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~person:"Giot, Pierre"
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Giot, Pierre
Bauwens, Luc
339
Hafner, Christian M.
254
BAUWENS, Luc
126
Herwartz, Helmut
44
Rombouts, Jeroen V. K.
36
Lubrano, Michel
33
Pierret, Diane
33
Preminger, Arie
29
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22
GIOT, Pierre
21
Veredas, David
21
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19
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19
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19
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18
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16
Linton, Oliver
16
Hautsch, Nikolaus
15
Rombouts, Jeroen V.K.
15
Sucarrat, Genaro
15
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14
Korobilis, Dimitris
14
McAleer, Michael
14
Storti, Giuseppe
13
ROMBOUTS, Jeroen VK
12
Acharya, Viral V.
11
Franke, Jürgen
11
Rombouts, J. V. K.
11
Ben Omrane, Walid
10
Koop, Gary
10
Otranto, Edoardo
10
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9
van Dijk, Herman K.
9
Balassa, Bela
8
Pohlmeier, Winfried
8
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7
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ECONIS (ZBW)
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OLC EcoSci
5
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1
A Gibbs sampling approach to cointegration
Bauwens, Luc
-
1997
Persistent link: https://www.econbiz.de/10000962645
Saved in:
2
News announcements, market activity and volatility in the euro/dollar foreign exchange market
Bauwens, Luc
;
Ben Omrane, Walid
;
Giot, Pierre
- In:
Journal of international money and finance
24
(
2005
)
7
,
pp. 1180-1125
Persistent link: https://www.econbiz.de/10003210043
Saved in:
3
A comparison of financial duration models via density forecasts
Bauwens, Luc
;
Giot, Pierre
;
Grammig, Joachim
;
Veredas, David
- In:
International journal of forecasting
20
(
2004
)
4
,
pp. 589-609
Persistent link: https://www.econbiz.de/10002434252
Saved in:
4
Asymmetric ACD models: introducing price information in ACD models
Bauwens, Luc
;
Giot, Pierre
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 709-731
Persistent link: https://www.econbiz.de/10001798161
Saved in:
5
The moments of Log-ACD models
Bauwens, Luc
;
Galli, Fausto
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001790741
Saved in:
6
News announcements, market activity and volatility in the Euro-Dollar foreign exchange market
Bauwens, Luc
;
Omrane, Walid Ben
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001791297
Saved in:
7
A comparison of financial duration models via density forecasts
Bauwens, Luc
;
Giot, Pierre
;
Grammig, Joachim
;
Veredas, David
-
2000
Persistent link: https://www.econbiz.de/10001555045
Saved in:
8
The logarithmic ACD model : an application to the bid-ask quote process of the NYSE stocks
Bauwens, Luc
;
Giot, Pierre
- In:
Annales d'économie et de statistique
(
2000
),
pp. 117-149
Persistent link: https://www.econbiz.de/10001543399
Saved in:
9
Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc
-
1998
Persistent link: https://www.econbiz.de/10000994354
Saved in:
10
The logarithmic ACD model : an application to market microstructure and NASDAQ
Bauwens, Luc
;
Giot, Pierre
-
1997
Persistent link: https://www.econbiz.de/10000980123
Saved in:
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