Tianyi Wang

Tianyi Wang

University of International Business & Economics - Beijing / China
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4478476
对外经济贸易大学
person_outline Tianyi Wang's MOST POPULAR ARTICLES
1-) The relationship between volatility and trading volume in the Chinese stock market: a volatility decomposition perspective Annals of economics and finance 13 (1), 211-236, 2012
2-) Pricing the CBOE VIX futures with the Heston–Nandi GARCH model Journal of Futures Markets 37 (7), 641-659, 2017
3-) Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model Economic Modelling 52, 812-821, 2016
4-) Option pricing with the realized GARCH model: An analytical approximation approach Journal of Futures Markets 37 (4), 328-358, 2017
5-) VIX Term Structure and VIX Futures Pricing with Realized Volatility Journal of Futures Markets 39 (1), 72-93, 2019