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Impact of network investor sentiment and news arrival on jumps
Liu, Wenwen; Zhang, Chang; Qiao, Gaoxiu; Xu, Lei - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013538989
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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
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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
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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