Financial Econometrics: Theory and Applications

About

Shuping Shi is a Professor at Macquarie University. She received the Discovery Early Career Researcher Award from the Australian Research Council (20192021) and the 2022 Young Economist Award from the Economic Society of Australia. She has published in the Journal of Econometrics Management Science International Economic Review Econometric Theory Journal of Financial Econometrics and Journal of Banking and Finance. Shi and her team developed The International Housing Observatory and the Housing Fever Lab for Australia and New Zealand markets. Xiaohu Wang is an associate professor at the School of Economics Fudan University. His research is on financial econometrics and empirical asset pricing. His works appear in the Journal of Econometrics Econometrics Journal Journal of International Money and Finance Econometric Reviews Advances in Econometrics Quantitative Finance and Economics Letters. Tao Zeng is an associate professor at the School of Economics and Academy of Financial Research Zhejiang University. His research areas including Bayesian econometrics empirical asset pricing and machine learning. His works appear in the Journal of Econometrics Journal of Financial Econometrics Advances in Econometrics and more.