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 3 25 70 133
Realized GARCH, CBOE VIX, and the Volatility Risk Premium 0 0 2 73 8 22 38 73
Total Working Papers 0 0 4 84 11 47 108 206

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 2 4 10 46
China's macroeconomic stability – an empirical study based on survey data 0 0 0 1 1 2 4 5
Directly pricing VIX futures: the role of dynamic volatility and jump intensity 0 0 1 5 3 3 13 25
Do VIX futures contribute to the valuation of VIX options? 0 0 2 15 3 4 10 41
Do realized higher moments have information content? - VaR forecasting based on the realized GARCH-RSRK model 0 0 1 6 3 3 15 36
Does measurement error matter in volatility forecasting? Empirical evidence from the Chinese stock market 0 0 0 12 1 2 11 60
Factor-timing in the Chinese factor zoo: The role of economic policy uncertainty 0 0 2 12 7 9 14 41
Impact of exchange rate regime reform on asset returns in China 0 0 0 18 2 3 7 67
Liquidation, leverage and optimal margin in bitcoin futures markets 0 0 2 5 8 19 59 86
Measuring investors’ risk aversion in China’s stock market 0 0 0 9 4 4 13 46
Modeling dynamic higher moments of crude oil futures 0 0 0 8 5 6 10 36
Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model 0 0 3 53 8 9 28 213
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach 0 0 0 5 1 1 5 40
Out‐of‐sample volatility prediction: A new mixed‐frequency approach 0 0 0 9 3 3 12 45
Overnight volatility, realized volatility, and option pricing 1 1 4 47 13 20 38 129
Price Volatility Forecast for Agricultural Commodity Futures： The Role of High Frequency Data 0 0 0 180 0 4 10 506
Pricing VIX futures: A framework with random level shifts 0 0 2 10 2 5 17 34
Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model 0 0 0 17 0 2 12 76
Revisiting the risk-return relation in the Chinese stock market: Decomposition of risk premium and volatility feedback effect 0 0 0 1 1 1 13 30
The Impact of Privatization on TFP: a Quasi-Experiment in China 0 0 0 24 6 9 17 132
The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective 1 1 3 269 5 9 32 1,273
The effects of economic uncertainty on financial volatility: A comprehensive investigation 0 1 2 7 2 6 19 40
VIX term structure and VIX futures pricing with realized volatility 0 0 4 19 1 5 19 69
Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options 0 0 0 15 0 3 8 47
Total Journal Articles 2 3 26 762 81 136 396 3,123

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Statistics updated 2026-05-06