Biblio

Unit Root Test with High-Frequency DataJournal articleSébastien Laurent et Shuping Shi, Econometric Theory, Volume 38, Issue 1, pp. 113-171, 2022

Volatility estimation and jump detection for drift–diffusion processesJournal articleSébastien Laurent et Shuping Shi, Journal of Econometrics, Volume 217, Issue 2, pp. 259-290, 2020

Stock Market Bubble Migration: From Shanghai to Hong Kong: Essays in Honor of Georges PratBook chapterEric Girardin, Roselyne Joyeux et Shuping Shi, In: Uncertainty, Expectations and Asset Price Dynamics, 2018-12, pp. 173-192, Springer International Publishing, 2018

Did bubbles migrate from the stock to the housing market in China between 2005 and 2010?Journal articleYongheng Deng, Eric Girardin, Roselyne Joyeux et Shuping Shi, Pacific Economic Review, Volume 22, Issue 3, pp. 276-292, 2017