Gaoxiu Qiao

Oil price volatility forecasting: Threshold effect from stock market volatility

Yan Chen, Gaoxiu Qiao, Feipeng Zhang · Technological Forecasting and Social Change · 2022 · 58 citations

Volatility Modeling, Multivariate Stochastic Volatility, Financial Economics +10

VIX forecasting based on GARCH-type model with observable dynamic jumps: A new perspective

Gaoxiu Qiao, Jiyu Yang, Weiping Li · The North American Journal of Economics and Finance · 2020 · 38 citations

Vix Forecasting, Volatility Modeling, Forecasting Methodology +11

Improving volatility forecasting based on Chinese volatility index information: Evidence from CSI 300 index and futures markets

Gaoxiu Qiao, Yuxin Teng, Weiping Li et al. · The North American Journal of Economics and Finance · 2019 · 33 citations

Volatility Modeling, Multivariate Stochastic Volatility, Financial Economics +13

VIX forecasting and variance risk premium: A new GARCH approach

Qiang Liu, Shuxin Guo, Gaoxiu Qiao · The North American Journal of Economics and Finance · 2015 · 29 citations

Vix Forecasting, Volatility Modeling, Engineering +8

Liquidity and realized range-based volatility forecasting: Evidence from China

Yanyan Xu, Dengshi Huang, Feng Ma et al. · Physica A Statistical Mechanics and its Applications · 2019 · 17 citations

Volatility Modeling, Financial Economics, Asset Pricing +5