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Qingfeng Liu

Otaru University of Commerce (from arXiv:2005.08057, 2020) · ORCID · OpenAlex

16 papers in scope · 16 published · 1 on the econ.EM arXiv · 405 citations · h-index 7 (over the papers listed here)

Papers

(1 of 16)

Model Averaging Under Flexible Loss Functions
published2025 · INFORMS journal on computing · 1 citations
with Dongyuan Gu, Xinyu Zhang
INFORMS journal on computing
Machine collaboration
published2024 · Stat
with Yang Feng
Stat
Tying Maximum Likelihood Estimation for Dependent Data
published2022 · Econometric Reviews
with Masamune Iwasawa, Ziyan Zhao
Econometric Reviews
Model Averaging for Nonlinear Regression Models
published2021 · Journal of Business and Economic Statistics · 35 citations
with Yang Feng, Qingsong Yao, G. Q. Zhao, Yan Feng
Journal of Business and Economic Statistics
Model averaging estimation for conditional volatility models with an application to stock market volatility forecast
published2020 · Journal of Forecasting · 28 citations · first circulated 2018
with Qingsong Yao, G. Q. Zhao
Journal of Forecasting
Nested model averaging on solution path for high‐dimensional linear regression
published2020 · Stat · 8 citations
with Yang Feng
Paper profile Stat arXiv:2005.08057
On the sparsity of Mallows model averaging estimator
published2019 · Economics Letters · 18 citations
with Yang Feng, Ryo Okui
Economics Letters
A Combination Method for Averaging OLS and GLS Estimators
published2019 · Econometrics · 2 citations
with Andrey L. Vasnev
Econometrics
Generalized Least Squares Model Averaging
published2015 · Econometric Reviews · 54 citations · first circulated 2013
with Ryo Okui, Arihiro Yoshimura
Econometric Reviews
Heteroscedasticity‐robust Cp model averaging
published2013 · Econometrics Journal · 142 citations
with Ryo Okui
Econometrics Journal
An application of forecast combination methods to default risk prediction
published2011 · Medical Entomology and Zoology
no link
A New GARCH-Type Model
published2010 · 경영경제연구 · 2 citations
no link
Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions
published2008 · Mathematics and Computers in Simulation · 3 citations
with Yoshihiko Nishiyama
Mathematics and Computers in Simulation
Cross-Market Linkages of Taiwan Index Futures Contracts Listed on the Taiwan Futures Exchange and the Singapore Exchange
published2007 · Review of Pacific Basin Financial Markets and Policies · 1 citations
with Hung-Gay Fung, Gyoungsin “Daniel” Park
Review of Pacific Basin Financial Markets and Policies
A Modified GARCH Model with Spells of Shocks
published2005 · Asia-Pacific Financial Markets · 6 citations
with Kimio Morimune
Asia-Pacific Financial Markets
An analysis of the relationship between electricity and natural‐gas futures prices
published2001 · Journal of Futures Markets · 105 citations
with Gary W. Emery
Journal of Futures Markets

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.