Details about Yue Qiu

Access statistics for papers by Yue Qiu.

Last updated 2023-06-09. Update your information in the RePEc Author Service.

Short-id: pqi115

Working Papers

2020

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

2019

2. Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks
   Economics and Statistics Working Papers, Singapore Management University, School of Economics
   See also Journal Article Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks*, Journal of Financial Econometrics, Oxford University Press (2022) View citations (1) (2022)

Journal Articles

2023

1. Improving box office projections through sentiment analysis: Insights from regularization-based forecast combinations
   Economic Modelling, 2023, 125, (C) View citations (1)

2022

2. Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks*
   (Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts)
   Journal of Financial Econometrics, 2022, 20, (1), 160-186 View citations (1)
   See also Working Paper Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks, Economics and Statistics Working Papers (2019) (2019)
3. Global factors and stock market integration
   International Review of Economics & Finance, 2022, 80, (C), 526-551 View citations (2)

2021

4. Complete subset least squares support vector regression
   Economics Letters, 2021, 200, (C) View citations (2)
5. Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
   Journal of Empirical Finance, 2021, 62, (C), 179-201 View citations (10)
6. Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies
   Economics Letters, 2021, 208, (C) View citations (5)

2020

7. Forecasting the Consumer Confidence Index with tree-based MIDAS regressions
   Economic Modelling, 2020, 91, (C), 247-256 View citations (7)

2019

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