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Details about Yue Qiu

Workplace:Shanghai University of International Business and Economics, (more information at EDIRC)
School of Finance, Shanghai University of International Business and Economics, (more information at EDIRC)

Access statistics for papers by Yue Qiu.

Last updated 2021-12-28. Update your information in the RePEc Author Service.

Short-id: pqi115


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Working Papers

2020

  1. Forecast combinations in machine learning
    Economics and Statistics Working Papers, Singapore Management University, School of Economics Downloads

2019

  1. Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks
    Economics and Statistics Working Papers, Singapore Management University, School of Economics Downloads

Journal Articles

2021

  1. Complete subset least squares support vector regression
    Economics Letters, 2021, 200, (C) Downloads
  2. Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
    Journal of Empirical Finance, 2021, 62, (C), 179-201 Downloads View citations (3)
  3. Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies
    Economics Letters, 2021, 208, (C) Downloads View citations (3)

2020

  1. Forecasting the Consumer Confidence Index with tree-based MIDAS regressions
    Economic Modelling, 2020, 91, (C), 247-256 Downloads View citations (4)

2019

  1. Weighing asset pricing factors: a least squares model averaging approach
    Quantitative Finance, 2019, 19, (10), 1673-1687 Downloads View citations (1)
 
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