Gaoxiu Qiao

Southwest Jiaotong University

No. 111, Sec. North 1, Er-Huan Rd.

Chengdu, Sichuan 610031

China

SCHOLARLY PAPERS

3

DOWNLOADS

375

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Variance Risk Premium and VIX Pricing: A Simple GARCH Approach

Number of pages: 28 Posted: 03 Oct 2012 Last Revised: 12 Apr 2015
Qiang Liu, Gaoxiu Qiao and Shuxin Guo
Southwestern University of Finance and Economics - School of Finance, Southwest Jiaotong University and Southwest Jiaotong University - School of Economics & Management
Downloads 288 (147,391)

Abstract:

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Variance Risk Premium; Out-of-sample One-day VIX Pricing; GARCH(1,1); GJR GARCH; Heston-Nandi GARCH

2.

Volatility and Returns of the New Third Board Market in China

29th Australasian Finance and Banking Conference 2016
Number of pages: 68 Posted: 30 Mar 2016
Weiping Li and Gaoxiu Qiao
Civil Aviation Flight University of China and Southwest Jiaotong University
Downloads 82 (405,877)
Citation 2

Abstract:

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Volatility, Stock Returns, New Third Board in China

3.

Crude Oil Volatility Index Forecasting: The Asymmetric Effects from Chinese Stock Market Jumps

Number of pages: 48 Posted: 21 Jun 2022
Gaoxiu Qiao, Ma Xuekun and Jiang Gongyue
Southwest Jiaotong University, Southwest Jiaotong University and Southwest Jiaotong University
Downloads 5 (828,614)

Abstract:

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Positive and negative jumps, Asymmetric effects, Crude oil volatility index (OVX), Chinese stock market, MoP strategy