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Market risk models for intraday data
Giot, Pierre - 2002
Persistent link: https://www.econbiz.de/10001687727
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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
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Modelling daily value-at-risk using realized volatility and ARCH type models
Giot, Pierre; Laurent, Sébastien - In: Journal of empirical finance 11 (2004) 3, pp. 379-398
Persistent link: https://www.econbiz.de/10002050367
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How large is liquidity risk in an automated auction market?
Giot, Pierre; Grammig, Joachim - 2002
Persistent link: https://www.econbiz.de/10001710321
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Value-at-risk for long and short trading positions
Giot, Pierre; Laurent, Sébastien - 2001
Persistent link: https://www.econbiz.de/10001590396
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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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Market risk in commodity markets : a VaR approach
Giot, Pierre; Laurent, Sébastien - In: Energy economics 25 (2003) 5, pp. 435-457
Persistent link: https://www.econbiz.de/10001790694
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The information content of implied volatility indexes for forecasting volatility and market risk
Giot, Pierre - 2003
Persistent link: https://www.econbiz.de/10001791288
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Market risk in commodity markets : a VaR approach
Giot, Pierre; Laurent, Sébastien - 2003
Persistent link: https://www.econbiz.de/10001791292
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How large is liquidity risk in an automated auction market?
Giot, Pierre; Grammig, Joachim - 2002
Persistent link: https://www.econbiz.de/10001720490