
Works count: 38
Citations count: 219
Estimating spot volatility with high-frequency financial data
2014 · Yang Zu, H. Peter Boswijk · Journal of Econometrics
Sign Based Unit Root Tests For Explosive Financial Bubbles In The Presence Of Deterministically Time Varying Volatility
2019 · David I. Harvey, Stephen J. Leybourne, et al. · Econometric Theory
Testing explosive bubbles with time-varying volatility
2018 · David I. Harvey, Stephen J. Leybourne, et al. · Econometric Reviews