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 2 3 11 2 8 14 71
Realized GARCH, CBOE VIX, and the Volatility Risk Premium 0 0 0 71 0 2 6 37
Total Working Papers 0 2 3 82 2 10 20 108

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 2 37
China's macroeconomic stability – an empirical study based on survey data 0 0 0 1 0 0 0 1
Directly pricing VIX futures: the role of dynamic volatility and jump intensity 0 0 0 4 2 2 6 16
Do VIX futures contribute to the valuation of VIX options? 1 2 4 15 2 3 6 34
Do realized higher moments have information content? - VaR forecasting based on the realized GARCH-RSRK model 0 0 1 5 0 2 5 23
Does measurement error matter in volatility forecasting? Empirical evidence from the Chinese stock market 0 0 1 12 0 3 5 52
Factor-timing in the Chinese factor zoo: The role of economic policy uncertainty 1 1 2 11 1 2 8 30
Impact of exchange rate regime reform on asset returns in China 0 0 0 18 1 1 1 61
Liquidation, leverage and optimal margin in bitcoin futures markets 0 0 1 3 4 6 12 33
Measuring investors’ risk aversion in China’s stock market 0 0 0 9 0 0 3 33
Modeling dynamic higher moments of crude oil futures 0 0 0 8 0 0 3 26
Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model 1 1 1 51 2 6 12 191
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach 0 0 0 5 0 0 3 36
Out‐of‐sample volatility prediction: A new mixed‐frequency approach 0 0 1 9 0 1 3 34
Overnight volatility, realized volatility, and option pricing 1 1 7 44 1 1 18 93
Price Volatility Forecast for Agricultural Commodity Futures： The Role of High Frequency Data 0 0 1 180 1 1 4 498
Pricing VIX futures: A framework with random level shifts 0 0 1 8 1 2 4 19
Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model 0 0 0 17 0 2 4 66
Revisiting the risk-return relation in the Chinese stock market: Decomposition of risk premium and volatility feedback effect 0 0 0 1 0 0 4 17
The Impact of Privatization on TFP: a Quasi-Experiment in China 0 0 1 24 0 0 4 115
The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective 0 2 3 268 1 4 8 1,245
The effects of economic uncertainty on financial volatility: A comprehensive investigation 0 0 1 5 0 1 10 24
VIX term structure and VIX futures pricing with realized volatility 1 3 4 18 1 4 6 54
Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options 0 0 0 15 0 0 2 39
Total Journal Articles 5 10 29 746 17 41 133 2,777

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Statistics updated 2025-09-05