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1
Market risk models for intraday data
Giot, Pierre
-
2002
Persistent link: https://www.econbiz.de/10001687727
Saved in:
2
Implied volatility indexes and daily value at risk models
Giot, Pierre
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 54-64
Persistent link: https://www.econbiz.de/10003010792
Saved in:
3
The information content of implied volatility in agricultural commodity markets
Giot, Pierre
-
2002
Persistent link: https://www.econbiz.de/10001696228
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4
Implied volatility indices as leading indicators of stock index returns?
Giot, Pierre
-
2002
Persistent link: https://www.econbiz.de/10001713160
Saved in:
5
Time transformations, intraday data and volatility models
Giot, Pierre
-
1999
Persistent link: https://www.econbiz.de/10001430828
Saved in:
6
The information content of implied volatility indexes for forecasting volatility and market risk
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001791288
Saved in:
7
The Asian financial crisis : the start of a regime switch in volatility
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001876281
Saved in:
8
Time transformations, intraday data, and volatility models
Giot, Pierre
- In:
The journal of computational finance
4
(
2000/2001
)
2
,
pp. 31-62
Persistent link: https://www.econbiz.de/10001553932
Saved in:
9
Intraday value-at-risk
Giot, Pierre
-
2000
Persistent link: https://www.econbiz.de/10001529425
Saved in:
10
The information content of implied volatility in agricultural commodity markets
Giot, Pierre
- In:
The journal of futures markets
23
(
2002
)
5
,
pp. 441-454
Persistent link: https://www.econbiz.de/10001769698
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