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The information content of implied volatility in agricultural commodity markets
Giot, Pierre - 2002
Persistent link: https://www.econbiz.de/10001696228
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Implied volatility indices as leading indicators of stock index returns?
Giot, Pierre - 2002
Persistent link: https://www.econbiz.de/10001713160
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Time transformations, intraday data and volatility models
Giot, Pierre - 1999
Persistent link: https://www.econbiz.de/10001430828
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The information content of implied volatility indexes for forecasting volatility and market risk
Giot, Pierre - 2003
Persistent link: https://www.econbiz.de/10001791288
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The Asian financial crisis : the start of a regime switch in volatility
Giot, Pierre - 2003
Persistent link: https://www.econbiz.de/10001876281
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Intraday value-at-risk
Giot, Pierre - 2000
Persistent link: https://www.econbiz.de/10001529425
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Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio
Giot, Pierre (contributor); Petitjean, Mikael (contributor) - 2004
Persistent link: https://www.econbiz.de/10003278446
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Commonalities in the order book
Beltran Lopez, Helena (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003278481
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Volatility regimes and the provision of liquidity in order book markets
Beltran Lopez, Helena (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10003278494
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IPOs, trade sales and liquidations : modelling venture capital exits using survival analysis
Giot, Pierre (contributor); Schwienbacher, Armin (contributor) - 2004
Persistent link: https://www.econbiz.de/10003279052