Yue Qiu
Names
Identifer
Contact
Affiliations
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Shanghai University of International Business and Economics
/ School of Finance (weight: 50%)
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Shanghai University of International Business and Economics (weight: 50%)
Research profile
author of:
- Improving box office projections through sentiment analysis: Insights from regularization-based forecast combinations (RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300161x)
by Qiu, Yue & Zheng, Yuchen - Forecasting the Consumer Confidence Index with tree-based MIDAS regressions (RePEc:eee:ecmode:v:91:y:2020:i:c:p:247-256)
by Qiu, Yue - Complete subset least squares support vector regression (RePEc:eee:ecolet:v:200:y:2021:i:c:s0165176521000148)
by Qiu, Yue - Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies (RePEc:eee:ecolet:v:208:y:2021:i:c:s0165176521003694)
by Qiu, Yue & Wang, Yifan & Xie, Tian - Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty (RePEc:eee:empfin:v:62:y:2021:i:c:p:179-201)
by Qiu, Yue & Wang, Zongrun & Xie, Tian & Zhang, Xinyu - Global factors and stock market integration (RePEc:eee:reveco:v:80:y:2022:i:c:p:526-551)
by Qiu, Yue & Ren, Yu & Xie, Tian - Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks
[Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts] (RePEc:oup:jfinec:v:20:y:2022:i:1:p:160-186.)
by Yue Qiu & Tian Xie & Jun Yu & Qiankun Zhou - Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks (RePEc:ris:smuesw:2019_007)
by Qiu, Yue & Xie, Tian & Yu, Jun & Zhou, Qiankun - Forecast combinations in machine learning (RePEc:ris:smuesw:2020_013)
by Qiu, Yue & Xie, Tian & Yu, Jun - Weighing asset pricing factors: a least squares model averaging approach (RePEc:taf:quantf:v:19:y:2019:i:10:p:1673-1687)
by Yue Qiu & Yu Ren & Tian Xie