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Shuyuan Qi

University of Reading (from arXiv:2010.08113, 2020) · ORCID · OpenAlex

5 papers in scope · 5 published · 1 on the econ.EM arXiv · 30 citations · h-index 3 (over the papers listed here)

Papers

Show only papers in our arXiv econ.EM corpus (1 of 5)

The compounding cost of price limits: A multi-period perspective on tail risk

published2026 · Finance research letters

with Xiaoman Su

Finance research letters

Limit-hitting exciting effects: Modeling jump dependencies in stock markets adhering to daily price-limit rules

published2024 · Journal of Banking & Finance · 6 citations

with Jian Chen

Journal of Banking & Finance

Measures of Model Risk for Continuous-Time Finance Models

published2024 · Journal of Financial Econometrics · 3 citations · first circulated 2020

with Emese Lazar, Radu Tunaru

Paper profile Journal of Financial Econometrics arXiv:2010.08113

An empirical investigation of multiperiod tail risk forecasting models

published2023 · International Review of Financial Analysis · 11 citations

with Ning Zhang, Xiaoman Su

International Review of Financial Analysis

Model risk in the over-the-counter market

published2021 · European Journal of Operational Research · 10 citations

with Emese Lazar

European Journal of Operational Research

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.