Shuping Shi
Names
Identifer
Contact
Affiliations
-
Macquarie University
/ Business School
/ Department of Economics
Research profile
author of:
- Bubbles or Volatility: A Markov-Switching Unit Root Test with Regime-Varying Error Variance (RePEc:acb:cbeeco:2010-524)
by Shu-Ping Shi - Volatility Estimation and Jump Detection for drift-diffusion Processes (RePEc:aim:wpaimx:1843)
by Sébastien Laurent & Shuping Shi - Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications (RePEc:arx:papers:2303.13406)
by Nabil Bouamara & S'ebastien Laurent & Shuping Shi - Housing Fever in Australia 2020–23: Insights from an Econometric Thermometer (RePEc:bla:ausecr:v:56:y:2023:i:3:p:357-362)
by Shuping Shi & Peter C. B. Phillips - Dating the Timeline of House Price Bubbles in Australian Capital Cities (RePEc:bla:ecorec:v:92:y:2016:i:299:p:590-605)
by Shuping Shi & Abbas Valadkhani & Russell Smyth & Farshid Vahid - Australian Housing Market Booms: Fundamentals or Speculation?☆ (RePEc:bla:ecorec:v:96:y:2020:i:315:p:381-401)
by Shuping Shi & Arafat Rahman & Ben Zhe Wang - Diagnosing housing fever with an econometric thermometer (RePEc:bla:jecsur:v:37:y:2023:i:1:p:159-186)
by Shuping Shi & Peter C.B. Phillips - Change Detection and the Causal Impact of the Yield Curve (RePEc:bla:jtsera:v:39:y:2018:i:6:p:966-987)
by Shuping Shi & Peter C. B. Phillips & Stan Hurn - Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour (RePEc:bla:obuest:v:76:y:2014:i:3:p:315-333)
by Peter C. B. Phillips & Shuping Shi & Jun Yu - Detecting Financial Collapse and Ballooning Sovereign Risk (RePEc:bla:obuest:v:81:y:2019:i:6:p:1336-1361)
by Peter C. B. Phillips & Shuping Shi - Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? (RePEc:bla:pacecr:v:22:y:2017:i:3:p:276-292)
by Yongheng Deng & Eric Girardin & Roselyne Joyeux & Shuping Shi - Financial Bubble Implosion And Reverse Regression (RePEc:cup:etheor:v:34:y:2018:i:04:p:705-753_00)
by Phillips, Peter C.B. & Shi, Shu-Ping - Unit Root Test With High-Frequency Data (RePEc:cup:etheor:v:38:y:2022:i:1:p:113-171_4)
by Laurent, Sébastien & Shi, Shuping - Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior (RePEc:cwl:cwldpp:1842)
by Peter C.B. Phillips & Shu-Ping Shi & Jun Yu - Testing for Multiple Bubbles (RePEc:cwl:cwldpp:1843)
by Peter C.B. Phillips & Shu-Ping Shi & Jun Yu - Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 (RePEc:cwl:cwldpp:1914)
by Peter C.B. Phillips & Shu-Ping Shi & Jun Yu - Testing for Multiple Bubbles: Limit Theory of Real Time Detectors (RePEc:cwl:cwldpp:1915)
by Peter C.B. Phillips & Shu-Ping Shi & Jun Yu - Financial Bubble Implosion (RePEc:cwl:cwldpp:1967)
by Peter C.B. Phillips & Shu-Ping Shi - "Change Detection and the Causal Impact of the Yield Curve (RePEc:cwl:cwldpp:2058)
by Stan Hurn & Peter C. B. Phillips & Shu-Ping Shi - Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship (RePEc:cwl:cwldpp:2059)
by Shu-Ping Shi & Stan Hurn & Peter C. B. Phillips - Real Time Monitoring of Asset Markets: Bubbles and Crises (RePEc:cwl:cwldpp:2152)
by Peter C.B. Phillips & Shuping Shi - Diagnosing Housing Fever with an Econometric Thermometer (RePEc:cwl:cwldpp:2248)
by Shuping Shi & Peter C.B. Phillips - Common Bubble Detection in Large Dimensional Financial Systems (RePEc:cwl:cwldpp:2251)
by Ye Chen & Peter C.B. Phillips & Shuping Shi - Econometric Analysis of Asset Price Bubbles (RePEc:cwl:cwldpp:2331)
