Elective Faculty
Prof. Shuping Shi
Professor of Economics
Macquarie University
01/Biography
Shuping Shi is Professor in the Department of Economics at Macquarie Business School, Macquarie University. She is a financial econometrician best known for her work on real-time bubble detection, developed with Peter Phillips and Jun Yu and now implemented in standard econometric software. Her wider research covers time-varying Granger causality, high-frequency econometrics and volatility modelling.
03/Modules taught
- ●Econometrics of High-Frequency Data
04/Selected works
- Published in the Journal of Econometrics, the Review of Financial Studies, Management Science and the International Economic Review.
