Volatility measurement with pockets of extreme return persistence TG Andersen, Y Li, V Todorov, B Zhou
Journal of Econometrics 237 (2), 105048, 2023
25 2023 Semiparametrically point-optimal hybrid rank tests for unit roots B Zhou, R Van den Akker, BJM Werker
The Annals of Statistics 47 (5), 2601-2638, 2019
8 2019 Semiparametric testing with highly persistent predictors BJM Werker, B Zhou
Journal of Econometrics 227 (2), 347-370, 2022
6 2022 Supplement to B Zhou
Available at SSRN 3449967, 2019
6 2019 Hybrid Rank-Based Panel Unit Root Tests R Van den Akker, BJM Werker, B Zhou
Available at SSRN 4613034, 2023
1 2023 A general semiparametric approach when innovation distribution is considered a nuisance parameter B Zhou
Available at SSRN 3283676, 2018
1 2018 On Bounded Completeness and The -Denseness of Likelihood Ratios M Hallin, BJM Werker, B Zhou
Sankhya A, 1-8, 2023
2023 Semiparametrically Optimal Cointegration Test B Zhou
arXiv preprint arXiv:2305.08880, 2023
2023 Supplement to" A general semiparametric approach when innovation distribution is considered a nuisance parameter" B Zhou
Supplement to" A general semiparametric approach when innovation …, 2021
2021 Supplemental Appendix to'Semiparametrically Point-Optimal Hybrid Rank Tests for Unit Roots' B Zhou, R Van den Akker, BJM Werker
Available at SSRN 3197859, 2018
2018