Wang, Tianyi Publications The approximation bias of Gram-Charlier Expansion in dynamic higher moments modelling Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach The impact of privatization on TFP: A quasi-experiment in China Revisiting the risk-return relation in the Chinese stock market: Decomposition of risk premium and volatility feedback effect Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model People | 11 June 2017 FacebookLinked in
