王天轶｜湖南大学｜学者主页

2026

Global Currency Volatility Risk and Currency Return Predictability

Zhiyong Li, Fang Qiao, Tianyi Wang

Journal of Empirical Finance

DOI

2023

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

Chen Tong, Zhuo Huang, Tianyi Wang, Cong Zhang

Journal Of Empirical Finance，Vol. 73

DOI

2023

Factor-timing in the Chinese factor zoo: The role of economic policy uncertainty

Zhiyong Li, Yifan Wan, Tianyi Wang, Mei Yu

Journal Of International Financial Markets Institutions & Money，Vol. 85

DOI

2023

Pricing VIX futures: A framework with random level shifts

Xiaoyi Chen, JianFen Feng, Tianyi Wang

Finance Research Letters，Vol. 52

DOI

2023

Arbitrage Opportunities and Efficiency Tests in Crypto Options

C. Alexander, X. Chen, Jun Deng, Tianyi Wang

Social Science Research Network

DOI

2022

Do VIX futures contribute to the valuation of VIX options?

Chen Tong, Zhuo Huang, Tianyi Wang

Journal Of Futures Markets，Vol. 420, No. 90

DOI

2022

Overnight volatility, realized volatility, and option pricing

Tianyi Wang, Sicong Cheng, Fangsheng Yin, Mei Yu

Journal Of Futures Markets，Vol. 420, No. 70

DOI

2022

Directly pricing VIX futures: the role of dynamic volatility and jump intensity

Tianyi Wang, Sicong Cheng, Fangsheng Yin, Mei Yu

Applied Economics，Vol. 540, No. 32

DOI

2021

Measuring investors' risk aversion in China's stock market

Timothy Yang Bian, Tianyi Wang, Zipeng Zhou

Finance Research Letters，Vol. 42

DOI

2021

Liquidation, leverage and optimal margin in bitcoin futures markets

Zhiyong Cheng, Jun Deng, Tianyi Wang, Mei Yu

Applied Economics，Vol. 530, No. 47

DOI

2021

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，Vol. 410, No. 40

DOI

2020

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

Yajing Wang, Fang Liang, Tianyi Wang, Zhuo Huang

Economic Modelling，Vol. 87

DOI

2020

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

Zhuo Huang, Chen Tong, Tianyi Wang

Applied Economics，Vol. 520, No. 17

DOI

2019

Out-of-sample volatility prediction: A new mixed-frequency approach

Yaojie Zhang, Feng Ma, Tianyi Wang, Li Liu

Journal Of Forecasting，Vol. 380, No. 7

DOI

2015

宏观经济条件下的一个资产定价模型

明雷，王天轶，杨胜刚

《数学的实践与认识》

2013

国际股权市场非对称相关性的实证检验

王天轶

《金融经济》

王天轶

精选作品

期刊论文

Global Currency Volatility Risk and Currency Return Predictability

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

Factor-timing in the Chinese factor zoo: The role of economic policy uncertainty

Pricing VIX futures: A framework with random level shifts

Arbitrage Opportunities and Efficiency Tests in Crypto Options

Do VIX futures contribute to the valuation of VIX options?

Overnight volatility, realized volatility, and option pricing

Directly pricing VIX futures: the role of dynamic volatility and jump intensity

Measuring investors' risk aversion in China's stock market

Liquidation, leverage and optimal margin in bitcoin futures markets

A short cut: Directly pricing VIX futures with discrete-time long memory model and asymmetric jumps

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

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

Out-of-sample volatility prediction: A new mixed-frequency approach

宏观经济条件下的一个资产定价模型

国际股权市场非对称相关性的实证检验

研究方向