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~subject:"ARCH model"
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ARCH model
Volatility
33
Volatilität
33
Theorie
32
Theory
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25
United States
25
Aktienindex
22
ARCH-Modell
21
Börsenkurs
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9
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9
Capital income
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Finanzkrise
9
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liquidity
9
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English
21
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Giot, Pierre
21
Laurent, Sébastien
8
Bauwens, Luc
2
Giot, Pierre-Roland
1
Grammig, Joachim
1
Petitjean, Mikael
1
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CORE discussion paper : DP
6
Research memorandum / METEOR
2
The journal of futures markets
2
Advanced Studies in Theoretical and Applied Econometrics
1
Advanced studies in theoretical and applied econometrics : ASTA
1
CORE discussion papers : DP
1
Cahiers de la Faculté des Sciences Economiques, Sociales et de Gestion / Cahiers de recherche
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
Journal of applied econometrics
1
Journal of empirical finance
1
The European journal of finance
1
The journal of computational finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
21
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Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio
Giot, Pierre
(
contributor
);
Petitjean, Mikael
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003278446
Saved in:
2
Market risk models for intraday data
Giot, Pierre
-
2002
Persistent link: https://www.econbiz.de/10001687727
Saved in:
3
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:
4
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:
5
The information content of implied volatility in agricultural commodity markets
Giot, Pierre
-
2002
Persistent link: https://www.econbiz.de/10001696228
Saved in:
6
Time transformations, intraday data and volatility models
Giot, Pierre
-
1999
Persistent link: https://www.econbiz.de/10001430828
Saved in:
7
The information content of implied volatility indexes for forecasting volatility and market risk
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001791288
Saved in:
8
Time transformations, intraday data, and volatility models
Giot, Pierre
- In:
The journal of computational finance
4
(
2000/2001
)
2
,
pp. 31-62
Persistent link: https://www.econbiz.de/10001553932
Saved in:
9
Intraday value-at-risk
Giot, Pierre
-
2000
Persistent link: https://www.econbiz.de/10001529425
Saved in:
10
The information content of implied volatility in agricultural commodity markets
Giot, Pierre
- In:
The journal of futures markets
23
(
2002
)
5
,
pp. 441-454
Persistent link: https://www.econbiz.de/10001769698
Saved in:
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