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Do VIX futures contribute to the valuation of VIX options?

Tong, Chen; Huang, Zhuo; Wang, Tianyi - In: The journal of futures markets 42 (2022) 9, pp. 1644-1664

Persistent link: https://www.econbiz.de/10013465803

The relationship between volatility and trading volume in the Chinese stock market : a volatility decomposition perspective

Wang, Tianyi; Huang, Zhou - In: Annals of economics and finance 13 (2012) 1, pp. 211-236

Persistent link: https://www.econbiz.de/10009558281

Impact of exchange rate regime reform on asset returns in China

Hua, Xiuping; Sun, Laixiang; Wang, Tianyi - In: The European journal of finance 21 (2015) 1/3, pp. 147-171

Persistent link: https://www.econbiz.de/10010519959

Modeling long memory volatility using realized measures of volatility : a realized HAR GARCH model

Huang, Zhuo; Liu, Hao; Wang, Tianyi - In: Economic modelling 52 (2016), pp. 812-821

Persistent link: https://www.econbiz.de/10011643050

Revisiting the risk-return relation in the Chinese stock market : decomposition of risk premium and volatility feedback effect

Liu, Hao; Shen, Shihan; Wang, Tianyi; Huang, Zhuo - In: China economic journal : the official journal of the … 9 (2016) 2, pp. 140-153

Persistent link: https://www.econbiz.de/10011585334

The Effects of Economic Uncertainty on Financial Volatility : A Comprehensive Investigation

Huang, Zhuo - 2019

We investigate the effects of economic uncertainty on the return volatility of financial assets, including equities, bonds, foreign exchange and commodities. We use several popular measures of economic uncertainty, and find the uncertainty displays significant but heterogeneous effect on...

Persistent link: https://www.econbiz.de/10012899352

Which volatility model for option valuation in China? : empirical evidence from SSE 50 ETF options

Huang, Zhuo; Tong, Chen; Wang, Tianyi - In: Applied economics 52 (2020) 17, pp. 1866-1880

Persistent link: https://www.econbiz.de/10012197620

Does measurement error matter in volatility forecasting? : empirical evidence from the Chinese stock market

Wang, Yajing; Liang, Fang; Wang, Tianyi; Huang, Zhuo - In: Economic modelling 87 (2020), pp. 148-157

Persistent link: https://www.econbiz.de/10012416413

Modeling dynamic higher moments of crude oil futures

Huang, Zhuo; Liang, Fang; Wang, Tianyi; Li, Chao - In: Finance research letters 39 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012805140

Overnight volatility, realized volatility, and option pricing

Wang, Tianyi; Cheng, Sicong; Yin, Fangsheng; Yu, Mei - In: The journal of futures markets 42 (2022) 7, pp. 1264-1283

Persistent link: https://www.econbiz.de/10013287956