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 1 11 7 20 85 150
Realized GARCH, CBOE VIX, and the Volatility Risk Premium 0 0 2 73 2 11 39 76
Total Working Papers 0 0 3 84 9 31 124 226

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 2 9 46
China's macroeconomic stability – an empirical study based on survey data 0 0 0 1 0 3 6 7
Directly pricing VIX futures: the role of dynamic volatility and jump intensity 0 0 1 5 0 4 12 26
Do VIX futures contribute to the valuation of VIX options? 0 0 1 15 0 3 9 41
Do realized higher moments have information content? - VaR forecasting based on the realized GARCH-RSRK model 0 0 1 6 1 4 14 37
Does measurement error matter in volatility forecasting? Empirical evidence from the Chinese stock market 0 0 0 12 1 2 11 61
Factor-timing in the Chinese factor zoo: The role of economic policy uncertainty 0 0 2 12 2 9 15 43
Impact of exchange rate regime reform on asset returns in China 0 0 0 18 0 2 7 67
Liquidation, leverage and optimal margin in bitcoin futures markets 0 1 3 6 2 15 65 93
Measuring investors’ risk aversion in China’s stock market 0 0 0 9 0 6 15 48
Modeling dynamic higher moments of crude oil futures 0 0 0 8 0 5 10 36
Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model 0 0 3 53 1 10 29 215
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach 0 1 1 6 0 2 5 41
Out‐of‐sample volatility prediction: A new mixed‐frequency approach 0 0 0 9 0 3 12 45
Overnight volatility, realized volatility, and option pricing 0 2 5 48 3 24 48 140
Price Volatility Forecast for Agricultural Commodity Futures： The Role of High Frequency Data 0 0 0 180 3 4 13 510
Pricing VIX futures: A framework with random level shifts 0 0 2 10 0 2 16 34
Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model 0 0 0 17 0 0 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 2 14 31
The Impact of Privatization on TFP: a Quasi-Experiment in China 0 0 0 24 0 6 17 132
The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective 0 1 2 269 0 8 33 1,276
The effects of economic uncertainty on financial volatility: A comprehensive investigation 0 0 2 7 0 2 16 40
VIX term structure and VIX futures pricing with realized volatility 0 2 6 21 0 5 22 73
Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options 0 0 0 15 2 2 10 49
Total Journal Articles 0 7 29 767 16 125 420 3,167

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10