Concepedia

Fangwei Shi

FS

Statistics

Publications

4

Citations

113

H-Index

4

Active since

2014

Affiliations

Excelia Business School(Current)

Fangwei Shi is an author at Excelia Business School specializing in business, financial economics, and economics.

Publications per year

2014–2020

4

Publications

4

Asymptotic Behavior of the Fractional Heston Model

Hamza Guennoun, Antoine Jacquier, Patrick Roome et al. · SIAM Journal on Financial Mathematics · 2018 · 64 citations

, , +16

Overreaction effect: evidence from an emerging market (Shanghai stock market)

Krishna Reddy, Muhammad Tahir ul Qamar, Nawazish Mirza et al. · International Journal of Managerial Finance · 2020 · 25 citations

, , +17

Asymptotic behaviour of the fractional Heston model

Hamza Guennoun, Antoine Jacquier, Patrick Roome et al. · arXiv (Cornell University) · 2014 · 14 citations · Full text

, , +15

The Randomized Heston Model

Antoine Jacquier, Fangwei Shi · SIAM Journal on Financial Mathematics · 2019 · 10 citations

, , +14

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