Shuping Shi

Available identifiers

zbMath Open shi.shupingWikidataQ61824589 ScholiaQ61824589MaRDI QIDQ2190224

List of research outcomes

Publication	Date of Publication	Type
On the spectral density of fractional Ornstein-Uhlenbeck processes	2025-01-16	Paper
Unit root test with high-frequency data	2022-03-21	Paper
Real time monitoring of asset markets: bubbles and crises	2020-07-10	Paper
Volatility estimation and jump detection for drift-diffusion processes	2020-06-18	Paper
Bubble detection and sector trading in real time	2019-09-26	Paper
Change detection and the causal impact of the yield curve	2018-11-16	Paper
Financial bubble implosion and reverse regression	2018-06-26	Paper
Testing for multiple bubbles: historical episodes of exuberance and collapse in the S\&P 500	2016-02-10	Paper
Testing for multiple bubbles: limit theory of real-time detectors	2016-02-10	Paper

Research outcomes over time

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