Access Statistics for Tianyi Wang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Liquidation, Leverage and Optimal Margin in Bitcoin Futures Markets 0 1 2 9 0 2 10 63
Realized GARCH, CBOE VIX, and the Volatility Risk Premium 0 0 1 71 0 0 7 35
Total Working Papers 0 1 3 80 0 2 17 98

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A short cut: Directly pricing VIX futures with discrete‐time long memory model and asymmetric jumps 0 0 0 15 0 1 1 36
China's macroeconomic stability – an empirical study based on survey data 0 0 0 1 0 0 0 1
Directly pricing VIX futures: the role of dynamic volatility and jump intensity 0 0 0 4 0 1 2 12
Do VIX futures contribute to the valuation of VIX options? 1 1 3 13 1 1 6 31
Do realized higher moments have information content? - VaR forecasting based on the realized GARCH-RSRK model 0 0 2 5 0 0 5 21
Does measurement error matter in volatility forecasting? Empirical evidence from the Chinese stock market 1 1 2 12 1 1 5 49
Factor-timing in the Chinese factor zoo: The role of economic policy uncertainty 0 0 3 10 0 0 9 27
Impact of exchange rate regime reform on asset returns in China 0 0 0 18 0 0 0 60
Liquidation, leverage and optimal margin in bitcoin futures markets 0 0 1 3 0 1 6 27
Measuring investors’ risk aversion in China’s stock market 0 0 1 9 1 3 5 33
Modeling dynamic higher moments of crude oil futures 0 0 0 8 1 2 3 26
Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model 0 0 0 50 1 4 9 185
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach 0 0 0 5 0 1 2 35
Out‐of‐sample volatility prediction: A new mixed‐frequency approach 1 1 1 9 1 2 2 33
Overnight volatility, realized volatility, and option pricing 1 2 13 43 2 6 31 91
Price Volatility Forecast for Agricultural Commodity Futures： The Role of High Frequency Data 0 0 2 180 0 0 4 496
Pricing VIX futures: A framework with random level shifts 0 0 4 8 0 1 7 17
Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model 0 0 2 17 0 2 4 64
Revisiting the risk-return relation in the Chinese stock market: Decomposition of risk premium and volatility feedback effect 0 0 0 1 1 3 4 17
The Impact of Privatization on TFP: a Quasi-Experiment in China 1 1 3 24 1 1 6 115
The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective 1 1 1 266 1 1 4 1,241
The effects of economic uncertainty on financial volatility: A comprehensive investigation 0 0 3 5 0 2 15 21
VIX term structure and VIX futures pricing with realized volatility 0 0 2 15 0 0 4 50
Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options 0 0 0 15 0 1 4 39
Total Journal Articles 6 7 43 736 11 34 138 2,727

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Statistics updated 2025-05-12