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 9 37 55 117
Realized GARCH, CBOE VIX, and the Volatility Risk Premium 0 1 2 73 6 11 22 57
Total Working Papers 0 1 5 84 15 48 77 174

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 4 7 43
China's macroeconomic stability – an empirical study based on survey data 0 0 0 1 0 1 2 3
Directly pricing VIX futures: the role of dynamic volatility and jump intensity 0 0 1 5 0 3 10 22
Do VIX futures contribute to the valuation of VIX options? 0 0 3 15 0 1 7 37
Do realized higher moments have information content? - VaR forecasting based on the realized GARCH-RSRK model 0 1 1 6 0 9 12 33
Does measurement error matter in volatility forecasting? Empirical evidence from the Chinese stock market 0 0 1 12 0 4 10 58
Factor-timing in the Chinese factor zoo: The role of economic policy uncertainty 0 0 2 12 1 2 6 33
Impact of exchange rate regime reform on asset returns in China 0 0 0 18 1 3 5 65
Liquidation, leverage and optimal margin in bitcoin futures markets 0 1 2 5 5 34 45 72
Measuring investors’ risk aversion in China’s stock market 0 0 0 9 0 6 11 42
Modeling dynamic higher moments of crude oil futures 0 0 0 8 1 2 6 31
Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model 0 0 3 53 1 4 23 205
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach 0 0 0 5 0 3 5 39
Out‐of‐sample volatility prediction: A new mixed‐frequency approach 0 0 1 9 0 7 10 42
Overnight volatility, realized volatility, and option pricing 0 0 4 46 6 17 27 115
Price Volatility Forecast for Agricultural Commodity Futures： The Role of High Frequency Data 0 0 0 180 1 4 7 503
Pricing VIX futures: A framework with random level shifts 0 0 2 10 1 5 14 30
Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model 0 0 0 17 1 4 13 75
Revisiting the risk-return relation in the Chinese stock market: Decomposition of risk premium and volatility feedback effect 0 0 0 1 0 8 13 29
The Impact of Privatization on TFP: a Quasi-Experiment in China 0 0 1 24 3 10 12 126
The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective 0 0 3 268 2 18 26 1,266
The effects of economic uncertainty on financial volatility: A comprehensive investigation 1 2 2 7 1 6 15 35
VIX term structure and VIX futures pricing with realized volatility 0 1 4 19 3 13 17 67
Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options 0 0 0 15 2 5 7 46
Total Journal Articles 1 5 30 760 30 173 310 3,017

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Statistics updated 2026-03-04