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Giot, Pierre
24
Bauwens, Luc
5
Laurent, Sébastien
5
Durré, Alain
3
Grammig, Joachim
3
Petitjean, Mikael
3
Beltran, Helena
2
Aubert, Samuel
1
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1
Beltran-Lopez, Héléna
1
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1
Moerloose, Sandrine de
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Global finance journal
2
Journal of empirical finance
2
The European journal of finance
2
The journal of asset management
2
The journal of futures markets
2
Annales d'économie et de statistique
1
Energy economics
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Finance : revue de l'Association Française de Finance
1
Financial markets and portfolio management
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International journal of forecasting
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1
Journal of banking & finance
1
Journal of business finance & accounting : JBFA
1
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1
Journal of international money and finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of portfolio management : a publication of Institutional Investor
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OLC EcoSci
RePEc
122
ECONIS (ZBW)
92
EconStor
4
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1
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. 709-732
Persistent link: https://www.econbiz.de/10006253148
Saved in:
2
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/10005921065
Saved in:
3
Implied Volatility Indexes and Daily Value at Risk Models
Giot, Pierre
- In:
The journal of derivatives : the official publication …
12
(
2005
)
4
,
pp. 54
Persistent link: https://www.econbiz.de/10005921776
Saved in:
4
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. 1108-1125
Persistent link: https://www.econbiz.de/10006874176
Saved in:
5
VOLATILITY FORECASTING - Relationships Between Implied Volatility Indexes and Stock Index Returns
Giot, Pierre
- In:
The journal of portfolio management : a publication of …
31
(
2005
)
3
,
pp. 92-100
Persistent link: https://www.econbiz.de/10006547202
Saved in:
6
Predicting issuer credit ratings using a semiparametric method
Giot, Pierre
;
Laurent, Sébastien
;
Petitjean, Mikael
- In:
Journal of empirical finance
17
(
2010
)
1
,
pp. 120-138
Persistent link: https://www.econbiz.de/10008349675
Saved in:
7
Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext
Beltran, Helena
;
Durré, Alain
;
Giot, Pierre
- In:
Global finance journal
20
(
2009
)
1
,
pp. 80-97
Persistent link: https://www.econbiz.de/10008259573
Saved in:
8
Short-term market timing using the bond-equity yield ratio
Giot, Pierre
;
Petitjean, Mikael
- In:
The European journal of finance
15
(
2009
)
3-4
,
pp. 365-384
Persistent link: https://www.econbiz.de/10008275566
Saved in:
9
IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis
Giot, Pierre
;
Schwienbacher, Armin
- In:
Journal of banking & finance
31
(
2007
)
3
,
pp. 679-702
Persistent link: https://www.econbiz.de/10007606999
Saved in:
10
The information content of implied volatility in light of the jump-continuous decomposition of realized volatility
Giot, Pierre
;
Laurent, Sébastien
- In:
The journal of futures markets
27
(
2007
)
4
,
pp. 337-360
Persistent link: https://www.econbiz.de/10007609382
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