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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3、参加全国硕士研究生统一招生考试报考乔高秀老师招收的专业和方向，进入复试后提交导师意向时选择乔高秀老师。
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*, 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, DOI:10.1016/j.iref.2024.02.053.
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, DOI: 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, 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.
苏乐怡，乔高秀*，马学堃，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, 录用.
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.