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 1 4 13 73
Realized GARCH, CBOE VIX, and the Volatility Risk Premium 0 0 0 71 3 5 10 42
Total Working Papers 0 0 3 82 4 9 23 115

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 2 4 39
China's macroeconomic stability – an empirical study based on survey data 0 0 0 1 1 1 1 2
Directly pricing VIX futures: the role of dynamic volatility and jump intensity 1 1 1 5 2 4 8 18
Do VIX futures contribute to the valuation of VIX options? 0 1 4 15 1 3 7 35
Do realized higher moments have information content? - VaR forecasting based on the realized GARCH-RSRK model 0 0 1 5 0 0 3 23
Does measurement error matter in volatility forecasting? Empirical evidence from the Chinese stock market 0 0 1 12 1 1 6 53
Factor-timing in the Chinese factor zoo: The role of economic policy uncertainty 0 2 2 12 0 2 6 31
Impact of exchange rate regime reform on asset returns in China 0 0 0 18 1 2 2 62
Liquidation, leverage and optimal margin in bitcoin futures markets 0 0 1 3 1 6 13 35
Measuring investors’ risk aversion in China’s stock market 0 0 0 9 0 1 4 34
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 0 2 2 52 4 8 18 197
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach 0 0 0 5 0 0 2 36
Out‐of‐sample volatility prediction: A new mixed‐frequency approach 0 0 1 9 1 1 4 35
Overnight volatility, realized volatility, and option pricing 1 2 7 45 2 5 17 97
Price Volatility Forecast for Agricultural Commodity Futures： The Role of High Frequency Data 0 0 1 180 0 1 4 498
Pricing VIX futures: A framework with random level shifts 1 1 1 9 3 6 8 24
Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model 0 0 0 17 5 5 9 71
Revisiting the risk-return relation in the Chinese stock market: Decomposition of risk premium and volatility feedback effect 0 0 0 1 2 2 6 19
The Impact of Privatization on TFP: a Quasi-Experiment in China 0 0 1 24 1 1 4 116
The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective 0 0 3 268 0 2 8 1,246
The effects of economic uncertainty on financial volatility: A comprehensive investigation 0 0 0 5 2 4 10 28
VIX term structure and VIX futures pricing with realized volatility 0 1 4 18 0 1 6 54
Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options 0 0 0 15 2 2 4 41
Total Journal Articles 3 10 30 751 31 60 157 2,820

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Statistics updated 2025-11-08