Change Detection in Causal Relationships and Measurement of Systemic Risk

  • Shi, Shuping (Primary Chief Investigator)
  • Hurn, Aubrey (Chief Investigator)
  • Dungey, Mardi (Chief Investigator)
  • Phillips, Peter (Partner Investigator)

Project: Research

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  • 2020

    Real time monitoring of asset markets: Bubbles and crises

    Phillips, P. C. B. & Shi, S., 2020, Financial, macro and micro econometrics using R. Vinod, H. D. & Rao, C. R. (eds.). Amsterdam, Netherlands: Elsevier, p. 61-80 20 p. (Handbook of Statistics; vol. 42).

    Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

    5 Citations (Scopus)