硕士生导师
个人信息Personal Information
教师英文名称：Gaoxiu Qiao
学历：博士研究生毕业
办公地点：西南交通大学数学学院 & 金融大数据研究院 30436
毕业院校：西南财经大学
学科：统计学
所在单位：数学学院
报考该导师研究生的方式
欢迎你报考乔高秀老师的研究生，报考有以下方式：
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4、如果你有兴趣攻读乔高秀老师博士研究生，可以通过申请考核或者统一招考等方式报考该导师博士研究生。
主要成果列表（标“*”为通讯作者）
Gaoxiu Qiao, Wanmei Cui, Yijie Zhou, Chao Liang. Volatility of volatility and VIX forecasting: new evidence based on jumps, the short-term and long-term volatility. Journal of Futures Markets, 2024.
Gaoxiu Qiao, Yijun Pan, Chao Liang*, Lu Wang, Jinghui Wang. Forecasting Chinese crude oil futures volatility: New evidence based on dual feature processing of large-scale variables. Journal of Forecasting, 2024.
Gaoxiu Qiao*, Xuekun Ma, Gongyue Jiang, Lu Wang. Crude oil volatility index forecasting: new evidence based on positive and negative jumps from Chinese stock market. International Review of Economics and Finance, 2024.
Gongyue Jiang, Gaoxiu Qiao*, Lu Wang, Feng Ma. Hybrid forecasting of Crude oil volatility index: The cross-market effects of stock market jumps. Journal of Forecasting, 2024.
Gaoxiu Qiao*, Gongyue Jiang. VIX futures pricing based on high-frequency VIX: A hybrid approach combining SVR with parametric models. Journal of Futures Markets, 2023, 43(9), 1238-1260.
Gaoxiu Qiao,Yangli Cao, Feng Ma*, Weiping Li. Liquidity and realized covariance forecasting: a hybrid method with model uncertainty. Empirical Economics, 2023, 64, 437-463.
Gaoxiu Qiao*, Gongyue Jiang, Jiyu Yang. VIX term structure forecasting: New evidence based on the realized semi-variances. International Review of Financial Analysis, 2022, 82, 102199.
Gongyue Jiang, Gaoxiu Qiao*, Feng Ma, Lu Wang. Directly pricing VIX futures with observable dynamic jumps based on high-frequency VIX. Journal of Futures Markets, 2022, 42(8), 1518-1548.
Yan Chen, Gaoxiu Qiao*, Feipeng Zhang. Oil price volatility forecasting: Threshold effect from stock market volatility. Technological Forecasting and Social Change, 2022, 180, 121704.
Gaoxiu Qiao*, Xuekun Ma, Gongyue Jiang, Yijun Pan, Synthesized jumps and VIX forecasting: Spillover effects from Chinese stock market. Applied Economics Letters, 2023, DOI: 10.1080/13504851.2023.2205090.
Jikai Wang，Kai Feng, Gaoxiu Qiao*, A hybrid deep learning model for bitcoin price prediction: Data decomposition and feature selection. Applied Economics, 2023, 10.1080/00036846.2023.2276093.
Wenwen Liu, Yiming Gui, Gaoxiu Qiao*. Dynamics lead-lag relationship of jumps among Chinese stock index and futures market during the Covid-19 epidemic. Research in International Business and Finance, 2022, 61, 101669.
Wenwen Liu, Chang Zhang, Gaoxiu Qiao, Lei Xu*. Impact of network investor sentiment and news arrival on jumps. The North American Journal of Economics and Finance, 2022, 62, 101780.
Gaoxun Zhang, Gaoxiu Qiao*. Out-of-sample realized volatility forecasting: does the support vector regression compete combination methods. Applied Economics, 2021, 53(19), 2192-2205.
Gaoxiu Qiao*, Jiyu Yang, Weiping Li. VIX forecasting based on GARCH-type model with observable dynamic jumps: a new perspective. North American Journal of Economics and Finance, 2020, 53, 101186.
Gaoxiu Qiao*, Yuxin Teng, Yanyan Xu, Lu Wang. The cross-market dynamic effects of liquidity on volatility: evidence from Chinese stock index and futures markets. Applied Economics, 2020, 52(1): 85-99.
