Items where Author is "Zu, Yang"

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Number of items: 3.

Article

Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert and Zu, Yang (2024) A New Heteroskedasticity-Robust Test for Explosive Bubbles. Journal of Time Series Analysis. DOI https://doi.org/10.1111/jtsa.12784

Astill, Sam and Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert and Zu, Yang (2023) CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility. Journal of Financial Econometrics, 21 (1). pp. 187-227. DOI https://doi.org/10.1093/jjfinec/nbab009

Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert and Zu, Yang (2024) A New Heteroskedasticity-Robust Test for Explosive Bubbles. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

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