Shuping Shi
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Person:2190224
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| On the spectral density of fractional Ornstein-Uhlenbeck processes Journal of Econometrics | 2025-01-16 | Paper |
| Unit root test with high-frequency data Econometric Theory | 2022-03-21 | Paper |
| Real time monitoring of asset markets: bubbles and crises Handbook of Statistics | 2020-07-10 | Paper |
| Volatility estimation and jump detection for drift-diffusion processes Journal of Econometrics | 2020-06-18 | Paper |
| Bubble detection and sector trading in real time Quantitative Finance | 2019-09-26 | Paper |
| Change detection and the causal impact of the yield curve Journal of Time Series Analysis | 2018-11-16 | Paper |
| Financial bubble implosion and reverse regression Econometric Theory | 2018-06-26 | Paper |
| Testing for multiple bubbles: historical episodes of exuberance and collapse in the S\&P 500 International Economic Review | 2016-02-10 | Paper |
| Testing for multiple bubbles: limit theory of real-time detectors International Economic Review | 2016-02-10 | Paper |
Research outcomes over time
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