Details about Yue Qiu
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
- Forecast combinations in machine learning
Economics and Statistics Working Papers, Singapore Management University, School of Economics
2019
- Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks
Economics and Statistics Working Papers, Singapore Management University, School of Economics
Journal Articles
2021
- Complete subset least squares support vector regression
Economics Letters, 2021, 200, (C)
- Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
Journal of Empirical Finance, 2021, 62, (C), 179-201 View citations (3)
- Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies
Economics Letters, 2021, 208, (C) View citations (3)
2020
- Forecasting the Consumer Confidence Index with tree-based MIDAS regressions
Economic Modelling, 2020, 91, (C), 247-256 View citations (4)
2019
- Weighing asset pricing factors: a least squares model averaging approach
Quantitative Finance, 2019, 19, (10), 1673-1687 View citations (1)
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