Access Statistics for Tianyi Wang

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Does measurement error matter in volatility forecasting? Empirical evidence from the Chinese stock market 0 0 4 4 0 2 13 13
Impact of exchange rate regime reform on asset returns in China 0 0 0 18 0 0 2 57
Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model 1 1 5 46 2 3 15 145
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach 0 0 1 3 0 4 10 26
Out‐of‐sample volatility prediction: A new mixed‐frequency approach 0 0 1 1 0 1 2 5
Price Volatility Forecast for Agricultural Commodity Futures: The Role of High Frequency Data 1 1 2 168 1 3 7 456
Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model 0 0 1 9 1 1 4 32
The Impact of Privatization on TFP: a Quasi-Experiment in China 0 0 1 14 2 5 21 71
The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective 1 1 6 255 5 7 18 1,206
VIX term structure and VIX futures pricing with realized volatility 1 1 2 6 2 2 8 22
Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options 0 0 4 4 1 3 14 14
Total Journal Articles 4 4 27 528 14 31 114 2,047


Statistics updated 2021-01-03