by Shuping Shi & Peter C. B. Phillips - Weak Identification of Long Memory with Implications for Inference (RePEc:cwl:cwldpp:2334)
by Jia Li & Peter C. B. Phillips & Shuping Shi & Jun Yu - Housing Fever in Australia 2020-2023: Insights from an Econometric Thermometer (RePEc:cwl:cwldpp:2381)
by Shuping Shi & Peter C. B. Phillips - Speculative bubbles or market fundamentals? An investigation of US regional housing markets (RePEc:eee:ecmode:v:66:y:2017:i:c:p:101-111)
by Shi, Shuping - An empirical investigation of herding in the U.S. stock market (RePEc:eee:ecmode:v:67:y:2017:i:c:p:184-192)
by Clements, Adam & Hurn, Stan & Shi, Shuping - An application of models of speculative behaviour to oil prices (RePEc:eee:ecolet:v:115:y:2012:i:3:p:469-472)
by Shi, Shuping & Arora, Vipin - Volatility estimation and jump detection for drift–diffusion processes (RePEc:eee:econom:v:217:y:2020:i:2:p:259-290)
by Laurent, Sébastien & Shi, Shuping - Housing networks and driving forces (RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002685)
by Hurn, Stan & Shi, Shuping & Wang, Ben - The divergence between core and headline inflation: Implications for consumers’ inflation expectations (RePEc:eee:jmacro:v:38:y:2013:i:pb:p:497-504)
by Arora, Vipin & Gomis-Porqueras, Pedro & Shi, Shuping - Gold as a financial instrument (RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000519)
by Gomis-Porqueras, Pedro & Shi, Shuping & Tan, David - An Application Of Models Of Speculative Behaviour To Oil Prices (RePEc:een:camaaa:2011-11)
by Shuping Shi & Vipin Arora - A Heterogenous Agent Foundation for Tests of Asset Price Bubbles (RePEc:een:camaaa:2013-35)
by Vipin Arora & Shuping Shi - Speculative bubbles or market fundamentals? An investigation of US regional housing markets (RePEc:een:camaaa:2016-46)
by Shuping Shi - Diagnosing housing fever with an econometric thermometer (RePEc:een:camaaa:2020-43)
by Shuping Shi & Peter C B Phillips - Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors (RePEc:gam:jecnmx:v:7:y:2019:i:1:p:5-:d:198651)
by Mardi Dungey & Stan Hurn & Shuping Shi & Vladimir Volkov - Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? (RePEc:hal:journl:hal-01682809)
by Yongheng Deng & Eric Girardin & Roselyne Joyeux & Shuping Shi - Stock Market Bubble Migration: From Shanghai to Hong Kong (RePEc:hal:journl:hal-01985939)
by Eric Girardin & Roselyne Joyeux & Shuping Shi - Volatility estimation and jump detection for drift–diffusion processes (RePEc:hal:journl:hal-02909690)
by Sébastien Laurent & Shuping Shi - Unit Root Test with High-Frequency Data (RePEc:hal:journl:hal-03543167)
by Sébastien Laurent & Shuping Shi - Volatility Estimation and Jump Detection for drift-diffusion Processes (RePEc:hal:wpaper:halshs-01944449)
by Sébastien Laurent & Shuping Shi - Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles (RePEc:hkm:wpaper:172011)
by Shu-Ping Shi & Peter C. B. Phillips & Jun Yu - Volatility Puzzle: Long Memory or Antipersistency (RePEc:inm:ormnsc:v:69:y:2023:i:7:p:3861-3883)
by Shuping Shi & Jun Yu - Testing for Explosive Behaviour in Relative Inflation Measures: Implications for Monetary Policy (RePEc:mos:moswps:2011-37)
by Vipin Arora & Pedro Gomis-Porqueras & Shuping Shi - Identifying Speculative Bubbles Using an Infinite Hidden Markov Model (RePEc:oup:jfinec:v:14:y:2016:i:1:p:159-184.)
