Tianyi Wang - Concepedia

Author

Tianyi Wang

Also Known As

Tianyi Wang

Publications

Citations

H-Index

Concepts

All Affiliations

Tianyi Wang is an author at University of International Business and Economics specializing in finance, volatility modeling, and financial economics.

#	Concept	H-Index	Publications	Citations
1	Business	3	3	76
2	Finance	3	3	76
3	Engineering	2	2	62
4	Management	1	1	14
5	Economics	1	1	14

Tianyi Wang

Publications

Citations

H-Index

Page 1

	Year	Citations
VIX term structure and VIX futures pricing with realized volatility Zhuo Huang, Chen Tong, Tianyi Wang Journal of Futures Markets Option PricingVolatility ModelingFinancial EconomicsAsset PricingMultivariate Stochastic Volatility	2018	44
A short cut: Directly pricing VIX futures with discrete‐time long memory model and asymmetric jumps Fangsheng Yin, Yang Bian, Tianyi Wang Journal of Futures Markets Volatility ModelingEngineeringShort CutAsymmetric JumpsRich Framework	2020	18
The effects of economic uncertainty on financial volatility: A comprehensive investigation Chen Tong, Zhuo Huang, Tianyi Wang, Journal of Empirical Finance Empirical FinanceVolatility ModelingEconomicsFinancial EconomicsAsset Pricing	2023	14
Overnight volatility, realized volatility, and option pricing Tianyi Wang, Sicong Cheng, Fangsheng Yin, Journal of Futures Markets	2022	10

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