Access Statistics for Tianyi Wang

Author contact details at EconPapers.

Journal Article	File Downloads				Abstract Views
Journal Article	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	0	1	10	1	1	9	43
Impact of exchange rate regime reform on asset returns in China	0	0	0	18	0	0	1	59
Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model	0	1	1	49	0	2	10	169
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach	0	0	1	5	0	0	3	33
Out‐of‐sample volatility prediction: A new mixed‐frequency approach	0	0	2	6	2	5	10	27
Price Volatility Forecast for Agricultural Commodity Futures： The Role of High Frequency Data	0	0	2	178	1	1	8	489
Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model	0	1	2	15	0	5	10	59
The Impact of Privatization on TFP: a Quasi-Experiment in China	0	0	0	21	1	2	13	105
The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective	1	1	3	264	1	1	4	1,232
VIX term structure and VIX futures pricing with realized volatility	1	1	3	11	1	2	8	41
Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options	0	1	2	14	1	2	5	34
Total Journal Articles	2	5	17	591	8	21	81	2,291

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Statistics updated 2023-06-05