Fang Zhen
Title
Cited by
Cited by
Year
The skewness implied in the Heston model and its application
JE Zhang, F Zhen, X Sun, H Zhao
Journal of Futures Markets 37 (3), 211-237, 2017
172017
Left-tail risk in China
F Zhen, X Ruan, JE Zhang
Pacific-Basin Finance Journal 63, 101391, 2020
42020
Dissecting skewness under affine jump-diffusions
F Zhen, JE Zhang
Studies in Nonlinear Dynamics & Econometrics 24 (4), 2019
22019
Asymmetric signals and skewness
F Zhen
Economic Modelling 90, 32-42, 2020
12020
On the Impacts of Overconfidence under Information Diversity
D Zhou, F Zhen
International Review of Finance, 2019
12019
Risk aversion, informative noise trading, and long-lived information
D Zhou, F Zhen
Economic Modelling 97, 247-254, 2021
2021
Essays on Skewness
F Zhen
University of Otago, 2017
2017
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Articles 1–7