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Results: 3
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  • Open Access
    Zu, Y., & Boswijk, H. P. (2014). Estimating spot volatility with high-frequency financial data. Journal of Econometrics, 181(2), 117-135. https://doi.org/10.1016/j.jeconom.2014.04.001
  • Open Access
    Zu, Y. (2012). Essays on nonparametric econometrics of stochastic volatility. [Thesis, fully internal, Universiteit van Amsterdam]. Thela Thesis.
  • Open Access
    Boswijk, H. P., & Zu, Y. (2007). Testing for Cointegration with Nonstationary Volatility. (UvA - Econometrics Discussion Paper; No. 2007/06). University of Amsterdam. http://www1.feb.uva.nl/pp/bin/928fulltext.pdf
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