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 2 11 13 32 67 130
Realized GARCH, CBOE VIX, and the Volatility Risk Premium 0 0 2 73 8 16 30 65
Total Working Papers 0 0 4 84 21 48 97 195

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 5 8 44
China's macroeconomic stability – an empirical study based on survey data 0 0 0 1 1 2 3 4
Directly pricing VIX futures: the role of dynamic volatility and jump intensity 0 0 1 5 0 2 10 22
Do VIX futures contribute to the valuation of VIX options? 0 0 3 15 1 2 8 38
Do realized higher moments have information content? - VaR forecasting based on the realized GARCH-RSRK model 0 0 1 6 0 5 12 33
Does measurement error matter in volatility forecasting? Empirical evidence from the Chinese stock market 0 0 1 12 1 2 11 59
Factor-timing in the Chinese factor zoo: The role of economic policy uncertainty 0 0 2 12 1 3 7 34
Impact of exchange rate regime reform on asset returns in China 0 0 0 18 0 3 5 65
Liquidation, leverage and optimal margin in bitcoin futures markets 0 1 2 5 6 21 51 78
Measuring investors’ risk aversion in China’s stock market 0 0 0 9 0 5 10 42
Modeling dynamic higher moments of crude oil futures 0 0 0 8 0 2 6 31
Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model 0 0 3 53 0 4 21 205
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach 0 0 0 5 0 3 4 39
Out‐of‐sample volatility prediction: A new mixed‐frequency approach 0 0 1 9 0 6 10 42
Overnight volatility, realized volatility, and option pricing 0 0 4 46 1 17 27 116
Price Volatility Forecast for Agricultural Commodity Futures： The Role of High Frequency Data 0 0 0 180 3 7 10 506
Pricing VIX futures: A framework with random level shifts 0 0 2 10 2 4 15 32
Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model 0 0 0 17 1 5 12 76
Revisiting the risk-return relation in the Chinese stock market: Decomposition of risk premium and volatility feedback effect 0 0 0 1 0 6 13 29
The Impact of Privatization on TFP: a Quasi-Experiment in China 0 0 1 24 0 8 12 126
The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective 0 0 3 268 2 17 28 1,268
The effects of economic uncertainty on financial volatility: A comprehensive investigation 0 1 2 7 3 6 17 38
VIX term structure and VIX futures pricing with realized volatility 0 0 4 19 1 8 18 68
Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options 0 0 0 15 1 6 8 47
Total Journal Articles 0 2 30 760 25 149 326 3,042

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Statistics updated 2026-04-09