Shuping Shi

MaRDI QIDQ2190224zbMATH OpenORCIDWikidataFDO

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
Realized drift Journal of Econometrics	2026-02-24	Paper
Uncovering mild drift in asset prices with intraday high-frequency data Journal of Econometrics	2026-02-18	Paper
Fractional Gaussian noise: spectral density and estimation methods Journal of Time Series Analysis	2025-10-24	Paper
Quantile analysis for financial bubble detection and surveillance Journal of Time Series Analysis	2025-08-25	Paper
Speculative bubbles in the recent AI boom: Nasdaq and the Magnificent Seven Journal of Time Series Analysis	2025-08-25	Paper
Fractional stochastic volatility model Journal of Time Series Analysis	2025-02-19	Paper
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

This page was built for person: Shuping Shi