Access Statistics for Tianyi Wang

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Does measurement error matter in volatility forecasting? Empirical evidence from the Chinese stock market 0 2 3 3 1 9 10 10
Impact of exchange rate regime reform on asset returns in China 0 0 0 18 0 2 5 57
Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model 0 0 4 44 1 4 18 141
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach 0 0 1 3 0 1 9 22
Out‐of‐sample volatility prediction: A new mixed‐frequency approach 0 1 1 1 0 1 4 4
Price Volatility Forecast for Agricultural Commodity Futures: The Role of High Frequency Data 0 0 0 166 1 1 7 452
Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model 0 0 1 9 1 1 4 31
The Impact of Privatization on TFP: a Quasi-Experiment in China 0 0 4 14 2 4 23 64
The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective 0 0 7 254 1 2 22 1,199
VIX term structure and VIX futures pricing with realized volatility 0 1 2 5 0 2 7 18
Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options 1 3 4 4 2 6 11 11
Total Journal Articles 1 7 27 521 9 33 120 2,009


Statistics updated 2020-09-04