Gaoxiu Qiao*, Yuxin Teng, Weiping Li, Wenwen Liu. Improving volatility forecasting based on Chinese volatility index information: Evidence from CSI 300 index and futures markets. North American Journal of Economics and Finance, 2019, 49: 133-151.
Yanyan Xu, Dengshi Huang, Feng Ma*,Gaoxiu Qiao. Liquidity and realized range-based volatility forecasting: Evidence from China.Physica A:Statistical Mechanics and its Applications, 2019, 525, 1102-1113.
Yanyan Xu, Dengshi Huang, Feng Ma*,Gaoxiu Qiao. The heterogeneous impact of liquidity on volatility in Chinese stock index futures market. Physica A:Statistical Mechanics and its Applications, 2019, 517, 73-85.
Gaoxiu Qiao*, Pengfei Zhao, Weiping, Li. Time varying price discovery of the New Third Board market in China: does the market-making system help. Applied Economics, 2019, 51(45): 4902-4919.
Qiang Liu, Gaoxiu Qiao*.The evolving nature of intraday price discovery in the Chinese CSI 300 index futures market. Empirical Economics, 2017, 52(4), 1569-1585.
Weiping Li，Gaoxiu Qiao**. Volatility and returns of the New Third Board market in China.The Journal of Finance and Data Science, 2016, 2, 225-243; (The 29th Australasian Finance and Banking Conference, 2016).
Qiang Liu, Shuxin Guo,Gaoxiu Qiao*. VIX forecasting and variance risk premium: a new GARCH approach. North American Journal of Economics and Finance, 2015(34), 314-322.
Gaoxiu Qiao, Qiang Yao*. Weak convergence of equity derivatives pricing with default risk. Statistics and Probability Letters, 2015(103), 46-56.
专著：乔高秀，《基于高频数据信息的波动率预测与波动率期货定价研究》，西南交通大学出版社，2022年7月。
中文期刊论文：
苏乐怡，乔高秀*，马学琨，蒋龚月. 股票市场冲击与原油波动率指数预测：基于时变状态转移概率模型的研究. 数学的实践与认识, 2024, 54(6), 11-22.
王云润，乔高秀*. 基于集成学习的已实现波动预测与偏度信息含量研究. 重庆理工大学学报(自然科学), 2022, 36(4), 243-253.
曹杨丽，乔高秀*. 流动性视角下股指期货与股市已实现协方差预测:基于窗口平均支持向量回归方法. 数学的实践与认识, 2021, 51(11), 33-46.
康成宇，乔高秀*. 基于动态规划和Black-Litterman模型混合方法的资产配置. 重庆理工大学学报(自然科学)，2021, 35(11): 269-277.
罗君，乔高秀，王璐. 股灾背景下沪深股市波动率的结构转换特征分析. 统计与决策，2018, (10), 167-170.
王璐，黄登仕，乔高秀，马元慧. 美国股市会影响金砖国家股市之间的相关性吗——线性和非线性条件Granger 因果检验. 系统工程，2018, 36(5), 13-22.
王璐，黄登仕，乔高秀，陈怡翔. 突变结构下国际石油价格对中国股市影响的局部相关性. 系统工程，2016, (10)，17-25.
刘文文，乔高秀. 市场微观结构下高频交易流动性研究--基于我国商品期货市场的实证研究. 系统工程，2016, (1)，17-25.
乔高秀*，刘强，张茂军. 沪深300股指期货上市对现货市场连续波动和跳跃波动的影响. 中国管理科学，2014 (10)，9-18.
刘文文，乔高秀，我国股指期货市场价格发现功能和波动溢出效应研究：基于VECM-DCC-MVGARCH模型，武汉金融，2014, (8)，17-22.
乔高秀*，刘强. 沪深300股指期货定价偏差影响因素及非线性调整特征. 投资研究，2013 (10)，83-97.
乔高秀*，潘席龙. 跳扩散模型下考虑不同违约回收率的可转债定价. 系统工程，2013 (3)，1-7.
乔高秀*，刘强. 沪深300股指期货与现货市场价格波动与波动溢出效应：基于十五个月高频数据的实证研究. 投资研究，2012 (8)，132-144.
李洋，乔高秀. 沪深300股指期货连续波动与跳跃波动：基于已实现波动率的实证研究. 中国管理科学，2012, (S1)，451-458.