Wendong Shi

Stock Returns, weather, and air conditioning

Jie Hou, Wendong Shi, Jingwei Sun, 2019, PloS one.

Frequency domain aspects of aggregation

Wendong Shi, 2013 .

Temporal Aggregation and Long Memory for Asset Price Volatility

P. Perron, Wendong Shi, Pierre Perron, 2020, Journal of Risk and Financial Management.

Temporal Aggregation, Bandwidth Selection and Long Memory for Volatility Models

P. Perron, Wendong Shi, Pierre Perron, 2014 .

Breaks, trends, and unit roots in spot prices for crude oil and petroleum products

Wendong Shi, Jingwei Sun, 2015 .

Aggregation and long-memory: An analysis based on the discrete Fourier transform

Wendong Shi, Jingwei Sun, 2016 .