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 1 12 5 15 93 165
Realized GARCH, CBOE VIX, and the Volatility Risk Premium 0 0 2 73 0 4 41 80
Total Working Papers 0 1 3 85 5 19 134 245

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 0 9 46
China's macroeconomic stability – an empirical study based on survey data 0 0 0 1 0 1 7 8
Directly pricing VIX futures: the role of dynamic volatility and jump intensity 0 0 1 5 0 2 12 28
Do VIX futures contribute to the valuation of VIX options? 0 0 0 15 0 0 7 41
Do realized higher moments have information content? - VaR forecasting based on the realized GARCH-RSRK model 0 2 3 8 0 2 16 39
Does measurement error matter in volatility forecasting? Empirical evidence from the Chinese stock market 0 0 0 12 2 4 13 65
Factor-timing in the Chinese factor zoo: The role of economic policy uncertainty 0 0 0 12 2 3 15 46
Impact of exchange rate regime reform on asset returns in China 0 0 0 18 0 0 6 67
Liquidation, leverage and optimal margin in bitcoin futures markets 0 1 4 7 0 8 67 101
Measuring investors’ risk aversion in China’s stock market 0 0 0 9 1 2 16 50
Modeling dynamic higher moments of crude oil futures 0 0 0 8 0 0 10 36
Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model 0 0 1 53 1 2 24 217
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach 0 0 1 6 0 0 5 41
Out‐of‐sample volatility prediction: A new mixed‐frequency approach 0 0 0 9 0 2 13 47
Overnight volatility, realized volatility, and option pricing 0 0 4 48 0 4 49 144
Price Volatility Forecast for Agricultural Commodity Futures： The Role of High Frequency Data 0 0 0 180 1 2 14 512
Pricing VIX futures: A framework with random level shifts 1 1 3 11 1 3 16 37
Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model 0 0 0 17 0 1 11 77
Revisiting the risk-return relation in the Chinese stock market: Decomposition of risk premium and volatility feedback effect 0 0 0 1 0 2 16 33
The Impact of Privatization on TFP: a Quasi-Experiment in China 0 0 0 24 1 5 22 137
The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective 0 0 1 269 0 3 33 1,279
The effects of economic uncertainty on financial volatility: A comprehensive investigation 0 1 3 8 0 2 16 42
VIX term structure and VIX futures pricing with realized volatility 1 1 4 22 1 4 23 77
Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options 0 0 0 15 0 2 12 51
Total Journal Articles 2 6 25 773 10 54 432 3,221

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Statistics updated 2026-10-11