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~person:"GIOT, Pierre"
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GIOT, Pierre
Michel, Philippe
463
PESTIEAU, Pierre
404
THISSE, Jacques-François
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WOLSEY, Laurence A.
191
DREZE, Jacques H.
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TULKENS, Henry
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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:
72
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:
73
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:
74
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:
75
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:
76
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:
77
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:
78
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:
79
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:
80
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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