Concepedia

Tianyi Wang

TW

Statistics

Publications

4

Citations

86

H-Index

4

Active since

2018

Affiliations

University of International Business and Economics(Current)

Peking University

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

ORCID

Top concepts

Publications per year

2018–2023

4

Publications

4

VIX term structure and VIX futures pricing with realized volatility

Zhuo Huang, Chen Tong, Tianyi Wang · Journal of Futures Markets · 2018 · 44 citations

, , +13

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 · 2020 · 18 citations

, , +18

The effects of economic uncertainty on financial volatility: A comprehensive investigation

Chen Tong, Zhuo Huang, Tianyi Wang et al. · Journal of Empirical Finance · 2023 · 14 citations

, , +11

Overnight volatility, realized volatility, and option pricing

Tianyi Wang, Sicong Cheng, Fangsheng Yin et al. · Journal of Futures Markets · 2022 · 10 citations

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