by Shuping Shi & Yong Song - Common Bubble Detection in Large Dimensional Financial Systems (RePEc:oup:jfinec:v:21:y:2023:i:4:p:989-1063.)
by Ye ChenCapital & Peter C B Phillips & Shuping Shi - Gold as a Financial Instrument (RePEc:pra:mprapa:102782)
by Gomis-Porqueras, Pedro & Shi, Shuping & Tan, David - Identifying speculative bubbles with an in finite hidden Markov model (RePEc:pra:mprapa:36455)
by Song, Yong & Shi, Shuping - Change Detection and the Casual Impact of the Yield Curve (RePEc:qut:auncer:2015_05)
by Stan Hurn & Peter C B Phillips & Shuping Shi - Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship (RePEc:qut:auncer:2016_04)
by Shuping Shi & Stan Hurn & Peter C B Phillips - Identifying Speculative Bubbles with an Infinite Hidden Markov Model (RePEc:rim:rimwps:26_12)
by Shu-Ping Shi & Yong Song - Persistent and Rough Volatility (RePEc:ris:smuesw:2020_023)
by Liu, Xiaobin & Shi, Shuping & Yu, Jun - Different Strokes for Different Folks: Long Memory and Roughness (RePEc:ris:smuesw:2021_007)
by Shi, Shuping & Yu, Jun - Weak Identification of Long Memory with Implications for Inference (RePEc:ris:smuesw:2022_008)
by Li, Jia & Phillips, Peter C. B. & Shi, Shuping & Yu, Jun - Finite Sample Comparison of Alternative Estimators for Fractional Gaussian Noise (RePEc:ris:smuesw:2022_013)
by Shi, Shuping & Yu, Jun & Zhang, Chen - Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500 (RePEc:siu:wpaper:04-2013)
by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu - Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors (RePEc:siu:wpaper:05-2013)
by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu - Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles (RePEc:siu:wpaper:08-2011)
by Shu-Ping Shi & Peter C.B. Phillips & Jun Yu - Testing for Multiple Bubbles (RePEc:siu:wpaper:09-2011)
by Peter C.B. Phillips & Shu-Ping Shi & Jun Yu - Testing for Multiple Bubbles (RePEc:siu:wpaper:13-2012)
by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu - Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior (RePEc:siu:wpaper:15-2011)
by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu - Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior (RePEc:siu:wpaper:17-2012)
by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu - SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles (RePEc:skb:wpaper:cofie-01-2011)
by Shu-Ping Shi & Peter C. B. Phillips & Jun Yu - Testing for Multiple Bubbles (RePEc:skb:wpaper:cofie-03-2011)
by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu - Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors (RePEc:skb:wpaper:cofie-04-2013)
by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu - Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior (RePEc:skb:wpaper:cofie-09-2011)
by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu - Stock Market Bubble Migration: From Shanghai to Hong Kong (RePEc:spr:dymchp:978-3-319-98714-9_8)
by Eric Girardin & Roselyne Joyeux & Shuping Shi - Specification sensitivities in the Markov-switching unit root test for bubbles (RePEc:spr:empeco:v:45:y:2013:i:2:p:697-713)
by Shu-Ping Shi - Nonlinearities and tests of asset price bubbles (RePEc:spr:empeco:v:50:y:2016:i:4:d:10.1007_s00181-015-0976-1)
by Vipin Arora & Shuping Shi - Energy consumption and economic growth in the United States (RePEc:taf:applec:v:48:y:2016:i:39:p:3763-3773)
by Vipin Arora & Shuping Shi - Bubble detection and sector trading in real time (RePEc:taf:quantf:v:19:y:2019:i:2:p:247-263)
by George Milunovich & Shuping Shi & David Tan - Testing For Multiple Bubbles: Historical Episodes Of Exuberance And Collapse In The S&P 500 (RePEc:wly:iecrev:v:56:y:2015:i:4:p:1043-1078)
by Peter C. B. Phillips & Shuping Shi & Jun Yu - Testing For Multiple Bubbles: Limit Theory Of Real‐Time Detectors (RePEc:wly:iecrev:v:56:y:2015:i:4:p:1079-1134)
by Peter C. B. Phillips & Shuping Shi & Jun Yu