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~person:"GIOT, Pierre"
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GIOT, Pierre
Michel, Philippe
463
PESTIEAU, Pierre
404
THISSE, Jacques-François
338
WOLSEY, Laurence A.
191
DREZE, Jacques H.
188
TULKENS, Henry
159
SMEERS, Yves
140
GABSZEWICZ, Jean J.
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CREMER, Helmuth
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GINSBURGH, Victor
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BAUWENS, Luc
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MICHEL, Philippe
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MARCHAND, Maurice
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THISSE, J.-F.
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Thibault, Emmanuel
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THOMAS, Isabelle
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BOUCEKKINE, Raouf
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PESTIEAU, P.
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BRECHET, Thierry
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MAULEON, Ana
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DE LA CROIX, David
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d'ASPREMONT, Claude
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HINDRIKS, Jean
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GERARD-VARET, Louis-André
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MOUCHART, Michel
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Pestieau, Pierre
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WEBER, Shlomo
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NESTEROV, Yurii
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PEETERS, Dominique
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MORENO-TERNERO, Juan D.
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Wigniolle, Bertrand
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VANNETELBOSCH, Vincent
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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Market risk in commodity markets: a VaR approach
GIOT, Pierre
;
LAURENT, Sébastien
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010693973
Saved in:
2
A comparison of financial duration models via density forecasts
BAUWENS, Luc
;
GIOT, Pierre
;
GRAMMIG, Joachim
;
VEREDAS, David
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694010
Saved in:
3
Gibbs sampling approach to cointegration
BAUWENS, Luc
;
GIOT, Pierre
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694349
Saved in:
4
The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks
BAUWENS, Luc
;
GIOT, Pierre
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694436
Saved in:
5
Value-at-Risk for long and short trading positions
GIOT, Pierre
;
LAURENT, Sébastien
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694462
Saved in:
6
Asymmetric ACD models: Introducing price information in ACD models
BAUWENS, Luc
;
GIOT, Pierre
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694553
Saved in:
7
Time transformations, intraday data, and volatility models
GIOT, Pierre
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694630
Saved in:
8
Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models
BAUWENS, Luc
;
GIOT, Pierre
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694722
Saved in:
9
The information content of implied volatility in agricultural commodity markets
GIOT, Pierre
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694848
Saved in:
10
News announcements, market activity and volatility in the euro/dollar foreign exchange market
BAUWENS, Luc
;
BEN OMRANE, Walid
;
GIOT, Pierre
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694896
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