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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~person:"Qiao, Gaoxiu"
~subject:"Forecasting model"
~subject:"Risikomaß"
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Forecasting model
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Qiao, Gaoxiu
Gupta, Rangan
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The North American journal of economics and finance : a journal of financial economics studies
Applied economics letters
2
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International review of financial analysis
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Technological forecasting & social change : an international journal
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VIX forecasting and variance risk premium : a new GARCH approach
Liu, Qiang
;
Guo, Shuxin
;
Qiao, Gaoxiu
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 314-322
Persistent link: https://www.econbiz.de/10011540131
Saved in:
2
VIX forecasting based on GARCH-type model with observable dynamic jumps : a new perspective
Qiao, Gaoxiu
;
Yang, Jiyu
;
Li, Weiping
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012632195
Saved in:
3
Improving volatility forecasting based on Chinese volatility index information : evidence from CSI 300 index and futures markets
Qiao, Gaoxiu
;
Teng, Yuxin
;
Li, Weiping
;
Liu, Wenwen
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 133-151
Persistent link: https://www.econbiz.de/10012269160
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