Gaoxiu Qiao

Gaoxiu Qiao

Southwest Jiaotong University - Chengdu / China
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4571008
西南交通大学
person_outline Gaoxiu Qiao's MOST POPULAR ARTICLES
1-) VIX forecasting and variance risk premium: A new GARCH approachQ Liu, S Guo, G QiaoThe North American Journal of Economics and Finance 34, 314-322, 2015322015
2-) VIX forecasting based on GARCH-type model with observable dynamic jumps: A new perspectiveG Qiao, J Yang, W LiThe North American Journal of Economics and Finance 53, 101186, 2020302020
3-) Oil price volatility forecasting: Threshold effect from stock market volatilityY Chen, G Qiao, F ZhangTechnological Forecasting and Social Change 180, 121704, 2022292022
4-) Improving volatility forecasting based on Chinese volatility index information: Evidence from CSI 300 index and futures marketsG Qiao, Y Teng, W Li, W LiuThe North American Journal of Economics and Finance 49, 133-151, 2019322019
5-) Liquidity and realized range-based volatility forecasting: evidence from ChinaY Xu, D Huang, F Ma, G QiaoPhysica A: Statistical Mechanics and its Applications 525, 1102-1113, 2019182019