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 1 8 1 2 9 62
Realized GARCH, CBOE VIX, and the Volatility Risk Premium 0 0 1 71 0 3 9 35
Total Working Papers 0 0 2 79 1 5 18 97

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 1 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 1 2 2 12
Do VIX futures contribute to the valuation of VIX options? 0 1 3 12 0 1 7 30
Do realized higher moments have information content? - VaR forecasting based on the realized GARCH-RSRK model 0 0 2 5 0 0 7 21
Does measurement error matter in volatility forecasting? Empirical evidence from the Chinese stock market 0 0 1 11 0 1 4 48
Factor-timing in the Chinese factor zoo: The role of economic policy uncertainty 0 0 3 10 0 2 13 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 2 3 1 3 7 27
Measuring investors’ risk aversion in China’s stock market 0 0 1 9 1 1 5 31
Modeling dynamic higher moments of crude oil futures 0 0 0 8 1 2 2 25
Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model 0 0 1 50 1 3 7 182
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach 0 0 0 5 0 0 1 34
Out‐of‐sample volatility prediction: A new mixed‐frequency approach 0 0 0 8 1 1 1 32
Overnight volatility, realized volatility, and option pricing 1 3 13 42 3 5 30 88
Price Volatility Forecast for Agricultural Commodity Futures： The Role of High Frequency Data 0 1 2 180 0 2 4 496
Pricing VIX futures: A framework with random level shifts 0 0 4 8 0 0 7 16
Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model 0 0 2 17 0 0 2 62
Revisiting the risk-return relation in the Chinese stock market: Decomposition of risk premium and volatility feedback effect 0 0 0 1 2 3 4 16
The Impact of Privatization on TFP: a Quasi-Experiment in China 0 0 2 23 0 2 5 114
The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective 0 0 0 265 0 1 3 1,240
The effects of economic uncertainty on financial volatility: A comprehensive investigation 0 0 4 5 1 2 16 20
VIX term structure and VIX futures pricing with realized volatility 0 1 2 15 0 2 6 50
Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options 0 0 0 15 1 2 4 39
Total Journal Articles 1 6 42 730 14 36 138 2,707

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Statistics updated 2025-03-03