Tianyi Wang
University of International Business and Economics
H-index: 10
Asia-China
Top articles of Tianyi Wang
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Factor-timing in the Chinese factor zoo: The role of economic policy uncertainty | Journal of International Financial Markets, Institutions and Money | Zhiyong Li Yifan Wan Tianyi Wang Mei Yu | 2023/6/1 |
White Paper: Volatility Index via Inverse Bitcoin and Ethereum Options | Jun Deng Tianyi Wang | 2023/5/3 | |
The effects of economic uncertainty on financial volatility: A comprehensive investigation | Journal of Empirical Finance | Chen Tong Zhuo Huang Tianyi Wang Cong Zhang | 2023/9/1 |
Arbitrage Opportunities and Efficiency Tests in Crypto Options | Available at SSRN 4495548 | Carol Alexander Xi Chen Jun Deng Tianyi Wang | 2023/6/29 |
Overnight volatility, realized volatility, and option pricing | Journal of Futures Markets | Tianyi Wang Sicong Cheng Fangsheng Yin Mei Yu | 2022/7 |
Do realized higher moments have information content?-VaR forecasting based on the realized GARCH-RSRK model | Economic Modelling | Tianyi Wang Fang Liang Zhuo Huang Hong Yan | 2022/4/1 |
Realized GARCH, CBOE VIX, and the Volatility Risk Premium | Journal of Financial Econometrics | Peter Reinhard Hansen Zhuo Huang Chen Tong Tianyi Wang | 2022/9/22 |
Do VIX futures contribute to the valuation of VIX options? | Journal of Futures Markets | Chen Tong Zhuo Huang Tianyi Wang | 2022/9 |
Directly pricing VIX futures: the role of dynamic volatility and jump intensity | Applied Economics | Tianyi Wang Sicong Cheng Fangsheng Yin Mei Yu | 2022/7/9 |
A short cut: Directly pricing VIX futures with discrete-time long memory model and asymmetric jumps | Journal of Futures Markets | Tianyi Wang* Fangsheng Yin Yang Bian | 2021 |
Liquidation, leverage and optimal margin in bitcoin futures markets | Applied Economics | Zhiyong Cheng Jun Deng Tianyi Wang Mei Yu | 2021/10/8 |
Measuring investors’ risk aversion in China’s stock market | Finance Research Letters | Timothy Yang Bian Tianyi Wang Zipeng Zhou | 2021/10/1 |
Modeling dynamic higher moments of crude oil futures | Finance Research Letters | Zhuo Huang Fang Liang Tianyi Wang Chao Li | 2021/3/1 |
Does measurement error matter in volatility forecasting? Empirical evidence from the Chinese stock market | Economic Modelling | Yajing Wang Fang Liang Tianyi Wang Zhuo Huang | 2020/5/1 |
Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options | Applied Economics | Zhuo Huang Chen Tong Tianyi Wang | 2020/4/8 |
