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Fangsheng Yin

FY

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Publications

3

Citations

43

H-Index

3

Active since

2020

Affiliations

University of International Business and Economics(Current)

Fangsheng Yin is an author at University of International Business and Economics specializing in volatility modeling, statistics, and option pricing.

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Publications per year

2020–2022

3

Publications

3

A short cut: Directly pricing VIX futures with discrete‐time long memory model and asymmetric jumps

Fangsheng Yin, Yang Bian, Tianyi Wang · Journal of Futures Markets · 2020 · 18 citations

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Directly pricing VIX futures: the role of dynamic volatility and jump intensity

Tianyi Wang, Sicong Cheng, Fangsheng Yin et al. · Applied Economics · 2022 · 15 citations

Overnight volatility, realized volatility, and option pricing

Tianyi Wang, Sicong Cheng, Fangsheng Yin et al. · Journal of Futures Markets · 2022 · 10 citations

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