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Yue Qiu

Personal Details

First Name:Yue
Middle Name:
Last Name:Qiu
Suffix:
RePEc Short-ID:pqi115
[This author has chosen not to make the email address public]

Affiliation

(50%) Shanghai University of International Business and Economics

Shanghai, China
http://www.suibe.edu.cn/
RePEc:edi:shuibcn (more details at EDIRC)

(50%) School of Finance
Shanghai University of International Business and Economics

Shanghai, China
http://www.suibe.edu.cn/finance/
RePEc:edi:sfsuicn (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Qiu, Yue & Xie, Tian & Yu, Jun, 2020. "Forecast combinations in machine learning," Economics and Statistics Working Papers 13-2020, Singapore Management University, School of Economics.
  2. Qiu, Yue & Xie, Tian & Yu, Jun & Zhou, Qiankun, 2019. "Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks," Economics and Statistics Working Papers 7-2019, Singapore Management University, School of Economics.

Articles

  1. Qiu, Yue, 2021. "Complete subset least squares support vector regression," Economics Letters, Elsevier, vol. 200(C).
  2. Qiu, Yue & Wang, Zongrun & Xie, Tian & Zhang, Xinyu, 2021. "Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 179-201.
  3. Qiu, Yue & Wang, Yifan & Xie, Tian, 2021. "Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies," Economics Letters, Elsevier, vol. 208(C).
  4. Qiu, Yue, 2020. "Forecasting the Consumer Confidence Index with tree-based MIDAS regressions," Economic Modelling, Elsevier, vol. 91(C), pages 247-256.
  5. Yue Qiu & Yu Ren & Tian Xie, 2019. "Weighing asset pricing factors: a least squares model averaging approach," Quantitative Finance, Taylor & Francis Journals, vol. 19(10), pages 1673-1687, October.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Qiu, Yue & Wang, Zongrun & Xie, Tian & Zhang, Xinyu, 2021. "Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 179-201.

    Cited by:

    1. Tapia, Sebastian & Kristjanpoller, Werner, 2022. "Framework based on multiplicative error and residual analysis to forecast bitcoin intraday-volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 589(C).
    2. Chen, Meichen & Qin, Cong & Zhang, Xiaoyu, 2022. "Cryptocurrency price discrepancies under uncertainty: Evidence from COVID-19 and lockdown nexus," Journal of International Money and Finance, Elsevier, vol. 124(C).
    3. Qiu, Yue & Wang, Yifan & Xie, Tian, 2021. "Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies," Economics Letters, Elsevier, vol. 208(C).

  2. Qiu, Yue & Wang, Yifan & Xie, Tian, 2021. "Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies," Economics Letters, Elsevier, vol. 208(C).

    Cited by:

    1. Wu, Lan & Xu, Weiju & Huang, Dengshi & Li, Pan, 2022. "Does the volatility spillover effect matter in oil price volatility predictability? Evidence from high-frequency data," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 299-306.

  3. Qiu, Yue, 2020. "Forecasting the Consumer Confidence Index with tree-based MIDAS regressions," Economic Modelling, Elsevier, vol. 91(C), pages 247-256.

    Cited by:

    1. Sarun Kamolthip, 2021. "Macroeconomic forecasting with LSTM and mixed frequency time series data," Papers 2109.13777, arXiv.org.
    2. Lehrer, Steven & Xie, Tian & Zhang, Xinyu, 2021. "Social media sentiment, model uncertainty, and volatility forecasting," Economic Modelling, Elsevier, vol. 102(C).

  4. Yue Qiu & Yu Ren & Tian Xie, 2019. "Weighing asset pricing factors: a least squares model averaging approach," Quantitative Finance, Taylor & Francis Journals, vol. 19(10), pages 1673-1687, October.

    Cited by:

    1. Qiu, Yue & Wang, Zongrun & Xie, Tian & Zhang, Xinyu, 2021. "Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 179-201.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BIG: Big Data (2) 2019-03-25 2020-06-15. Author is listed
  2. NEP-ECM: Econometrics (2) 2019-03-25 2020-06-15. Author is listed
  3. NEP-FOR: Forecasting (2) 2019-03-25 2020-06-15. Author is listed
  4. NEP-SEA: South East Asia (2) 2019-03-25 2020-06-15. Author is listed
  5. NEP-CMP: Computational Economics (1) 2020-06-15. Author is listed
  6. NEP-ORE: Operations Research (1) 2020-06-15. Author is listed

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