Yiwen Shen

Papers

Dynamic Information Regimes in Financial Markets
Coauthor(s): Paul Glasserman, Harry Mamaysky, Yiwen Shen
More Information Download paper (PDF)


Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model
Coauthor(s): Tianyi Wang, Yiwen Shen, Yueting Jiang, Zhuo Huang
More Information Download paper (PDF)