Qingfeng Liu

Qingfeng Liu

Otaru University of Commerce - Otaru / Japan
Economics & Econometrics / Economics
AD Scientific Index ID: 4360080
小樽商科大学
person_outline Qingfeng Liu's MOST POPULAR ARTICLES
1-) Heteroscedasticity‐Robust Cp Model AveragingQ Liu, R OkuiThe Econometrics Journal, 20131172013
2-) Generalized least squares model averagingQ Liu, R Okui, A YoshimuraEconometric Reviews 35 (8-10), 1692-1752, 2016392016
3-) Model Averaging for Nonlinear Regression ModelsY Feng, Q Liu, Q Yao, G ZhaoJournal of Business & Economic Statistics, 2021192021
4-) Model averaging estimation for conditional volatility models with an application to stock market volatility forecastQ Liu, Q Yao, G ZhaoJournal of Forecasting 39 (5), 841-863, 2020202020
5-) A modified GARCH model with spells of shocksQ Liu, K MorimuneAsia-Pacific Financial Markets 12, 29-44, 2005192005