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 0 3 11 18 26 37 98
Realized GARCH, CBOE VIX, and the Volatility Risk Premium 1 2 2 73 3 10 16 49
Total Working Papers 1 2 5 84 21 36 53 147

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 2 4 39
China's macroeconomic stability – an empirical study based on survey data 0 0 0 1 0 1 1 2
Directly pricing VIX futures: the role of dynamic volatility and jump intensity 0 1 1 5 1 4 9 20
Do VIX futures contribute to the valuation of VIX options? 0 0 4 15 0 2 7 36
Do realized higher moments have information content? - VaR forecasting based on the realized GARCH-RSRK model 1 1 1 6 4 5 7 28
Does measurement error matter in volatility forecasting? Empirical evidence from the Chinese stock market 0 0 1 12 3 5 10 57
Factor-timing in the Chinese factor zoo: The role of economic policy uncertainty 0 0 2 12 0 0 4 31
Impact of exchange rate regime reform on asset returns in China 0 0 0 18 0 1 2 62
Liquidation, leverage and optimal margin in bitcoin futures markets 0 1 1 4 19 23 32 57
Measuring investors’ risk aversion in China’s stock market 0 0 0 9 1 3 7 37
Modeling dynamic higher moments of crude oil futures 0 0 0 8 0 3 6 29
Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model 0 1 3 53 0 8 22 201
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach 0 0 0 5 0 0 2 36
Out‐of‐sample volatility prediction: A new mixed‐frequency approach 0 0 1 9 1 2 5 36
Overnight volatility, realized volatility, and option pricing 0 2 7 46 1 4 16 99
Price Volatility Forecast for Agricultural Commodity Futures： The Role of High Frequency Data 0 0 1 180 0 1 4 499
Pricing VIX futures: A framework with random level shifts 0 2 2 10 3 7 12 28
Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model 0 0 0 17 0 5 9 71
Revisiting the risk-return relation in the Chinese stock market: Decomposition of risk premium and volatility feedback effect 0 0 0 1 2 6 10 23
The Impact of Privatization on TFP: a Quasi-Experiment in China 0 0 1 24 2 3 5 118
The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective 0 0 3 268 3 5 11 1,251
The effects of economic uncertainty on financial volatility: A comprehensive investigation 1 1 1 6 3 6 14 32
VIX term structure and VIX futures pricing with realized volatility 1 1 5 19 6 6 11 60
Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options 0 0 0 15 0 2 3 41
Total Journal Articles 3 10 34 758 49 104 213 2,893

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Statistics updated 2026-01-09