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Market risk models for intraday data
Giot, Pierre - 2002
Persistent link: https://www.econbiz.de/10001687727
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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
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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. 337-359
Persistent link: https://www.econbiz.de/10003493068
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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
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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
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Value-at-risk for long and short trading positions
Giot, Pierre; Laurent, Sébastien - 2001
Persistent link: https://www.econbiz.de/10001596369
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The information content of implied volatility in agricultural commodity markets
Giot, Pierre - 2002
Persistent link: https://www.econbiz.de/10001696228
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Modelling daily value-at-risk using realized volatility and Arch type models
Giot, Pierre; Laurent, Sébastien - 2001
Persistent link: https://www.econbiz.de/10001638521
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Time transformations, intraday data and volatility models
Giot, Pierre - 1999
Persistent link: https://www.econbiz.de/10001430828
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Value-at-risk for long and short trading positions
Giot, Pierre; Laurent, Sébastien - In: Journal of applied econometrics 18 (2003) 6, pp. 641-664
Persistent link: https://www.econbiz.de/10001843499