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 10 35 47 108
Realized GARCH, CBOE VIX, and the Volatility Risk Premium 0 2 2 73 2 9 16 51
Total Working Papers 0 2 5 84 12 44 63 159

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 3 3 7 42
China's macroeconomic stability – an empirical study based on survey data 0 0 0 1 1 1 2 3
Directly pricing VIX futures: the role of dynamic volatility and jump intensity 0 0 1 5 2 4 11 22
Do VIX futures contribute to the valuation of VIX options? 0 0 3 15 1 2 7 37
Do realized higher moments have information content? - VaR forecasting based on the realized GARCH-RSRK model 0 1 1 6 5 10 12 33
Does measurement error matter in volatility forecasting? Empirical evidence from the Chinese stock market 0 0 1 12 1 5 10 58
Factor-timing in the Chinese factor zoo: The role of economic policy uncertainty 0 0 2 12 1 1 5 32
Impact of exchange rate regime reform on asset returns in China 0 0 0 18 2 2 4 64
Liquidation, leverage and optimal margin in bitcoin futures markets 1 2 2 5 10 32 41 67
Measuring investors’ risk aversion in China’s stock market 0 0 0 9 5 8 12 42
Modeling dynamic higher moments of crude oil futures 0 0 0 8 1 4 6 30
Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model 0 1 3 53 3 7 23 204
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach 0 0 0 5 3 3 5 39
Out‐of‐sample volatility prediction: A new mixed‐frequency approach 0 0 1 9 6 7 11 42
Overnight volatility, realized volatility, and option pricing 0 1 5 46 10 12 24 109
Price Volatility Forecast for Agricultural Commodity Futures： The Role of High Frequency Data 0 0 0 180 3 4 6 502
Pricing VIX futures: A framework with random level shifts 0 1 2 10 1 5 13 29
Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model 0 0 0 17 3 3 12 74
Revisiting the risk-return relation in the Chinese stock market: Decomposition of risk premium and volatility feedback effect 0 0 0 1 6 10 15 29
The Impact of Privatization on TFP: a Quasi-Experiment in China 0 0 1 24 5 7 9 123
The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective 0 0 3 268 13 18 24 1,264
The effects of economic uncertainty on financial volatility: A comprehensive investigation 0 1 1 6 2 6 15 34
VIX term structure and VIX futures pricing with realized volatility 0 1 4 19 4 10 14 64
Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options 0 0 0 15 3 3 6 44
Total Journal Articles 1 8 30 759 94 167 294 2,987

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Statistics updated 2026-02-12