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 - Fractional stochastic volatility model (repec:bla:jtsera:v:46:y:2025:i:2:p:378-397)
by Shuping Shi & Xiaobin Liu & Jun Yu - Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven (repec:bla:jtsera:v:46:y:2025:i:5:p:814-828)
by Rerotlhe B. Basele & Peter C. B. Phillips & Shuping Shi - Quantile analysis for financial bubble detection and surveillance (repec:bla:jtsera:v:46:y:2025:i:5:p:908-931)
by Ruike Wu & Shuping Shi & Jilin Wu - 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 - On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes (repec:boa:wpaper:202416)
by Shuping Shi & Jun Yu & Chen Zhang - Financial Econometrics (repec:cup:cbooks:9781108843294)
by Shi,Shuping & Wang,Xiaohu & Zeng,Tao (ed.) - 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 in the Recent AI Boom: Nasdaq and the Magnificent Seven (repec:cwl:cwldpp:2430)
by Rerotlhe B. Basele & Peter C.B. Phillips & Shuping Shi - Bubble Mitigation Policies: Counterfactual Analysis and Treatment Effect Inference (repec:cwl:cwldpp:2433)
by Ye Chen & Peter C.B. Phillips & Shuping Shi - 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 - On the spectral density of fractional Ornstein–Uhlenbeck processes (repec:eee:econom:v:245:y:2024:i:1:s0304407624002173)
by Shi, Shuping & Yu, Jun & Zhang, Chen - 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 Xiaobin Liu & Shuping Shi & Jun Yu - Different Strokes for Different Folks: Long Memory and Roughness (repec:ris:smuesw:2021_007)
by Shuping Shi & Jun Yu - Weak Identification of Long Memory with Implications for Inference (repec:ris:smuesw:2022_008)
by Jia Li & Peter C. B. Phillips & Shuping Shi & Jun Yu - Finite Sample Comparison of Alternative Estimators for Fractional Gaussian Noise (repec:ris:smuesw:2022_013)
by Shuping Shi & Jun Yu & Chen Zhang - 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