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~person:"Giot, Pierre"
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Giot, Pierre
McAleer, Michael
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45
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44
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37
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34
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33
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ECONIS (ZBW)
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1
The information content of the Bond-Equity Yield Ratio : better than a random walk?
Giot, Pierre
;
Petitjean, Mikael
- In:
International journal of forecasting
23
(
2007
)
2
,
pp. 289-305
Persistent link: https://www.econbiz.de/10003483819
Saved in:
2
The information content of the Bond-Equity Yield Ratio : better than a random walk?
Giot, Pierre
(
contributor
);
Petitjean, Mikael
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003386833
Saved in:
3
Short-term market timing using the Bond-Equity Yield Ratio
Giot, Pierre
(
contributor
);
Petitjean, Mikael
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003386845
Saved in:
4
How large is liquidity risk in an automated auction market?
Giot, Pierre
;
Grammig, Joachim
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 867-887
Persistent link: https://www.econbiz.de/10003233768
Saved in:
5
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:
6
Market risk models for intraday data
Giot, Pierre
- In:
The European journal of finance
11
(
2005
)
4
,
pp. 309-324
Persistent link: https://www.econbiz.de/10003081478
Saved in:
7
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
-
2001
Persistent link: https://www.econbiz.de/10001596369
Saved in:
8
How large is liquidity risk in an automated auction market?
Giot, Pierre
;
Grammig, Joachim
-
2002
Persistent link: https://www.econbiz.de/10001720490
Saved in:
9
Market risk models for intraday data
Giot, Pierre
-
2002
Persistent link: https://www.econbiz.de/10001687727
Saved in:
10
The information content of implied volatility in agricultural commodity markets
Giot, Pierre
-
2002
Persistent link: https://www.econbiz.de/10001696228
Saved in:
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