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Asymmetric signals and skewness
Zhen, Fang
- In:
Economic modelling
90
(
2020
),
pp. 32-42
Persistent link: https://www.econbiz.de/10012428025
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Risk aversion, informative noise trading, and long-lived information
Zhou, Deqing
;
Zhen, Fang
- In:
Economic modelling
97
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2021
),
pp. 247-254
Persistent link: https://www.econbiz.de/10012793421
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Dissecting skewness under affine jump-diffusions
Zhen, Fang
;
Zhang, Jin E.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012299592
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The skewness implied in the Heston model and its application
Zhang, Jin E.
;
Zhen, Fang
;
Sun, Xiaoxia
;
Zhao, Huimin
- In:
The journal of futures markets
37
(
2017
)
3
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pp. 211-237
Persistent link: https://www.econbiz.de/10011669807
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Left-tail risk in China
Zhen, Fang
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Pacific-Basin finance journal
63
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2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012492133
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Optimal liquidation of financial derivatives
Chen, Jingnan
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436500
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An SD model applicable to the study of rural energy development strategy in Beijing
Fang, Zhen
- In:
Energy systems and policy : an international …
14
(
1990
)
3
,
pp. 213-226
Persistent link: https://www.econbiz.de/10001130889
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Rural energy resources : applications and consumption in China
Fang, Zhen
- In:
Energy sources
16
(
1994
)
2
,
pp. 229-239
Persistent link: https://www.econbiz.de/10001165470
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An MLP model applicable to rural energy system
Fang, Zhen
- In:
Energy sources
16
(
1994
)
2
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pp. 195-207
Persistent link: https://www.econbiz.de/10001165471
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Optimal deleveraging with nonlinear temporary price impact
Chen, Jingnan
;
Feng, Liming
;
Peng, Jiming
- In:
European journal of operational research : EJOR
244
(
2015
)
1
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pp. 240-247
Persistent link: https://www.econbiz.de/10010531946
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