Monitoring Financial Bubbles Using High-Frequency Data

Shi, Shuping (Primary Chief Investigator)

Department of Economics

Project: Research

Status	Finished
Effective start/end date	1/01/19 → 31/12/21

2 Article

On the spectral density of fractional Ornstein–Uhlenbeck processes
Shi, S., Yu, J. & Zhang, C., Oct 2024, In: Journal of Econometrics. 245, 1-2, p. 1-28 28 p., 105872.
Research output: Contribution to journal › Article › peer-review

Open Access
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14 Downloads (Pure)
Unit root test with high-frequency data
Laurent, S. & Shi, S., Feb 2022, In: Econometric Theory. 38, 1, p. 113-171 59 p.
Research output: Contribution to journal › Article › peer-review

Open Access
File
4 Citations (Scopus)

131 Downloads (Pure)