Gaoxiu Qiao - Concepedia

Author

Gaoxiu Qiao

Southwest Jiaotong University ORCID

Also Known As

Gaoxiu Qiao

Publications

313

Citations

H-Index

Concepts

All Affiliations

Southwest Jiaotong University Xihua University Oklahoma State University

About

Gaoxiu Qiao is an author at Southwest Jiaotong University specializing in asset pricing, volatility modeling, and business.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	7	7	203
2	Asset Pricing	7	7	203
3	Finance	6	6	165
4	Engineering	5	5	175
5	Systems Engineering	1	1	38

Gaoxiu Qiao

Publications

224

Citations

H-Index

Page 1

	Year	Citations
Oil price volatility forecasting: Threshold effect from stock market volatility Yan Chen, Gaoxiu Qiao, Feipeng Zhang Technological Forecasting and Social Change Volatility ModelingMultivariate Stochastic VolatilityFinancial EconomicsAsset PricingEngineering	2022	58
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 Vix ForecastingVolatility ModelingForecasting MethodologyEngineeringAsset Pricing	2020	38
Improving volatility forecasting based on Chinese volatility index information: Evidence from CSI 300 index and futures markets Gaoxiu Qiao, Yuxin Teng, Weiping Li, The North American Journal of Economics and Finance Volatility ModelingMultivariate Stochastic VolatilityFinancial EconomicsAsset PricingEngineering	2019	33
VIX forecasting and variance risk premium: A new GARCH approach Qiang Liu, Shuxin Guo, Gaoxiu Qiao The North American Journal of Economics and Finance Vix ForecastingVolatility ModelingEngineeringAsset PricingQuantitative Finance	2015	29
Liquidity and realized range-based volatility forecasting: Evidence from China Yanyan Xu, Dengshi Huang, Feng Ma, Physica A Statistical Mechanics and its Applications Volatility ModelingFinancial EconomicsAsset PricingLiquidityBusiness	2019	17
VIX term structure forecasting: New evidence based on the realized semi-variances Gaoxiu Qiao, Gongyue Jiang, Jiyu Yang International Review of Financial Analysis Forecasting MethodologyVolatility ModelingEconomic ForecastingEngineeringAsset Pricing	2022	17
The heterogeneous impact of liquidity on volatility in Chinese stock index futures market Yanyan Xu, Dengshi Huang, Feng Ma, Physica A Statistical Mechanics and its Applications Volatility ModelingFinancial EconomicsAsset PricingMarket TrendLiquidity	2018	11
Impact of network investor sentiment and news arrival on jumps Wenwen Liu, Chang Zhang, Gaoxiu Qiao, The North American Journal of Economics and Finance	2022	11
The cross-market dynamic effects of liquidity on volatility: evidence from Chinese stock index and futures markets Gaoxiu Qiao, Yuxin Teng, Yanyan Xu, Applied Economics	2019	10

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