{"title":"编辑公告","authors":"Robert Taylor","doi":"10.1111/jtsa.12829","DOIUrl":null,"url":null,"abstract":"<p>I am delighted to welcome Shuping Shi to the editorial board of the <i>Journal of Time Series Analysis</i>. Shuping joins as an Associate Editor with effect from 1st March 2025.</p><p>Shuping Shi is a Professor in the Department of Economics at Macquarie University, Australia. She specialises in Financial Econometrics, Time Series Analysis, and Applied Economics, with expertise in bubble detection, non-stationary (explosive) processes, intraday high-frequency drift detection, long memory and rough volatility models, and time-varying Granger causality tests. She received the 2020 <i>Discovery Early Career Researcher Award</i> from the Australian Research Council and was honored with the prestigious <i>2022 Young Economist Award</i> by the Economic Society of Australia. Her research has been published in journals, including <i>Review of Financial Studies</i>, <i>Journal of Econometrics</i>, <i>Management Science</i>, <i>International Economic Review</i>, and <i>Econometric Theory</i>. She has been recognized among the top 2% most-cited economists globally in the latest annual report published by Standard University for 2024.</p><p>The author declares no conflicts of interest.</p>","PeriodicalId":49973,"journal":{"name":"Journal of Time Series Analysis","volume":"46 3","pages":"401"},"PeriodicalIF":1.2000,"publicationDate":"2025-03-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1111/jtsa.12829","citationCount":"0","resultStr":"{\"title\":\"Editorial Announcement\",\"authors\":\"Robert Taylor\",\"doi\":\"10.1111/jtsa.12829\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p>I am delighted to welcome Shuping Shi to the editorial board of the <i>Journal of Time Series Analysis</i>. Shuping joins as an Associate Editor with effect from 1st March 2025.</p><p>Shuping Shi is a Professor in the Department of Economics at Macquarie University, Australia. She specialises in Financial Econometrics, Time Series Analysis, and Applied Economics, with expertise in bubble detection, non-stationary (explosive) processes, intraday high-frequency drift detection, long memory and rough volatility models, and time-varying Granger causality tests. She received the 2020 <i>Discovery Early Career Researcher Award</i> from the Australian Research Council and was honored with the prestigious <i>2022 Young Economist Award</i> by the Economic Society of Australia. Her research has been published in journals, including <i>Review of Financial Studies</i>, <i>Journal of Econometrics</i>, <i>Management Science</i>, <i>International Economic Review</i>, and <i>Econometric Theory</i>. She has been recognized among the top 2% most-cited economists globally in the latest annual report published by Standard University for 2024.</p><p>The author declares no conflicts of interest.</p>\",\"PeriodicalId\":49973,\"journal\":{\"name\":\"Journal of Time Series Analysis\",\"volume\":\"46 3\",\"pages\":\"401\"},\"PeriodicalIF\":1.2000,\"publicationDate\":\"2025-03-03\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://onlinelibrary.wiley.com/doi/epdf/10.1111/jtsa.12829\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Time Series Analysis\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://onlinelibrary.wiley.com/doi/10.1111/jtsa.12829\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Time Series Analysis","FirstCategoryId":"100","ListUrlMain":"https://onlinelibrary.wiley.com/doi/10.1111/jtsa.12829","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
I am delighted to welcome Shuping Shi to the editorial board of the Journal of Time Series Analysis. Shuping joins as an Associate Editor with effect from 1st March 2025.
Shuping Shi is a Professor in the Department of Economics at Macquarie University, Australia. She specialises in Financial Econometrics, Time Series Analysis, and Applied Economics, with expertise in bubble detection, non-stationary (explosive) processes, intraday high-frequency drift detection, long memory and rough volatility models, and time-varying Granger causality tests. She received the 2020 Discovery Early Career Researcher Award from the Australian Research Council and was honored with the prestigious 2022 Young Economist Award by the Economic Society of Australia. Her research has been published in journals, including Review of Financial Studies, Journal of Econometrics, Management Science, International Economic Review, and Econometric Theory. She has been recognized among the top 2% most-cited economists globally in the latest annual report published by Standard University for 2024.
期刊介绍：
During the last 30 years Time Series Analysis has become one of the most important and widely used branches of Mathematical Statistics. Its fields of application range from neurophysiology to astrophysics and it covers such well-known areas as economic forecasting, study of biological data, control systems, signal processing and communications and vibrations engineering.
The Journal of Time Series Analysis started in 1980, has since become the leading journal in its field, publishing papers on both fundamental theory and applications, as well as review papers dealing with recent advances in major areas of the subject and short communications on theoretical developments. The editorial board consists of many of the world''s leading experts in Time Series Analysis.
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